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  • Search: subject:"STAR models"
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Year of publication
Subject
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STAR models 26 Theorie 8 Theory 8 Nichtlineare Regression 5 Nonlinear regression 5 Vector STAR models 5 Business cycle 4 Estimation 4 Nonlinearity 4 Purchasing power parity 4 Schätzung 4 Bayesian inference 3 Child mortality 3 Forecasting model 3 Konjunktur 3 Prognoseverfahren 3 forecasting 3 multilevel STAR models 3 non-linearities 3 purchasing power parity 3 real exchange rate 3 Asia 2 Bid-ask quotes 2 Block prices 2 Bruttoinlandsprodukt 2 Business cycles 2 Cointegration 2 Common features 2 Einheitswurzeltest 2 Geldpolitik 2 Gross domestic product 2 Kaufkraftparität 2 Kointegration 2 Lagrange Multiplier test 2 MCMC 2 Monetary policy 2 Non-linear modelling 2 REML 2 Real effective exchange rate 2 Sub-Sahara Africa 2
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Online availability
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Free 26 Undetermined 14
Type of publication
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Book / Working Paper 24 Article 18
Type of publication (narrower categories)
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Working Paper 9 Article in journal 8 Aufsatz in Zeitschrift 8 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 research-article 2
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Language
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English 26 Undetermined 16
Author
All
Lang, Stefan 5 Gregoriou, Andros 3 Harttgen, Kenneth 3 Santer, Judith 3 Schnatz, Bernd 3 Yang, Yukai 3 Adler, Daniel 2 Boutahar, Mohamed 2 Britten, James 2 Eraslan, Sercan 2 He, Changli 2 Kapetanios, George 2 Kneib, Thomas 2 Li, Dao 2 Mootamri, Imene 2 Nöller, Marvin 2 Peguin-Feissolle, Anne 2 Seetharam, Yudhvir 2 Seiler, Johannes 2 Shin, Yongcheol 2 Terasvirta, Timo 2 Umlauf, Nikolaus 2 Zeileis, Achim 2 Addo, Peter Martey 1 Ajmi, Ahdi Noomen 1 Arango, Luis Eduardo 1 Benbouziane, Mohamed 1 Billio, Monica 1 Boukhatem, Jamel 1 Cancelo, José 1 Chaubal, Aditi 1 Chekouri, Sidi Mohammed 1 Chibi, Abderrahim 1 Christopoulos, Dimitris K. 1 Chuang, Wu-Jen 1 Drissi, Ramzi 1 Enders, Walter 1 Escribano, Álvaro 1 Giraldo P., Andrés Felipe 1 Guegan, Dominique 1
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Institution
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HAL 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 2 School of Economics and Management, University of Aarhus 2 Banco de la Republica de Colombia 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 European Central Bank 1 Handelshögskolan, Örebro Universitet 1 School of Economics and Finance, Queen Mary 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
CORE Discussion Papers 2 Macroeconomic dynamics 2 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 2 Working Paper 2 Working Papers / HAL 2 Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 2 Working Papers in Economics and Statistics 2 Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice 1 Borradores de Economia 1 CREATES Research Papers 1 Deutsche Bundesbank Discussion Paper 1 Discussion paper 1 ECB Working Paper 1 Economic Modelling 1 Economics Bulletin 1 Economics Working Papers / School of Economics and Management, University of Aarhus 1 International Advances in Economic Research 1 International Economics and Economic Policy 1 International Journal of Emerging Markets 1 International journal of emerging markets 1 International review of economics : journal of civil economy 1 Journal of Economic Studies 1 Journal of economic studies 1 MPRA Paper 1 Post-Print / HAL 1 Quantitative finance and economics 1 Regional Studies 1 SSE/EFI Working Paper Series in Economics and Finance 1 Swiss Journal of Economics and Statistics (SJES) 1 Transition Studies Review 1 Vniversitas económica : documento de trabajo en economía 1 Working Paper Series / European Central Bank 1 Working Papers / Handelshögskolan, Örebro Universitet 1 Working Papers / School of Economics and Finance, Queen Mary 1 Working papers in economics and statistics 1
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Source
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RePEc 23 ECONIS (ZBW) 11 EconStor 6 Other ZBW resources 2
Showing 1 - 10 of 42
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Recession probabilities falling from the STARs
Eraslan, Sercan; Nöller, Marvin - 2020
We follow the idea of exploiting cross-sectional information to improve recession probability forecasts by aggregating indicator-specific turning point predictions to obtain economy-wide recession probabilities. This stands in contrast to most of the relevant literature, which relies on an...
