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  • Search: subject:"Smooth Transition Regression models"
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Year of publication
Subject
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Regression analysis 19 Regressionsanalyse 19 smooth transition regression models 19 Smooth transition regression models 16 Inflation 10 Eurozone 9 Exchange Rate Pass-Through 9 Business cycle 8 Panel smooth transition regression models 8 smooth-transition regression models 8 Exchange rate pass-through 7 Oil price 7 EU countries 6 EU-Staaten 6 Euro area 6 Konjunktur 6 Panel 6 Panel study 6 Time series analysis 6 Zeitreihenanalyse 6 Estimation 5 Schätzung 5 exchange rate pass-through 5 Ölpreis 5 GCC stock markets 4 GMDH shell 4 Nonlinearity 4 Volatility 4 Volatilität 4 Welt 4 World 4 euro area 4 inflation 4 neural networks 4 non-parametric 4 oil prices 4 panel smooth transition regression models 4 time series 4 Aktienmarkt 3 Arabische Golf-Staaten 3
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Online availability
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Free 33 Undetermined 22 CC license 1
Type of publication
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Article 31 Book / Working Paper 30
Type of publication (narrower categories)
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Article in journal 20 Aufsatz in Zeitschrift 20 Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 2 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Sammelwerk 1 Sammlung 1
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Language
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English 40 Undetermined 21
Author
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Ben Cheikh, Nidhaleddine 16 Mignon, Valérie 14 Rault, Christophe 9 Couharde, Cécile 6 Coudert, Virginie 5 Allen, David E. 4 McAleer, Michael 4 Peiris, Shelton 4 Allegret, Jean-Pierre 3 Ben Naceur, Samy 3 Coulibaly, Dramane 3 Fouquau, Julien 3 Guerreiro, David 3 Kanaan, Oussama Taher 3 Zaied, Younes Ben 3 Aslanidis, Nektarios 2 Ben Hmiden, Oussama 2 Bessec, Marie 2 Bouvatier, Vincent 2 Castro, Vítor 2 Cheikh, Nidhaleddine Ben 2 Fahmy, Hany 2 Franses, Philip Hans 2 Gnimassoun, Blaise 2 Kanaan, Oussama 2 López-Villavicencio, Antonia 2 Rey, Serge 2 Sallenave, Audrey 2 Singh, Abhay K. 2 Singh, Abhay Kumar 2 Avelé, Donatien 1 Ben Naceur, Sami 1 Bouzgarrou, Houssam 1 COUHARDE, Cécile 1 Chevallier, Julien 1 Delatte, Anne-Laure 1 Franses, Ph.H.B.F. 1 Ge, Ming 1 Guillaumin, Cyriac 1 Heinzelmann, Ludwig 1
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Institution
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Centre d'études prospectives et d'informations internationales (CEPII) 4 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 3 Department of Economics, University of Crete 2 Christian-Albrechts-Universität zu Kiel 1 Department of Economics, University of Warwick 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Institut für Weltwirtschaft (IfW) 1 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 1 School of Economics, University of Kent 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 William Davidson Institute, University of Michigan 1
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Published in...
