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© 2014

Advances in Non-linear Economic Modeling

Theory and Applications

  • Frauke Schleer-van Gellecom
  • 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

Book

Part of the Dynamic Modeling and Econometrics in Economics and Finance book series (DMEF, volume 17)

Table of contents

  1. Front Matter
    Pages I-IX
  2. Non-linearities Related to the Financial Sector

  3. Non-linearities in Other Fields of Research

    1. Front Matter
      Pages 139-139
    2. Luca Benati, Thomas A. Lubik
      Pages 167-204
    3. Wojciech W. Charemza, Yuriy Kharin, Vladislav Maevskiy
      Pages 205-232

About this book

Introduction

In recent years non-linearities 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 non-linearities in econometric models and apply them to real economic problems. It intends to serve as an inspiration for researchers to take potential non-linearities 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.

Keywords

Econometrics Financial Markets Macroeconometrics Non-linear Modeling Non-linearities

Editors and affiliations

  • Frauke Schleer-van Gellecom
    • 1
  1. 1.Centre for European Economic Research (ZEW)MannheimGermany

Bibliographic information

Industry Sectors
Finance, Business & Banking