Galindo Andrade, Arturo José; Steiner, Roberto - In: Latin American journal of central banking : LAJCB 3 (2022) 3, pp. 1-18
lag (ARDL) and the non-linear autoregressive distributed lag (NARDL) models developed by Shin, Yo, and Greenwood … explores asymmetries in the adjustment process within the framework of a nonlinear version of the autoregressive distributed …