Search Results - subject:"LSTAR" - EconBiz

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Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models

Bildirici, Melike; Ersin, Özgür Ömer - In: Journal for Economic Forecasting (2014) 3, pp. 108-135

-based models are LSTARLST- GARCH, LSTAR-LST-FIGARCH, LSTAR-LST-FIPGARCH and LSTAR-LSTFIAPGARCH models, which may be easily applied …. Further, the outof- sample results suggest that the LSTAR-LST-FIAPGARCH model provides the best forecasting accuracy in terms …

Persistent link: https://www.econbiz.de/10010938020

The impact of institutional quality on monetary policy response function : evidence from developed and developing economies

Kakar, Aimal Khan; Younas, Muhammad Zeeshan; Malik, … - In: The Singapore economic review 69 (2024) 8, pp. 2419-2443

Persistent link: https://www.econbiz.de/10015562812

The money-inflation nexus revisited

Ringwald, Leopold; Zörner, Thomas - 2021

Persistent link: https://www.econbiz.de/10012501646

Oil price uncertainty and unemployment dynamics : nonlinearities matter

Ahmed, M. Iqbal; Farah, Quazi Fidia; Kishan, Ruby P. - In: Energy economics 125 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014479113

The money-inflation nexus revisited

Ringwald, Leopold; Zörner, Thomas - In: Journal of empirical finance 73 (2023), pp. 293-333

Persistent link: https://www.econbiz.de/10014477030

Determinants and dynamic interactions of trader positions in the gold futures market

Chen, Yu-Lun; Moh, Wan Shin - In: Journal of commodity markets 31 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014477760

Time-varying persistence of inflation : evidence from a wavelet-based approach

Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - 2016

Persistent link: https://www.econbiz.de/10011547555

Bayesian estimation and unit root test for logistic smooth transition autoregressive process

Chaturvedi, Anoop; Jaiswal, Shivam - In: Journal of quantitative economics 18 (2020) 4, pp. 733-745

Persistent link: https://www.econbiz.de/10012418877

Stock market oscillations during the corona crash : the role of fear and uncertainty

Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 36 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012484193

One size does not fit all. A non-linear analysis of European monetary transmission

Cifarelli, Giulio; Paladino, Giovanna - 2014

country specific ESTAR/LSTAR parameterization of the short-run dynamics detects a high degree of heterogeneity. The transition …

Persistent link: https://www.econbiz.de/10015418269

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