My bibliography
Save this item
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Liew, Venus Khim-Sen, 2008. "An overview on various ways of bootstrap methods," MPRA Paper 7163, University Library of Munich, Germany.
- Mohamed CHIKHI & Claude DIEBOLT, 2022.
"Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation,"
Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 13, pages 228-253, June.
- Mohamed CHIKHI & Claude DIEBOLT, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers of BETA 2021-36, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Mohamed Chikhi & Claude Diebolt, 2022. "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Post-Print hal-03778331, HAL.
- Claude Diebolt & Mohamed Chikhi, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers 09-21, Association Française de Cliométrie (AFC).
- Ahmad, Yamin & Lo, Ming Chien & Mykhaylova, Olena, 2013.
"Volatility and persistence of simulated DSGE real exchange rates,"
Economics Letters, Elsevier, vol. 119(1), pages 38-41.
- Yamin Ahmad & Ming Chien Lo & Olena Mykhaylova, 2011. "Volatility and Persistence of Simulated DSGE Real Exchange Rates," Working Papers 11-01, UW-Whitewater, Department of Economics, revised Nov 2012.
- Javier Ordóñez & Hector Sala & José I. Silva, 2011.
"Oil Price Shocks and Labor Market Fluctuations,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 89-118.
- Ordóñez, Javier & Sala, Hector & Silva, José I., 2010. "Oil Price Shocks and Labor Market Fluctuations," IZA Discussion Papers 5096, Institute of Labor Economics (IZA).
- Javier Ordóñez & Hector Sala & José I. Silva, 2010. "Oil price shocks and labor market fluctuations," Working Papers wpdea1005, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Liu, Bing & Yin, Weijun & Chen, Gang & Yao, Jing, 2023. "The threshold effect of climate risk and the non-linear role of climate policy uncertainty on insurance demand: Evidence from OECD countries," Finance Research Letters, Elsevier, vol. 55(PA).
- Milas Costas & Legrenzi Gabriella, 2006.
"Non-linear Real Exchange Rate Effects in the UK Labour Market,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-34, March.
- Gabriella Legrenzi & Costas Milas, 2004. "Non-linear real exchange rate effects in the UK labour market," International Finance 0411007, University Library of Munich, Germany.
- Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Keele Economics Research Papers KERP 2005/08, Centre for Economic Research, Keele University.
- Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Macroeconomics 0507019, University Library of Munich, Germany.
- Alvaro Escribano & Oscar Jorda, "undated".
"Improved Testing And Specification Of Smooth Transition Regression Models,"
Department of Economics
97-26, California Davis - Department of Economics.
- Jordá, Óscar, 1997. "Improved testing and specification of smooth transition regression models," DES - Working Papers. Statistics and Econometrics. WS 6218, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Oscar Jorda & Alvaro Escribano, 2003. "Improved Testing And Specification Of Smooth Transition Regression Models," Working Papers 210, University of California, Davis, Department of Economics.
- Samuel S Jibao & Niek Schoeman & Ruthira Naraidoo, 2010.
"Fiscal Regime Changes and the Sustainability of Fiscal Imbalance in South Africa: A Smooth Transition Error-Correction Approach,"
Working Papers
201023, University of Pretoria, Department of Economics.
- Niek J. Schoeman & Ruthira Naraidoo & Samuel S. Jibao, 2011. "Fiscal regime changes and the sustainability of fiscal imbalance in South Africa; a smooth transition error-correction approach," Working Papers 228, Economic Research Southern Africa.
- Jean-François Verne, 2021. "Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate," International Econometric Review (IER), Econometric Research Association, vol. 13(3), pages 71-88, September.
- Phiri, Andrew, 2015. "Examining asymmetric effects in the South African Philips curve: Evidence from logistic smooth transition regression (LSTR) models," MPRA Paper 64487, University Library of Munich, Germany.
- Christina Anderl & Guglielmo Maria Caporale, 2021. "Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations," CESifo Working Paper Series 9027, CESifo.
- Ahmad, Yamin & Craighead, William D., 2011.
"Temporal aggregation and purchasing power parity persistence,"
Journal of International Money and Finance, Elsevier, vol. 30(5), pages 817-830, September.
- Yamin Ahmad & William Craighead, 2010. "Temporal Aggregation and Purchasing Power Parity Persistence," Working Papers 10-01, UW-Whitewater, Department of Economics, revised Feb 2011.
- Yamin Ahmad & William D. Craighead, 2011. "Temporal Aggregation and Purchasing Power Parity Persistence," Wesleyan Economics Working Papers 2011-001, Wesleyan University, Department of Economics.
- Escribano Alvaro & Torrado María, 2018.
"Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-19, December.
- Torrado, María, 2017. "Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market," UC3M Working papers. Economics 24984, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Yamin Ahmad & Stuart Glosser, 2011.
"Searching for nonlinearities in real exchange rates,"
Applied Economics, Taylor & Francis Journals, vol. 43(15), pages 1829-1845.
- Yamin Ahmad & Stuart Glosser, 2007. "Searching for Nonlinearities in Real Exchange Rates?," Working Papers 09-01, UW-Whitewater, Department of Economics, revised Jan 2009.
- Andrew Phiri, 2019.
"Does Military Spending Nonlinearly Affect Economic Growth in South Africa?,"
Defence and Peace Economics, Taylor & Francis Journals, vol. 30(4), pages 474-487, June.
- Phiri, Andrew, 2016. "Does military spending nonlinearly affect economic growth in South Africa?," MPRA Paper 69730, University Library of Munich, Germany.
