| Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models |
7 |
| A regime switching skew-normal model of contagion |
5 |
| Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship |
4 |
| Uncertainty in the housing market: evidence from US states |
3 |
| Flexible HAR model for realized volatility |
3 |
| An elementary business cycle mechanism: learning from Harrod and Kaldor |
2 |
| Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data |
2 |
| Optimal growth in the Robinson-Shinkai-Leontief model: the case of capital-intensive consumption goods |
2 |
| Markov-switching quantile autoregression: a Gibbs sampling approach |
2 |
| Flexible Fourier form for volatility breaks |
2 |
| Regime switching with structural breaks in output convergence |
1 |
| A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns |
1 |
| Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications |
1 |
| Nonlinear Taylor rules: evidence from a large dataset |
1 |
| A parametric stationarity test with smooth breaks |
1 |
| Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models |
1 |
| Methods for strengthening a weak instrument in the case of a persistent treatment |
1 |
| Think again: volatility asymmetry and volatility persistence |
1 |
| Investment on human capital in a dynamic contest model |
1 |
| An explicit formula for the smoother weights of the Hodrick-Prescott filter |
1 |
| Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules |
1 |
| Gamification of global climate change: an experimental analysis |
1 |
| Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market |
1 |
| Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach |
1 |
| Two-sided altruism as a motive for intergenerational transfer |
0 |
| A new route to the rapid growth of the service sector: rise of the standard of living |
0 |
| Estimation and inference of threshold regression models with measurement errors |
0 |
| The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach |
0 |
| Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and granger causality tests |
0 |
| Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule |
0 |
| Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis |
0 |
| Modeling time-variation over the business cycle (1960-2017): an international perspective |
0 |
| Time-varying asymmetry and tail thickness in long series of daily financial returns |
0 |
| Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE |
0 |
| Testing for misspecification in the short-run component of GARCH-type models |
0 |
| P-star model for India: a nonlinear approach |
0 |
| What cycles? Data detrending in DSGE models |
0 |
| An efficient sequential learning algorithm in regime-switching environments |
0 |
| Variance reduction estimation for return models with jumps using gamma asymmetric kernels |
0 |
| An intuitive skewness-based symmetry test applicable to stationary time series data |
0 |
| Smart or stupid depends on who is your counterpart: a cobweb model with heterogeneous expectations |
0 |
| Hopf bifurcation and the existence and stability of closed orbits in three-sector models of optimal endogenous growth |
0 |
| Pollution, carrying capacity and the Allee effect |
0 |
| Two-sided altruism and time inconsistency |
0 |
| Competitive equilibrium cycles for small discounting in discrete-time two-sector optimal growth models |
0 |
| Bubble on real estate: the role of altruism and fiscal policy |
0 |
| A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA |
0 |
| A nonlinear model of asset returns with multiple shocks |
0 |
| Market concentration and market power of the Swedish mortgage Sector - a wavelet panel efficiency analysis |
0 |
| Local/import - and foreign currency prices: inflation, uncertainty and pass through endogeneity |
0 |