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Economic modelling 4 Working Papers / Centre d'études prospectives et d'informations internationales (CEPII) 4 Applied economics 3 EconomiX Working Papers 3 Economic Modelling 2 Journal of International Money and Finance 2 Working Papers / Department of Economics, University of Crete 2 Applied economics letters 1 CESifo Working Paper 1 CESifo working papers 1 Department of Economics Discussion Paper 1 Discussion paper / Tinbergen Institute 1 Discussion paper series / IZA 1 Document de travail 1 ERIM Report Series Research in Management 1 Econometrics : open access journal 1 Economics - The Open-Access, Open-Assessment E-Journal 1 Economics Bulletin 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 Economics Papers from University Paris Dauphine 1 Economics: The Open-Access, Open-Assessment E-Journal 1 Energy economics 1 Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics 1 Finance research letters 1 IZA Discussion Papers 1 Journal of Applied Economics 1 Journal of economic integration 1 Journal of international money and finance 1 Journal of quantitative economics 1 Journal of quantitative economics : official journal of the Indian Econometric Society 1 MPRA Paper 1 Marketing Science 1 NIPE Working Papers 1 Open Access publications from Université Paris-Dauphine 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Research in international business and finance 1 Review of finance : journal of the European Finance Association 1 Risks 1 Risks : open access journal 1
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Source
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RePEc 28 ECONIS (ZBW) 26 EconStor 7
Showing 31 - 40 of 61
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Pegging emerging currencies in the face of dollar swings
Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - Centre d'études prospectives et d'informations … - 2012
appreciating, while sticking to it otherwise. To this end, we estimate smooth-transition regression models for a sample of 28 …
Persistent link: https://www.econbiz.de/10010604029
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Non-linearities in exchange rate pass-through: Evidence from smooth transition models
cheikh, Nidhaleddine Ben - In: Economics Bulletin 32 (2012) 3, pp. 2530-2545
This paper examines the presence of non-linear mechanism in the exchange rate pass-through (ERPT) to CPI inflation for 12 euro area (EA) countries. Using smooth transition regression (STR) model, we explore the existence of non-linearities with respect to the inflation environment. We find...
Persistent link: https://www.econbiz.de/10011278670
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Regime-dependent sovereign risk pricing during the euro crisis
Delatte, Anne-Laure; Fouquau, Julien; Portes, Richard - In: Review of finance : journal of the European Finance … 21 (2017) 1, pp. 363-385
Persistent link: https://www.econbiz.de/10011778601
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The “Forward Premium Puzzle” and the Sovereign Default Risk
Coudert, Virginie; Mignon, Valérie - Centre d'études prospectives et d'informations … - 2011
on smooth transition regression models, we show that default risk fuels the carry-trade gains during periods of upbeat …
Persistent link: https://www.econbiz.de/10009358500
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On price convergence in Eurozone
Mignon, Valérie; Guerreiro, David - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2011
and July 2011. Relying on smooth transition regression models, we show that the price convergence process is nonlinear …
Persistent link: https://www.econbiz.de/10009364454
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External debt and real exchange rates' adjustment in the euro area : new evidence from a nonlinear NATREX model
Couharde, Cécile; Rey, Serge; Sallenave, Audrey - In: Applied economics 48 (2016) 10/12, pp. 966-986
Persistent link: https://www.econbiz.de/10011432824
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The role of the business cycle in exchange rate pass-through : the case of Finland
Ben Cheikh, Nidhaleddine; Rault, Christophe - In: Journal of quantitative economics : official journal of … 14 (2016) 1, pp. 15-27
Persistent link: https://www.econbiz.de/10011639830
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Debt-threshold effect in sovereign credit ratings : new evidence from nonlinear panel smooth transition models
Ben Hmiden, Oussama; Ben Cheikh, Nidhaleddine - In: Finance research letters 19 (2016), pp. 273-278
Persistent link: https://www.econbiz.de/10011657718
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The role of the business cycle in exchange rate pass-through : the case of Finland
Ben Cheikh, Nidhaleddine; Rault, Christophe - In: Journal of quantitative economics 14 (2016) 1, pp. 15-27
Persistent link: https://www.econbiz.de/10012418185
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Exchange rate pass-through into inflation: The role of asymmetries and non-linearities
Nogueira Júnior, Reginaldo P.; León-Ledesma, Miguel - 2008
This paper investigates the empirical evidence on exchange rate pass through (ERPT) into CPI inflation for a set of emerging and developed countries. We argue that, theoretically, ERPT may be nonlinear in contrast to standard linear estimates in the literature. We use smooth transition models to...
Persistent link: https://www.econbiz.de/10010290659
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