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Book Chapter

Dynamic Factor Models for the Volatility Surface

Series: Advances in Econometrics
Published: 08 January 2016
10.1108/S0731-905320150000035004
EISBN: 978-1-78560-352-5
ISBN: 978-1-78560-353-2
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Book Chapter

Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks

Series: Frontiers of Economics and Globalization
Published: 29 February 2008
10.1016/S1574-8715(07)00215-1
EISBN: 978-1-84950-540-6
ISBN: 978-0-44452-942-8
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Book Chapter

Semi-Parametric Modelling of Correlation Dynamics

Series: Advances in Econometrics
Published: 01 March 2006
10.1016/S0731-9053(05)20003-8
EISBN: 978-1-84950-389-1
ISBN: 978-0-76231-274-0
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Book Chapter

Dedication

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76016-2
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

INTRODUCTION TO THE SERIES

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76016-3
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

Introduction

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76016-4
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

List of Contributors

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76016-5
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

Dating Business Cycle Turning Points

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76001-6
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

Combining Predictors and Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76002-8
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

The Importance of Nonlinearity in Reproducing Business Cycle Features

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76003-X
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

The Vector Floor and Ceiling Model

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76004-1
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

A New Framework to Analyze Business Cycle Synchronization

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76005-3
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

Non-linearity and Instability in the Euro Area

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76006-5
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

Nonlinear Modelling of Autoregressive Structural Breaks in Some US Macroeconomic Series

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76007-7
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

Trend-Cycle Decomposition Models with Smooth-Transition Parameters: Evidence from U.S. Economic Time Series

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76008-9
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

Modeling Inflation and Money Demand Using a Fourier-Series Approximation

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76009-0
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

Random Walk Smooth Transition Autoregressive Models

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76010-7
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76011-9
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

State Asymmetries in the Effects of Monetary Policy Shocks on Output: Some New Evidence for the Euro-Area

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76012-0
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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Book Chapter

Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003

Series: Contributions to Economic Analysis
Published: 08 February 2006
10.1016/S0573-8555(05)76013-2
EISBN: 978-1-84950-833-9
ISBN: 978-0-44451-838-5
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