Search Results - subject:"Panel smooth transition regression"

Board Ownership and Firm Value in Taiwan - A Panel Smooth Transition Regression Model

Lin, Feng-Li - In: Journal for Economic Forecasting (2013) 4, pp. 148-160

Using a panel of 504 Taiwanese listed firms during a 10-year period (2002-2011), this study tests whether there is an optimal level of board ownership, which maximizes firm value. This work adopts Tobin’s Q as the proxy for firm value and finds that board ownership between 11.57% and 14.35%...

Persistent link: https://www.econbiz.de/10010734654

The Spatial Dimension of US House Price Developments

Pijnenburg, Katharina - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013

analyze these three aspects of spatial data. We apply a panel smooth transition regression model that allows for heterogeneity …

Persistent link: https://www.econbiz.de/10010896181

Current-account adjustments and exchange-rate misalignments

Gnimassoun, Blaise; Mignon, Valérie - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2013

to its equilibrium value. Estimating a panel smooth transition regression model on a sample of 22 industrialized …

Persistent link: https://www.econbiz.de/10010896328

Current accounts and oil price fluctuations in oil-exporting countries: the role of financial development

Allegret, Jean-Pierre; COUHARDE, Cécile; Coulibaly, Dramane - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2013

. Relying upon the estimation of panel smooth transition regression models over the 1980-2010 period, we provide evidence that …

Persistent link: https://www.econbiz.de/10010896343

Nonlinearities in the Relationship Between Financial Integration and Economic Growth

Yolcu Karadam, Duygu; Öcal, Nadir - Ekonomik Yaklasim Association - 2013

the threshold effects suggested by economic theory and empirical evidence. To this end, we employ Panel Smooth Transition … Regression Models in order to investigate the asymmetric effects in the financial integration-growth relationship for a large …

Persistent link: https://www.econbiz.de/10010850424

Impacts of Inflation on Agricultural Prices: Panel Smooth Transition Regression Analysis

Guloglu, Bulent; Nazlioglu, Saban - In: Research Journal of Politics, Economics and Management 1 (2013) 1, pp. 1-20

1980-2007 using panel smooth transition regression technique. The findings indicate that the impact of inflation on the …

Persistent link: https://www.econbiz.de/10010858043

Current-Account Adjustments and Exchange-Rate Misalignments

Gnimassoun, Blaise; Mignon, Valérie - Centre d'études prospectives et d'informations … - 2013

to its equilibrium value. Estimating a panel smooth transition regression model on a sample of 22 industrialized …

Persistent link: https://www.econbiz.de/10010698932

The spatial dimension of US house price developments

Pijnenburg, Katharina - 2013

analyze these three aspects of spatial data. We apply a panel smooth transition regression model that allows for heterogeneity …

Persistent link: https://www.econbiz.de/10011504385

The non-linear impact of monetary policy on international reserves : macroeconomic variables nexus

Wu, Po-Chin; Lee, Chung-Chih - In: Empirica : journal of european economics 45 (2018) 1, pp. 165-185

Persistent link: https://www.econbiz.de/10011965803

Inflation-growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model

Omay, Tolga; Van Eyden, Reneé; Gupta, Rangan - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 913-944

Persistent link: https://www.econbiz.de/10011949416