Dynamic Modeling and Econometrics in Economics and Finance

Advances in Non-linear Economic Modeling

Theory and Applications

Editors: Schleer-van Gellecom, Frauke (Ed.)

  • Highlights various fields of economics in which nonlinearities may play a crucial role
  • Brings together theoretical, computational and applied work
  • Puts emphasis on the link between financial markets and the macroeconomy which is highly topical and an open and evolving field of research in economics
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eBook $99.00
price for USA (gross)
  • ISBN 978-3-642-42039-9
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  • Immediate eBook download after purchase
Hardcover $129.00
price for USA
  • ISBN 978-3-642-42038-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at 1-800-777-4643, Latin America please contact us at +1-212-460-1500 (Weekdays 8:30am – 5:30pm ET) to place your order.
  • Due: November 3, 2016
  • ISBN 978-3-662-52461-9
  • Free shipping for individuals worldwide
About this book

In recent years nonlinearities have gained increasing importance in economic and econometric research, particularly after the financial crisis and the economic downturn after 2007. This book contains theoretical, computational and empirical papers that incorporate nonlinearities in econometric models and apply them to real economic problems. It intends to serve as an inspiration for researchers to take potential nonlinearities in account. Researchers should be aware of applying linear model-types spuriously to problems which include non-linear features. It is indispensable to use the correct model type in order to avoid biased recommendations for economic policy.

Table of contents (7 chapters)

  • Estimating a Banking-Macro Model Using a Multi-regime VAR

    Mittnik, Stefan (et al.)

    Pages 3-40

  • U.S. Business Cycles, Monetary Policy and the External Finance Premium

    Martínez-García, Enrique

    Pages 41-114

  • Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach

    Gallegati, Marco

    Pages 115-138

  • Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models

    Sandberg, Rickard

    Pages 141-166

  • The Time-Varying Beveridge Curve

    Benati, Luca (et al.)

    Pages 167-204

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-3-642-42039-9
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $129.00
price for USA
  • ISBN 978-3-642-42038-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at 1-800-777-4643, Latin America please contact us at +1-212-460-1500 (Weekdays 8:30am – 5:30pm ET) to place your order.
  • Due: November 3, 2016
  • ISBN 978-3-662-52461-9
  • Free shipping for individuals worldwide
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Bibliographic Information

Bibliographic Information
Book Title
Advances in Non-linear Economic Modeling
Book Subtitle
Theory and Applications
Editors
  • Frauke Schleer-van Gellecom
Series Title
Dynamic Modeling and Econometrics in Economics and Finance
Series Volume
17
Copyright
2014
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-42039-9
DOI
10.1007/978-3-642-42039-9
Hardcover ISBN
978-3-642-42038-2
Softcover ISBN
978-3-662-52461-9
Series ISSN
1566-0419
Edition Number
1
Number of Pages
IX, 262
Number of Illustrations and Tables
59 b/w illustrations
Topics