//-->
Non-linearities in macroeconomics : evaluation of non-linear time series models
Galvão, Ana Beatriz C., (2001)
Trend-cycle decomposition models with smooth-transition parameters: Evidence from US economic time series
Koopman, Siem Jan, (2006)
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Zanetti Chini, Emilio, (2018)
Further analysis of official and black market exchange rates in Brazil : data transformations and structural changes
Yoon, Gawon, (1997)
The time series behaviour of Brazilian inflation rate : new evidence from unit root tests with good size and power
Yoon, Gawon, (2003)
A simple model that generates stylized facts of returns