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Search: subject:"Smooth Transition Autoregressive"
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Nichtlineare Regression
22
Nonlinear regression
22
Theorie
22
Theory
22
Time series analysis
22
Zeitreihenanalyse
22
smooth transition autoregressive model
17
smooth transition autoregressive models
17
Autokorrelation
16
Autocorrelation
15
Estimation
14
Schätzung
13
Smooth Transition Autoregressive
11
Monte Carlo simulations
10
STAR
10
nonlinearity
9
ARCH model
7
ARCH-Modell
7
Exchange rate
6
Exponential smooth transition autoregressive model
6
Purchasing Power Parity
6
Smooth transition autoregressive model
6
Aktienmarkt
5
Börsenkurs
5
Capital income
5
Estimation theory
5
Inflation
5
Kapitaleinkommen
5
Kointegration
5
Schätztheorie
5
Share price
5
Stock market
5
Volatility
5
Volatilität
5
real exchange rates
5
unit root
5
Brownian motion
4
Business cycle
4
Cointegration
4
Einheitswurzeltest
4
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Free
48
Undetermined
26
CC license
4
Type of publication
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Article
54
Book / Working Paper
50
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Article in journal
30
Aufsatz in Zeitschrift
30
Working Paper
14
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
8
Article
4
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2
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2
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2
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English
58
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44
French
2
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1
Author
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Eklund, Bruno
5
Kim, Sei-Wan
5
Lim, Kian-Ping
5
Shintani, Mototsugu
5
Babangida, Jamilu S.
4
Herrmann, Klaus
4
Krauss, Christopher
4
Liew, Venus Khim-Sen
4
Terada-Hagiwara, Akiko
4
Teräsvirta, Timo
4
Yabu, Tomoyoshi
4
Baharumshah, Ahmad Zubaidi
3
Balcilar, Mehmet
3
Carrasco, Marine
3
Choong, Chee-Keong
3
Gupta, Rangan
3
Kim, Hyeongwoo
3
Kim, Jintae
3
Rothe, Christoph
3
Sekine, Atsushi
3
Sibbertsen, Philipp
3
Öcal, Nadir
3
Addo, Peter Martey
2
Aye, Goodness C.
2
Banaian, King
2
Bec, Frédérique
2
Bhardwaj, Geetesh
2
Billio, Monica
2
Chang, Chia-Lin
2
Chen, Meng-Gu
2
Escribano, A.
2
Escribano, Álvaro
2
Franses, Philip Hans
2
Grubisic, Zoran
2
Hajamini, Mehdi
2
Hwang, Tsorng-Chyi
2
Kapetanios, George
2
Khan, Asad ul Islam
2
Kim, Youngmin
2
Lau, Evan
2
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EconWPA
7
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
5
Vanderbilt University Department of Economics
4
Department of Economics, Faculty of Economic and Management Sciences
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Department of Economics, Auburn University
1
Department of Economics, University of Crete
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Faculty of Economics, University of Tokyo
1
Graduate School of Economics, Kyoto University
1
HAL
1
School of Economics and Finance, Queen Mary
1
School of Economics, University of Manchester
1
Society for Computational Economics - SCE
1
University of Rochester - Center for Economic Research (RCER)
1
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
1
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SSE/EFI Working Paper Series in Economics and Finance
7
Studies in Nonlinear Dynamics & Econometrics
5
International Finance
4
Vanderbilt University Department of Economics Working Papers
4
Applied economics letters
2
CBN Journal of Applied Statistics
2
CBN journal of applied statistics
2
MPRA Paper
2
Nonlinear time series analysis of business cycles
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
Working paper series / Department of Economics, Auburn University
2
ACTA VSFS
1
ADB Economics Working Paper Series
1
ADB economics working paper series
1
AStA Advances in Statistical Analysis
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Applied economics
1
Asia-Pacific journal of financial studies
1
Asian African journal of economics and econometrics
1
Auburn Economics Working Paper Series
1
CIRANO Working Papers
1
Centre for Growth and Business Cycle Research Discussion Paper Series
1
Computational Statistics & Data Analysis
1
Computing in Economics and Finance 2006
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Graduate School of Economics, Kyoto University
1
Discussion papers / Helsinki Center of Economic Research : discussion paper
1
Diskussionsbeitrag
1
Documents de travail du Centre d'Economie de la Sorbonne
1
Econometric Institute Report
1
Econometric Institute Research Papers
1
Economic Modelling
1
Economic modelling
1
Economic papers
1
Economics Bulletin
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy strategy reviews
1
Environmental and resource economics
1
European Journal of Comparative Economics
1
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Source
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RePEc
51
ECONIS (ZBW)
42
EconStor
10
Other ZBW resources
1
Showing
1
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10
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104
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date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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/10013272886
Saved in:
10
Modelling the real exchange rate misalignment in the presence of outliers for developing countries
Ettbib, Ridha
;
Eddaly, Mansour
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 629-650
Persistent link: https://www.econbiz.de/10014391403
Saved in:
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