, including smooth transition regression models, logistic smooth transition regressions models, threshold autoregressive models …

and no-remaining nonlinearity test showed that there is a smooth transition exists between two regimes (below $5176 GDP …, Hungary, Latvia, Lithuania, Poland, Romania, Slovakia and Slovenia). Environmental Kuznets Curve is tested by panel smooth … transition regression for these economies for 1993 – 2010 periods. As a result of study, the hypothesis of linearity was rejected …

We study correlations between the risk-free rate and sovereign yields of ten euro area countries using smooth … transition conditional correlation GARCH (STCC-GARCH) specifications, controlling for credit risk in mean and variance equations …

estimates a series of nonlinear (smooth-transition) local projections to study the effectiveness of monetary policy under …

endogeneity, nonlinearity and asymmetry. The econometric model is a smooth transition autoregressive vector estimated by Bayesian …

, including smooth transition regression models, logistic smooth transition regressions models, threshold autoregressive models …

This paper examined the application of nonlinear Smooth Transition-Generalized Autoregressive Conditional …