Search Results - subject:"Smooth transition regression model"

Adjustment of Indian manufacturing firms to pro-market economic liberalizing reforms, 1988 - 2006: A Time-Varying Panel Smooth Transition Regression (TV-PSTR) approach

Geng, Nan - 2010

This paper for the first time employs the Time Varying Panel Smooth Transition Regression (TV-PSTR) approach to model the dynamic adjustments of firms and the evolution of India's industrial structure in the bigger setting of decades against the backdrop of India's unexpected dramatic...

Persistent link: https://www.econbiz.de/10010287744

Nonlinear Interest Rate Reaction Functions for the UK

Brüggemann, Ralf; Riedel, Jana - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 2010

We empirically analyze Taylor-type equations for short-term interest rates in the United Kingdom using quarterly data from 1970Q1 to 2006Q2. Starting from strong evidence against a simple linear Taylor rule, we model nonlinearities using logistic smooth transition regression (LSTR) models. The...

Persistent link: https://www.econbiz.de/10008751913

Empirical study of the local government deficit, land finance and real estate markets in China

Pan, Jiun-Nan; Huang, Jr-Tsung; Chiang, Tsun-Feng - In: China Economic Review 32 (2015) C, pp. 57-67

–2010 to estimate the panel smooth transition regression model. Since the estimated transition threshold value is 14 …

Persistent link: https://www.econbiz.de/10011191188

Empirical study of the local government deficit, land finance and real estate markets in China

Pan, Jiun-Nan; Huang, Jr-Tsung; Chiang, Tsun-Feng - In: China economic review : an international journal 32 (2015), pp. 57-67

Persistent link: https://www.econbiz.de/10011316600

Risk management, nonlinearity and aggressiveness in monetary policy : the case of the US Fed

Gnabo, Jean-Yves; Moccero, Diego Nicolas - In: Journal of banking & finance 55 (2015), pp. 281-294

Persistent link: https://www.econbiz.de/10011379101

Re-testing the tourism-led growth hypothesis using panel smooth transition regression models

Pan, Sheng-chieh; Liu, Shiao-yen; Wu, Po-chin - In: Tourism economics : the business and finance of tourism … 20 (2014) 1, pp. 39-50

Persistent link: https://www.econbiz.de/10010254426

Fiscal policy in the BRICs

Jawadi, Fredj; Mallick, Sushanta Kumar; Sousa, Ricardo M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 2, pp. 201-215

Persistent link: https://www.econbiz.de/10010347288

Revisiting the redistribution effects of intergovernmental fiscal transfers : evidence from Taiwan

Huang, Tsai-Yuan; Wu, Po-Chin; Yan, Ching-Wen - In: Journal of economic policy reform 17 (2014) 4, pp. 341-359

Persistent link: https://www.econbiz.de/10010508713

Non-linear predictability of stock market returns : comparative evidence from Japan and the US

Humpe, Andreas; Macmillan, Peter - In: Investment management and financial innovations 11 (2014) 4, pp. 36-48

Persistent link: https://www.econbiz.de/10010514142

Energy consumption, economic development and temperature in China : evidence from PSTR model

He, Xiaoli; Wang, Hongwu; Pan, Haoran - In: Frontiers of economics in China : selected publications … 9 (2014) 4, pp. 695-712

Persistent link: https://www.econbiz.de/10011282844