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Results: 105
Number of items: 105
  • Open Access
    Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2017). Assessment of Resampling Methods for Causality Testing: A note on the US Inflation Behavior. PLoS ONE, 12(7), Article e0180852. https://doi.org/10.1371/journal.pone.0180852
  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2016). Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data. Computational Economics, 47(3), 341-365. https://doi.org/10.1007/s10614-015-9491-x
  • Diks, C., & Wolski, M. (2016). Nonlinear Granger Causality: Guidelines for Multivariate Analysis. Journal of Applied Econometrics, 31(7), 1333-1351. https://doi.org/10.1002/jae.2495
  • Diks, C., & Wang, J. (2016). Can a stochastic cusp catastrophe model explain housing market crashes? Journal of Economic Dynamics & Control, 69, 68-88. https://doi.org/10.1016/j.jedc.2016.05.008
  • Open Access
    Wang, J. (2015). Modelling and estimation of dynamic instability in complex economic systems. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    Diks, C., Hommes, C., & Wang, J. (2015). Critical slowing down as an early warning signal for financial crises. (CeNDEF working paper; No. 15-04). CeNDEF, University of Amsterdam. http://cendef.uva.nl/binaries/content/assets/subsites/amsterdam-school-of-economics-research-institute/cendef/working-papers-2015/tipping.pdf
  • Bolt, W., Demertzis, M., Diks, C., Hommes, C., & van der Leij, M. (2014). Identifying booms and busts in house prices under heterogeneous expectations. (Tinbergen Institute Discussion Paper; No. TI 2014-157/II). Tinbergen Institute. http://papers.tinbergen.nl/14157.pdf
  • Diks, C., Panchenko, V., Sokolinskiy, O., & van Dijk, D. (2014). Comparing the accuracy of multivariate density forecasts in selected regions of the copula support. Journal of Economic Dynamics & Control, 48, 79-94. https://doi.org/10.1016/j.jedc.2014.08.021
  • Bolt, W., Demertzis, M., Diks, C., Hommes, C., & van der Leij, M. J. (2014). Identifying booms and busts in house prices under heterogeneous expectations. (DNB Working Paper Series; No. 450). De Nederlandsche Bank (DNB). http://www.dnb.nl/en/binaries/Working%20Paper%20450_tcm47-315859.pdf
  • Bolt, W., Demertzis, M., Diks, C., Hommes, C., & van der Leij, M. (2014). Identifying booms and busts in house prices under heterogeneous expectations. (CeNDEF Working Paper; No. 14-13). University of Amsterdam.
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