Persistent link: https://www.econbiz.de/10012180928
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Recession probabilities falling from the STARs
Eraslan, Sercan; Nöller, Marvin - 2020
We follow the idea of exploiting cross-sectional information to improve recession probability forecasts by aggregating indicator-specific turning point predictions to obtain economy-wide recession probabilities. This stands in contrast to most of the relevant literature, which relies on an...
Persistent link: https://www.econbiz.de/10012179657
Saved in:
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A nonlinear adjustment in real exchange rates under transaction costs hypothesis in developed and emerging countries
Drissi, Ramzi; Boukhatem, Jamel - In: Quantitative finance and economics 4 (2020) 2, pp. 220-235
Persistent link: https://www.econbiz.de/10012271365
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Inflation targeting and the Taylor principle: evidence from Colombia
Misas, Martha; Villa, Edgar; Giraldo P., Andrés Felipe - 2018
Persistent link: https://www.econbiz.de/10012117564
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Modeling under-5 mortality through multilevel structured additive regression with varying coefficients for Asia and Sub-Saharan Africa
Harttgen, Kenneth; Lang, Stefan; Santer, Judith; … - 2017
Despite improvements in global child health within the last three decades, under-5 mortality remains significantly high in Sub-Saharan and Asia. Both regions did not achieve the MDG target of reducing under-5 mortality by two thirds by 2015. The underlying causes of under-5 mortality differ...
Persistent link: https://www.econbiz.de/10011869136
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Modeling under-5 mortality through multilevel structured additive regression with varying coefficients for Asia and Sub-Saharan Africa
Harttgen, Kenneth; Lang, Stefan; Santer, Judith; … - 2017
Despite improvements in global child health within the last three decades, under-5 mortality remains significantly high in Sub-Saharan and Asia. Both regions did not achieve the MDG target of reducing under-5 mortality by two thirds by 2015. The underlying causes of under-5 mortality differ...
Persistent link: https://www.econbiz.de/10011714559
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Multilevel Modelling of Child Mortality in Africa
Harttgen, Kenneth; Lang, Stefan; Santer, Judith - Institut für Finanzwissenschaft, Fakultät für … - 2015
Whereas child mortality has been decreased globally in the last 20 years, high levels persist in Sub-Saharan Africa. This paper analyzes child mortality in 25 Sub-Saharan countries based on household survey data. We employ a new multilevel approach with structured additive predictor within the...
Persistent link: https://www.econbiz.de/10011166033
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On the relationship between financial instability and economic performance : stressing the business of nonlinear modeling
Ubilava, David - In: Macroeconomic dynamics 23 (2019) 1, pp. 80-100
Persistent link: https://www.econbiz.de/10012126484
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Debt sustainability, structural breaks and nonlinear fiscal adjustment : empirical evidence from Algeria
Chibi, Abderrahim; Chekouri, Sidi Mohammed; … - In: International review of economics : journal of civil economy 66 (2019) 4, pp. 369-397
Persistent link: https://www.econbiz.de/10012211846
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Linearity and Misspecification Tests for Vector Smooth Transition Regression Models
Teräsvirta, Timo; Yang, Yukai - School of Economics and Management, University of Aarhus - 2014
In this paper, we derive Lagrange multiplier and Lagrange multiplier type specification and misspecification tests for vector smooth transition models. We report results from simulation studies in which the size and power properties of the proposed tests in small samples are considered. The...
Persistent link: https://www.econbiz.de/10010851249
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