Advances in Non-linear Economic Modeling

Theory and Applications

  • Frauke Schleer-van Gellecom

Part of the Dynamic Modeling and Econometrics in Economics and Finance book series (DMEF, volume 17)

Table of contents

  1. Front Matter
    Pages I-IX
  2. Non-linearities Related to the Financial Sector

  3. Non-linearities in Other Fields of Research

    1. Luca Benati, Thomas A. Lubik
      Pages 167-204
    2. Wojciech W. Charemza, Yuriy Kharin, Vladislav Maevskiy
      Pages 205-232
    3. Front Matter
      Pages 139-139
  4. Non-linearities Related to the Financial Sector

    1. Front Matter
      Pages 1-1

About this book


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


Econometrics Financial Markets Macroeconometrics Non-linear Modeling Non-linearities

Editors and affiliations

  • Frauke Schleer-van Gellecom
    • 1
  1. 1.Centre for European Economic Research (ZEW)MannheimGermany

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 2014
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Business and Economics
  • Print ISBN 978-3-642-42038-2
  • Online ISBN 978-3-642-42039-9
  • Series Print ISSN 1566-0419
  • About this book