- Lokendra Kumawat & N. R. Bhanumurthy, 2018.
"Regime-shifts in India’s monetary policy response function,"
Indian Economic Review, Springer, vol. 53(1), pages 167-182, December.
- Kumawat, Lokendra & Bhanumurthy, N. R., 2016. "Regime Shifts in India's Monetary Policy Response Function," Working Papers 16/177, National Institute of Public Finance and Policy.
- Zhenxi Chen & Stefan Reitz, 2020.
"Dynamics of the European sovereign bonds and the identification of crisis periods,"
Empirical Economics, Springer, vol. 58(6), pages 2761-2781, June.
- Chen, Zhenxi & Reitz, Stefan, 2016. "Dynamics of the European sovereign bonds and the identification of crisis periods," FinMaP-Working Papers 57, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Derek Stimel, 2010. "Choice of Aggregate Demand Proxy and its Affect on Phillips Curve Nonlinearity: U.S. Evidence," Economics Bulletin, AccessEcon, vol. 30(1), pages 543-557.
- Escribano, Álvaro & Wang, Dandan, 2021. "Mixed random forest, cointegration, and forecasting gasoline prices," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1442-1462.
- Jawadi, Fredj & Bourghelle, David & Rozin, Philippe & Cheffou, Abdoulkarim Idi & Uddin, Gazi Salah, 2024. "Sentiment and energy price volatility: A nonlinear high frequency analysis," Energy Economics, Elsevier, vol. 133(C).
- Anderl, Christina & Caporale, Guglielmo Maria, 2023.
"Nonlinearities in the exchange rate pass-through: The role of inflation expectations,"
International Economics, Elsevier, vol. 173(C), pages 86-101.
- Christina Anderl & Guglielmo Maria Caporale, 2022. "Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations," CESifo Working Paper Series 9544, CESifo.
- Afsin Sahin, 2013.
"Estimating Money Demand Function by a Smooth Transition Regression Model: An Evidence for Turkey,"
Working Papers
791, Economic Research Forum, revised Nov 2013.
- Sahin, Afsin, 2013. "Estimating Money Demand Function by a Smooth Transition Regression Model: An Evidence for Turkey," MPRA Paper 46851, University Library of Munich, Germany.
- Engemann, Kristie M. & Owyang, Michael T., 2010.
"Whatever Happened To The Business Cycle? A Bayesian Analysis Of Jobless Recoveries,"
Macroeconomic Dynamics, Cambridge University Press, vol. 14(5), pages 709-726, November.
- Kristie M. Engemann & Michael T. Owyang, 2007. "Whatever happened to the business cycle? a Bayesian analysis of jobless recoveries," Working Papers 2007-013, Federal Reserve Bank of St. Louis.
- Franchi, Massimo & Ordóñez, Javier, 2011. "Multiple equilibria in Spanish unemployment," Structural Change and Economic Dynamics, Elsevier, vol. 22(1), pages 71-80, February.
- Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Lau, Sie-Hoe, 2002.
"Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions,"
MPRA Paper
511, University Library of Munich, Germany.
- Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003. "Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions," GE, Growth, Math methods 0308001, University Library of Munich, Germany.
- repec:ebl:ecbull:v:30:y:2010:i:1:p:543-557 is not listed on IDEAS
- Christina Anderl & Guglielmo Maria Caporale, 2022. "Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations," Open Economies Review, Springer, vol. 33(4), pages 705-749, September.
- Brzoza-Brzezina, Michał & Kotłowski, Jacek, 2020.
"The Nonlinear Nature Of Country Risk And Its Implications For Dsge Models,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(3), pages 601-628, April.
- Michał Brzoza-Brzezina & Jacek Kotlowski, 2016. "The nonlinear nature of country risk and its implications for DSGE models," NBP Working Papers 250, Narodowy Bank Polski.
- Michal Brzoza-Brzezina & Jacek Kotlowski, 2018. "The non-linear nature of country risk and its implications for DSGE models," KAE Working Papers 2018-035, Warsaw School of Economics, Collegium of Economic Analysis.
- Wang, Zheng-Xin & Jv, Yue-Qi, 2022. "A smooth difference-in-differences model for assessing gradual policy effects: Revisiting the impact of banking deregulation on income distribution," Finance Research Letters, Elsevier, vol. 50(C).
- Konstantin A., Kholodilin, 2003. "Identifying and Forecasting the Turns of the Japanese Business Cycle," LIDAM Discussion Papers IRES 2003008, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Jacek Kotłowski & Michał Brzoza-Brzezina, 2016. "The nonlinear nature of country risk," EcoMod2016 9416, EcoMod.
- Ordonez, Javier, 2003. "Stability and non-linear dynamics in the broad demand for money in Spain," Economics Letters, Elsevier, vol. 78(1), pages 139-146, January.
- Escribano, A. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1998. "Nonlinearities and outliers: robust specification of STAR models," Econometric Institute Research Papers EI 9832, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Hagemejer, Jan & Hałka, Aleksandra & Kotłowski, Jacek, 2022.
"Global value chains and exchange rate pass-through—The role of non-linearities,"
International Review of Economics & Finance, Elsevier, vol. 82(C), pages 461-478.
- Jan Hagemejer & Aleksandra Hałka & Jacek Kotłowski, 2020. "Global value chains and exchange rate pass-through: the role of non-linearities," NBP Working Papers 324, Narodowy Bank Polski.