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Strategies for Modelling Nonlinear Time-Series Relationships.. (1993). Granger, Clive.
In: The Economic Record.
RePEc:bla:ecorec:v:69:y:1993:i:206:p:233-38.

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  3. Are Euro-Area expectations about recession phases effective to anticipate consequences of economic crises?. (2018). Rubilar-González, Marco Antonio ; Rubilar-González, Marco Antonio ; Pino, Gabriel ; Rubilar-Gonzalez, Marco.
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  4. Two Stage Markov Switching Model: Identifying the Indonesian Rupiah Per US Dollar Turning Points Post 1997 Financial Crisis. (2018). Widodo, Tri ; Mendy, David.
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  5. Nonlinear Time Series Modeling: A Unified Perspective, Algorithm and Application. (2018). Parzen, Emanuel ; Mukhopadhyay, Subhadeep.
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  6. Deep learning with long short-term memory networks for financial market predictions. (2018). Fischer, Thomas ; Krauss, Christopher.
    In: European Journal of Operational Research.
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  7. Deep learning with long short-term memory networks for financial market predictions. (2017). Krauss, Christopher ; Fischer, Thomas.
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  8. Are linear models really unuseful to describe business cycle data?. (2017). Silva Lopes, Artur ; Zsurkis, Gabriel Florin .
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  11. Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach. (2016). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni.
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  12. Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach. (2016). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni.
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  13. On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations. (2016). Rossen, Anja.
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  14. Endogenous crisis dating and contagion using smooth transition structural GARCH. (2015). Yang, Minxian ; Thorp, Susan ; Dungey, Mardi ; Milunovich, George.
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  15. Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model. (2015). GUPTA, RANGAN ; van Eyden, Renee ; Ben Nasr, Adnen ; Balcilar, Mehmet ; Ajmi, Ahdi Noomen ; Aye, Goodness C.
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  16. On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations. (2014). Rossen, Anja.
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  17. Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Ben Nasr, Adnen ; Balcilar, Mehmet ; Ajmi, Ahdi Noomen ; Aye, Goodness C..
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  18. If the United States sneezes, does the world need “pain-killers”?. (2014). Ordóñez, Javier ; Herrerias, Maria Jesus ; Ordoez, J..
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  20. Time Series Models for Business and Economic Forecasting. (2014). Franses, Philip Hans ; Opschoor, Anne ; van Dijk, Dick.
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  21. Inflation and Market Uncertainty in South Africa. (2014). Burger, Philippe .
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  22. Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Dungey, Mardi ; Milunovich, George.
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  23. Endogenous crisis dating and contagion using smooth transition structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi.
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  24. Nonlinear adjustment in the real dollar–euro exchange rate: The role of the productivity differential as a fundamental. (2012). Ordóñez, Javier ; Camarero, Mariam ; Ordez, Javier .
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  25. The fractional integrated bi- parameter smooth transition autoregressive model. (2012). El Montasser, Ghassen ; Ajmi, Ahdi Noomen.
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  26. If the Unites States sneezes, does the world need paracetamol?. (2011). Ordóñez, Javier ; Herrerias, Maria Jesus ; Ordoez, Javier.
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  27. Multiple equilibria in Spanish unemployment. (2011). Ordóñez, Javier ; Franchi, Massimo ; Ordoez, Javier.
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  28. Oil Price Shocks and Labor Market Fluctuations. (2011). Silva, José ; Sala, Hector ; Ordóñez, Javier ; Javier Ordoñez, Hector Sala, .
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  30. Speculation and Nonlinear Price Dynamics in Commodity Futures Markets. (2010). Sigl-Grub, C. ; Schiereck, D..
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  31. Concepts and tools for nonlinear time series modelling. (2009). Francq, Christian ; Amendola, Alessandra.
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  32. PENALIZED-R-super-2 CRITERIA FOR MODEL SELECTION. (2009). Taylor, Larry W..
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  33. Forecasting international bandwidth capacity using linear and ANN methods. (2008). Madden, Gary ; Tan, Joachim .
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  44. Monetary policy rules and regime shifts. (2003). Valente, Giorgio.
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  45. Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [. (2003). Lebaron, Blake.
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  46. Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece. (2003). Kouretas, Georgios ; Aslanidis, Nektarios.
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  53. Some evidence of smooth transition nonlinearity in Colombian inflation. (2001). Gonzalez, Andres ; Arango Thomas, Luis.
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  55. An investigation of model selection criteria for neural network time series forecasting. (2001). Zhang, Guoqiang Peter ; Qi, Min .
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  58. Nonlinear Persistence and Copersistence. (1999). Jasiak, Joann ; gourieroux, christian.
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