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Book Categories |
List of Contributors | ||
Series Preface | ||
Editors' Preface | ||
Introduction | ||
Sect. 1 | Non-Linear Dynamics in Economic and Financial Models | 1 |
1 | Models of Complexity in Economics in Finance | 3 |
2 | Non-linear Dynamics and Predictability in the Austrian Stock Market | 45 |
3 | Predictability and Economic Time Series | 73 |
Sect. 2 | Non-Linearities in Empirical Modelling | 107 |
4 | Smooth Transition Models | 109 |
5 | Empirical Behaviour of Interest-rate Models | 137 |
6 | Data-based Mechanistic Modelling | 169 |
Sect. 3 | Trends and Non-Stationarity | 215 |
7 | Cointegration Analysis | 217 |
8 | The Relationship between Money and Prices: An Econometric Appraisal Based on Cointegration and Causality | 247 |
9 | Multivariate Structural Time Series Models | 269 |
10 | Impulse Response Analysis of Vector Autoregressive Processes | 299 |
11 | Data Transformations and Detrending in Econometrics | 327 |
Index | 363 |
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