An Interview with Timo Teräsvirta

Artikel in diesem Heft

1. Interview
2. An Interview with Timo Teräsvirta
3. Research Articles
4. Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
5. Testing for misspecification in the short-run component of GARCH-type models
6. Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE
7. Time-varying asymmetry and tail thickness in long series of daily financial returns
8. Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
9. Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach
10. P-star model for India: a nonlinear approach
11. Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis
12. Modeling time-variation over the business cycle (1960–2017): an international perspective