Search Results - subject:"Smooth Transition"

A tale of two taxes : state-dependency of tax policy

Arin, Kerim Peren; Gahramanov, Emin; Omay, Tolga; Tang, … - In: Scottish journal of political economy : the journal of … 71 (2024) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10014484369

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

Assessing the nonlinear impact of economic growth and renewable energy consumption on CO 2 emissions in India: recent evidence from smooth transition autoregression model

Ganie, Anam Ul Haq; Ahmad, Masroor - In: International Journal of Energy Sector Management 18 (2024) 6, pp. 1852-1869

the logistic smooth transition autoregression (STAR) model to decipher the nonlinear relationship between RE consumption …

Persistent link: https://www.econbiz.de/10015345474

Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations

Anderl, Christina; Caporale, Guglielmo Maria - 2021

exchange rate and the interest rate differential as well as central bank announcements, and then a Cointegrated Smooth … Transition VAR (CVSTAR) model incorporating nonlinearities and also taking into account the role of interest rate expectations …

Persistent link: https://www.econbiz.de/10012582090

Effect of monetary policy on the Nigerian stock market: A smooth transition autoregressive approach

Babangida, Jamilu S.; Khan, Asad ul Islam - In: CBN Journal of Applied Statistics 12 (2021) 1, pp. 1-21

market, by employing the Smooth Transition Autoregressive (STAR) model on monthly data from 2013 M4 to 2019 M12 for All Share …

Persistent link: https://www.econbiz.de/10012604581

Relationship between real exchange rate and consumption in Nigeria: A nonlinear approach

Babangida, Jamilu S.; Sanusi, Aliyu R.; Yusuf, Isah M. - In: CBN Journal of Applied Statistics 12 (2021) 2, pp. 125-148

This study analyses the relationship between real exchange rate and domestic con- sumption in Nigeria using the Smooth … Transition Autoregressive (STAR) model from 1981Q1 to 2019Q4. Findings show that domestic consumption determines the regime shift …

Persistent link: https://www.econbiz.de/10015127119