Tang, Decai; Pan, Zhiwei; Bethel, Brandon J. Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration. (English) Zbl 07681755 Stud. Nonlinear Dyn. Econom. 26, No. 5, 723-735 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{D. Tang} et al., Stud. Nonlinear Dyn. Econom. 26, No. 5, 723--735 (2022; Zbl 07681755) Full Text: DOI
Gogebakan, Kemal Caglar A family of nonparametric unit root tests for processes driven by infinite variance innovations. (English) Zbl 07681754 Stud. Nonlinear Dyn. Econom. 26, No. 5, 705-721 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{K. C. Gogebakan}, Stud. Nonlinear Dyn. Econom. 26, No. 5, 705--721 (2022; Zbl 07681754) Full Text: DOI
Quineche, Ricardo Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach. (English) Zbl 07681753 Stud. Nonlinear Dyn. Econom. 26, No. 5, 693-703 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{R. Quineche}, Stud. Nonlinear Dyn. Econom. 26, No. 5, 693--703 (2022; Zbl 07681753) Full Text: DOI
Otero, Jesús; Panagiotidis, Theodore; Papapanagiotou, Georgios Testing for exuberance in house prices using data sampled at different frequencies. (English) Zbl 07681752 Stud. Nonlinear Dyn. Econom. 26, No. 5, 675-691 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Otero} et al., Stud. Nonlinear Dyn. Econom. 26, No. 5, 675--691 (2022; Zbl 07681752) Full Text: DOI
Chen, Pu; Hsiao, Chih-Ying; Semmler, Willi Instability in regime switching models. (English) Zbl 07681751 Stud. Nonlinear Dyn. Econom. 26, No. 5, 655-674 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{P. Chen} et al., Stud. Nonlinear Dyn. Econom. 26, No. 5, 655--674 (2022; Zbl 07681751) Full Text: DOI
Belaire-Franch, Jorge A note on change in persistence of U.S. city prices. (English) Zbl 07681750 Stud. Nonlinear Dyn. Econom. 26, No. 5, 649-653 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Belaire-Franch}, Stud. Nonlinear Dyn. Econom. 26, No. 5, 649--653 (2022; Zbl 07681750) Full Text: DOI
Hurn, Stan; Johnson, Nicholas; Silvennoinen, Annastiina; Teräsvirta, Timo Transition from the Taylor rule to the zero lower bound. (English) Zbl 07681749 Stud. Nonlinear Dyn. Econom. 26, No. 5, 635-647 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Hurn} et al., Stud. Nonlinear Dyn. Econom. 26, No. 5, 635--647 (2022; Zbl 07681749) Full Text: DOI