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Search: subject:"Smooth Transition Autoregressive"
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Nichtlineare Regression
24
Nonlinear regression
24
Time series analysis
24
Zeitreihenanalyse
24
Theorie
23
Theory
23
Autokorrelation
18
smooth transition autoregressive model
18
Autocorrelation
17
smooth transition autoregressive models
17
Estimation
16
Schätzung
15
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
50
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26
CC license
4
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Article
54
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52
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Article in journal
30
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30
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15
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11
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11
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60
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44
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2
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1
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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
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1
University of Rochester - Center for Economic Research (RCER)
1
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
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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
Cambridge working papers in economics
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
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Economic Modelling
1
Economic modelling
1
Economic papers
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Economics Bulletin
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy strategy reviews
1
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RePEc
51
ECONIS (ZBW)
44
EconStor
10
Other ZBW resources
1
Showing
1
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106
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1
Threshold effects of CO₂ on sea-ice volume : empirical evidence with data from global circulation models of the Arctic and Antarctic
Álvaro, Escribano
;
Rodríguez, Juan-Andrés
-
2025
Persistent link: https://www.econbiz.de/10015553385
Saved in:
2
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:
3
Hidden threshold models with applications to asymmetric cycles
Harvey, Andrew C.
;
Simons, Jerome
-
2024
Persistent link: https://www.econbiz.de/10015470632
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
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:
6
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:
7
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:
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/10015127119
Saved in:
10
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:
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