Dynamic Modeling and Econometrics in Economics and Finance: Theory and Applications

Schleer-van Gellecom, Frauke

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

Details

Published by: Springer

Publication Date: 2013-12-30

Format: Hardcover

ISBN-13: 9783642420382

DOI: 10.1007/978-3-642-42039-9

Dimensions: 235cm x155cm

Pages: 262