Articles
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates
Zacharias Psaradakis, Martin Sola, and Fabio Spagnolo
Unemployment and Inflation Regimes
Anders Warne and Anders Vredin
Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?
Alessandro Calza and João Sousa
Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory
Carlos Martins-Filho and Feng Yao
On the Power of Absolute Convergence Tests
Rómulo A. Chumacero
Replications
Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test"
Erdem Basci, Mehmet Caner, and Gawon Yoon