Published Online: 2018-2-16
©2018 Walter de Gruyter GmbH, Berlin/Boston
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Articles in the same Issue
- Introduction: Special Issue Honoring the Contributions of Walter Enders
- Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples
- Nonlinear Taylor rules: evidence from a large dataset
- Flexible Fourier form for volatility breaks
- Nonlinear evidence on the existence of jobless recoveries
- Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship
- Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics
- Evaluating the impact of the labor market conditions index on labor market forecasts
- Time-varying correlations and Sharpe ratios during quantitative easing
- Testing for a unit root against ESTAR stationarity
Articles in the same Issue
- Introduction: Special Issue Honoring the Contributions of Walter Enders
- Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples
- Nonlinear Taylor rules: evidence from a large dataset
- Flexible Fourier form for volatility breaks
- Nonlinear evidence on the existence of jobless recoveries
- Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship
- Examining the success of the central banks in inflation targeting countries: the dynamics of the inflation gap and institutional characteristics
- Evaluating the impact of the labor market conditions index on labor market forecasts
- Time-varying correlations and Sharpe ratios during quantitative easing
- Testing for a unit root against ESTAR stationarity