Testing the asymmetric effects of financial conditions in South Africa : a nonlinear vector autoregression approach
Mehmet Balcilar, Kirsten Thompson, Rangan Gupta, Reneé van Eyden
| Year of publication: |
July 2016
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|---|---|
| Authors: | Balcilar, Mehmet ; Thompson, Kirsten ; Gupta, Rangan ; Van Eyden, Reneé |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 43.2016, p. 30-43
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| Subject: | Financial conditions index | Nonlinear vector autoregression | LSTVAR | Asymmetry | VAR-Modell | VAR model | Südafrika | South Africa | Schätzung | Estimation | Wirtschaftsindikator | Economic indicator | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673486