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Testing Nonlinear Dynamics, Long Memory and Chaotic Behaviour with Financial and Nonfinancial Data
(Valtion taloudellinen tutkimuskeskus VATT, 1997-01-01)
This paper contains a set of tests for nonlinearities in economic time series. The tests comprise both standard diagnostic tests for revealing nonlinearities and some new developments in modelling nonlinearities. The latter ...
Testing the "Natural Rate of Suicide" Hypothesis
(Valtion taloudellinen tutkimuskeskus VATT, 1998-01-01)
This paper analyses the economic determinants of suicide. More specifically, we test the hypothesis that suicide is related to shocks or news concerning income growth. Testing is based on an error correction model of suicide ...