Search Results - subject:"Smooth Transition"

Oil threshold value between oil price and production

Yang, Tzu-Yi; Thieu Thi Thanh Ha; Yen, Chia-Wei - In: Panoeconomicus 66 (2019) 4, pp. 487-505

Persistent link: https://www.econbiz.de/10012159430

Quantile-based smooth transition value at risk estimation

Hubner, Stefan; Čížek, Pavel - In: The econometrics journal 22 (2019) 3, pp. 241-261

Persistent link: https://www.econbiz.de/10012166749

Smooth transitions across latitudes and longitudes : an application of a nonlinear panel regression to the climate-economics nexus

Ubilava, David; Villoria, Nelson B.; Tack, Jesse B. - In: Economics letters 182 (2019), pp. 114-117

Persistent link: https://www.econbiz.de/10012122445

The effectiveness of foreign exchange intervention in Latin America : a nonlinear approach to the coordination channel

Gamboa-Estrada, Fredy - In: Global finance journal 40 (2019), pp. 13-27

Persistent link: https://www.econbiz.de/10012257033

Calculating the damage of a cartel subject to transition periods : the international uranium cartel in the 1970s

Lunde, Asger; Sandberg, Rickard; Söderberg, Magnus - In: Energy economics 84 (2019), pp. 1-11

Persistent link: https://www.econbiz.de/10012182897

Asymmetric impact of uncertainty in recessions : are emerging countries more vulnerable?

Chatterjee, Pratiti - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10012054889

Financial development, income inequality, and country risk

Chiu, Yi-Bin; Lee, Chien-Chiang - In: Journal of international money and finance 93 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012138605

Classifying and modeling nonlinearity in commodity prices using Incoterms

Fahmy, Hany - In: Journal of international trade & economic development : … 28 (2019) 8, pp. 1019-1046

Persistent link: https://www.econbiz.de/10012203678

Agglomeration economies in urban retailing : are there productivity spillovers when big-box retailers enter urban markets?

Li, Yujiao; Håkansson, Johan; Mihaescu, Oana; Rudholm, … - In: Applied economics letters 26 (2019) 19, pp. 1586-1589

Persistent link: https://www.econbiz.de/10012204853

Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock market

Lütkepohl, Helmut; Netšunajev, Aleksei - 2014

In structural vector autoregressive analysis identifying the shocks of interest via heteroskedasticity has become a standard tool. Unfortunately, the approaches currently used for modelling heteroskedasticity all have drawbacks. For instance, assuming known dates for variance changes is often...

Persistent link: https://www.econbiz.de/10010368446