Search Results - subject:"Smooth Transition Autoregressive"

Assessing the asymmetric effect of global climate anomalies on food prices : evidence from local prices

Emediegwu, Lotanna E. - In: Environmental and resource economics 87 (2024) 10, pp. 2743-2772

Persistent link: https://www.econbiz.de/10015078835

How does inflation in advanced economies affect emerging market bond yields? Empirical evidence from two channels

Kim, Sei-Wan; Park, Donghyun; Tian, Shu - 2023

employing a novel multivariable smooth transition autoregressive- vector autoregressive (STAR-VAR) model. Our empirical analysis …

Persistent link: https://www.econbiz.de/10014549390

How does inflation in advanced economies affect emerging market bond yields? : empirical evidence from two channels

Kim, Sei-Wan; Park, Donghyun; Tian, Shu - 2023

employing a novel multivariable smooth transition autoregressive- vector autoregressive (STAR-VAR) model. Our empirical analysis …

Persistent link: https://www.econbiz.de/10014368399

A time-varying threshold STAR model with applications

Dueker, Michael; Jackson, Laura; Owyang, Michael T.; … - In: Oxford open economics 2 (2023), pp. 1-12

Smooth-transition autoregressive (STAR) models, competitors of Markov-switching models, are limited by an assumed time …

Persistent link: https://www.econbiz.de/10014492218

Exploring the non-linearity of West Texas Intermediate crude oil price from exchange rate of US dollar and West Texas Intermediate crude oil production

Yang, Yu-Tai; Yang, Tzu-Yi; Chen, Ssu-Han; Tong, Cher-Vinn - In: Energy strategy reviews 41 (2022), pp. 1-10

This research estimated the smooth transition autoregressive model with exogenous variables to evaluate the non …

Persistent link: https://www.econbiz.de/10014497448

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

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

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

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/10012604392

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

Persistent link: https://www.econbiz.de/10013272886

Dissecting Tether's nonlinear dynamics during Covid-19

Maiti, Moinak; Grubisic, Zoran; Vukovic, Darko B. - In: Journal of Open Innovation: Technology, Market, and … 6 (2020) 4, pp. 1-12

estimates fairly suggest that both the threshold autoregression (TAR) and smooth transition autoregressive (STAR) models with …

Persistent link: https://www.econbiz.de/10012620470