Search Results - subject:"Panel smooth transition regression models"

Discrepancy and cross-regional bias in sovereign credit ratings : analyzing the role of public debt

Ben Hmiden, Oussama; Tatoutchoup, Didier; Nguimkeu, Pierre - In: Economic modelling 131 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014451183

On the effects of climate variability on agricultural crops : evidence from an in-transition economy

Zaied, Younes Ben; Ben Cheikh, Nidhaleddine; Rahmoun, Mbarek - In: Environmental economics and policy studies : the … 25 (2023) 2, pp. 143-159

Persistent link: https://www.econbiz.de/10014251545

On the nonlinear relationship between energy use and CO2 emissions within an EKC framework : evidence from panel smooth transition regression in the MENA region

Ben Cheikh, Nidhaleddine; Zaied, Younes Ben; … - In: Research in international business and finance 55 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013264719

External debt and real exchange rates' adjustment in the euro area : new evidence from a nonlinear NATREX model

Couharde, Cécile; Rey, Serge; Sallenave, Audrey - 2015

Persistent link: https://www.econbiz.de/10011734301

Current-account adjustments and exchange-rate misalignments

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

This paper aims at studying current-account imbalances by paying a particular attention to exchange-rate misalignments. We rely on a nonlinear model linking the persistence of current-account imbalances to the deviation of the exchange rate to its equilibrium value. Estimating a panel smooth...

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

Current-Account Adjustments and Exchange-Rate Misalignments

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

This paper aims at studying current-account imbalances by paying a particular attention to exchange-rate misalignments. We rely on a nonlinear model linking the persistence of current account imbalances to the deviation of the exchange rate to its equilibrium value. Estimating a panel smooth...

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

Regime-dependent sovereign risk pricing during the euro crisis

Delatte, Anne-Laure; Fouquau, Julien; Portes, Richard - In: Review of finance : journal of the European Finance … 21 (2017) 1, pp. 363-385

Persistent link: https://www.econbiz.de/10011778601

External debt and real exchange rates' adjustment in the euro area : new evidence from a nonlinear NATREX model

Couharde, Cécile; Rey, Serge; Sallenave, Audrey - In: Applied economics 48 (2016) 10/12, pp. 966-986

Persistent link: https://www.econbiz.de/10011432824

Debt-threshold effect in sovereign credit ratings : new evidence from nonlinear panel smooth transition models

Ben Hmiden, Oussama; Ben Cheikh, Nidhaleddine - In: Finance research letters 19 (2016), pp. 273-278

Persistent link: https://www.econbiz.de/10011657718