Titlebook: Recent Econometric Techniques for Macroeconomic and Financial Data; Gilles Dufrénot,Takashi Matsuki Book 2021 Springer Nature Switzerland

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1566-0419 non-stationary behaviors.Explores topics such as non-linear.The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra a

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Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Serd dynamics: nonlinearities, extreme events, asymmetries, non-stationarity, time-varying moments. To circumvent the caveats of the standard spectral analysis, new tools are now used based on copula spectrum, quantile spectrum and Laplace periodogram in both non-parametric and parametric contexts. The

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Revisiting Wealth Effects in France: A Double-Nonlinearity Approachch wealth effects estimates by taking into account the post subprime crisis period; we show that the wealth effect is still positive but only about 8%, rather than 13% suggesting that the wealth effect slightly decreased after the subprime crisis. In addition, unlike previous studies, we enable the

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