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Advances in Non-linear Economic Modeling

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Cover of 'Advances in Non-linear Economic Modeling'

Table of Contents

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    Book Overview
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    Chapter 1 Estimating a Banking-Macro Model Using a Multi-regime VAR
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    Chapter 2 U.S. Business Cycles, Monetary Policy and the External Finance Premium
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    Chapter 3 Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach
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    Chapter 4 Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models
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    Chapter 5 The Time-Varying Beveridge Curve
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    Chapter 6 Bilinear Forecast Risk Assessment for Non-systematic Inflation: Theory and Evidence
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    Chapter 7 Currency Crises, Exchange Rate Regimes and Capital Account Liberalization: A Duration Analysis Approach
Attention for Chapter 4: Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models
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Chapter title
Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models
Chapter number 4
Book title
Advances in Non-linear Economic Modeling
Published by
Springer, Berlin, Heidelberg, January 2014
DOI 10.1007/978-3-642-42039-9_4
Book ISBNs
978-3-64-242038-2, 978-3-64-242039-9
Authors

Rickard Sandberg, Sandberg, Rickard

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