The following pages link to Nonlinear Dynamic Structures (Q3142743):
Displayed 50 items.
- Matrix exponential GARCH (Q278044) (← links)
- Monetary policy when wages are downwardly rigid: Friedman meets Tobin (Q427989) (← links)
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
- Examining macroeconomic models through the lens of asset pricing (Q472750) (← links)
- Shock elasticities and impulse responses (Q475311) (← links)
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Trading volume in financial markets: an introductory review (Q508275) (← links)
- Short-memory and the PPP hypothesis (Q956508) (← links)
- Persistent-threshold-GARCH processes: model and application (Q1012221) (← links)
- Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
- Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model (Q1027404) (← links)
- Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
- Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
- Impulse response analysis in nonlinear multivariate models (Q1126497) (← links)
- Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
- Overparameterization in the seminonparametric density estimation (Q1274179) (← links)
- Noise in unspecified, nonlinear time series (Q1362498) (← links)
- Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
- Gaussian inference on certain long-range dependent volatility models (Q1398961) (← links)
- Explaining bond returns in heterogeneous agent models: The importance of higher-order moments (Q1575613) (← links)
- Nonlinear impulse response functions (Q1575615) (← links)
- Modeling long memory in stock market volatility (Q1588307) (← links)
- Asymmetric effects of exogenous tax changes (Q1655737) (← links)
- The effects of oil price shocks on job reallocation (Q1657432) (← links)
- Cross-validated SNP density estimates (Q1858960) (← links)
- Asymptotic filtering theory for multivariate ARCH models (Q1915438) (← links)
- Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- Time reversibility tests of volume-volatility dynamics for stock returns (Q1927371) (← links)
- On the speed of adjustment in ESTAR models when allowance is made for bias in estimation (Q1929047) (← links)
- Deterministic impulse response in a nonlinear model. An analytical expression (Q1934061) (← links)
- Nonparametric Bayes subject to overidentified moment conditions (Q2116355) (← links)
- Copula-based time series with filtered nonstationarity (Q2116363) (← links)
- Multivariate leverage effects and realized semicovariance GARCH models (Q2190232) (← links)
- Estimating nonlinear dynamic equilibrium models by matching impulse responses (Q2226864) (← links)
- Impulse response analysis for structural dynamic models with nonlinear regressors (Q2236885) (← links)
- On fiscal and monetary policy-induced macroeconomic volatility dynamics (Q2246607) (← links)
- Structural changes in the US economy: is there a role for monetary policy? (Q2271644) (← links)
- Twisted probabilities, uncertainty, and prices (Q2305982) (← links)
- A Markov-switching multifractal inter-trade duration model, with application to US equities (Q2453090) (← links)
- Bootstrapping impulse responses in VAR analyses (Q3297928) (← links)
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
- MACROECONOMIC SHOCKS AND THE FOREIGN EXCHANGE RISK PREMIA (Q3426144) (← links)
- DYNAMIC FACTOR MODELS (Q4471130) (← links)
- A nonparametric test of the mixture-of-distributions model (Q4647259) (← links)
- Time Series Experiments and Causal Estimands: Exact Randomization Tests and Trading (Q5208072) (← links)
- Moments, shocks and spillovers in Markov-switching VAR models (Q6054391) (← links)
- A Model-free Variable Screening Method Based on Leverage Score (Q6107196) (← links)
- Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model (Q6108314) (← links)
- A robust score-driven filter for multivariate time series (Q6176096) (← links)