A non-linear error correction mechanism based on the bilinear model-Reference-Cited by-同舟云学术

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A non-linear error correction mechanism based on the bilinear model

Published:1998-02 Issue:2 Volume:58 Page:165-170
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Peel David,Davidson James

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference20 articles.

1. Theoretical relations between risk premiums and conditional variances;Backus;Journal of Business and Economic Statistics,1993

2. Balke, N.S., Fomby, T.B., 1996. Threshold cointegration. International Economic Review (forthcoming).

3. Rational expectations and bond pricing: Modelling the term structure with and without certainty equivalence;Begg;Economic Journal,1984

4. Kinked adjustment costs and aggregate dynamics;Bertola;Brookings Papers on Economic Activity,1990

5. Equilibrium models displaying endogenous fluctuations and chaos: A survey;Boldrin;Journal of Monetary Economics,1990

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1. On the Markov-switching bilinear processes: stationarity, higher-order moments and β-mixing;Stochastics;2015-06-04

2. Macroeconomics, Nonlinear Time Series in;Encyclopedia of Complexity and Systems Science;2015

3. Detecting cointegration relationships under nonlinear models: Monte Carlo analysis and some applications;Empirical Economics;2012-06-01

4. The Econometrics of Exchange Rates;Palgrave Handbook of Econometrics;2009

5. Macroeconomics, Non-linear Time Series in;Complex Systems in Finance and Econometrics;2009

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