Guidolin, Massimo; Hyde, Stuart; McMillan, David; Ono, … - Federal Reserve Bank of St. Louis - 2009
countries appear to benefit from non-linear modeling (especially of TAR and STAR type), data from France, Germany, and Italy … countries also appear to benefitfrom
non-linear modeling (especially of TAR and STAR type), data from France, Germany, and Italy …, and smooth transition autoregressive, STAR, models), data from France, Ger-
many, and Italy mostly yield interesting …