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Nonparametric estimation of generalized impulse response function
Tschernig, Rolf, (2000)
Time-varying smooth transition autoregressive models
Lundbergh, Stefan, (2000)
Model selection in threshold models
Kapetanios, George, (1999)
Re-examination of the predictability of economic activity using the yield spread : a nonlinear approach
Venetis, Ioannis A., (2003)
Asymmetry in the link between the Yield spread and industrial production : threshold effects and forecasting
Payá, Ivan, (2004)
Asymmetry in the link between the yield spread and industrial production : threshold effects and forecasting