Search Results - subject:"Switching Regime"

A unifying switching regime regression framework with applications in health economics

Marra, Giampiero; Radice, Rosalba; Zimmer, David - In: Econometric reviews 43 (2024) 1, pp. 52-70

Persistent link: https://www.econbiz.de/10014486391

Examining spatial market efficiency under different marketing regulations : the case of Turkish lemon markets

Taştan, Hüseyin; Köprücü, Yılmaz - In: Agricultural economics : the journal of the … 54 (2023) 5, pp. 709-727

Persistent link: https://www.econbiz.de/10014432228

Exchange rate volatility and the effectiveness of FX interventions : the case of Chile

Jara R., Alejandro; Piña, Marco - In: Latin American journal of central banking : LAJCB 4 (2023) 2, pp. 1-27

In this paper, we study the effectiveness of FX interventions in Chile since adopting a fully flexible exchange rate regime in the late 1990s. In particular, we ask whether these interventions have dumped excess exchange rate volatility and reduced its probability of being in a high volatility...

Persistent link: https://www.econbiz.de/10014382911

The determinants of the U.S. consumer sentiment: Linear and nonlinear models

El Alaoui, Marwane; Bouri, Elie; Azoury, Nehme - In: International Journal of Financial Studies 8 (2020) 3, pp. 1-13

.S. consumer sentiment. To capture nonlinearity, we applied the switching regime model and showed a switch towards a more positive …

Persistent link: https://www.econbiz.de/10013200285

Dynamics of biofuel prices on the European market : impact of the EU environmental policy on the resources markets

Declerck, Francis; Indjehagopian, Jean-Pierre; Lantz, … - 2020

Persistent link: https://www.econbiz.de/10012203422

The determinants of the U.S. consumer sentiment : linear and nonlinear models

El Alaoui, Marwane; Bouri, Elie; Azoury, Nehme - In: International Journal of Financial Studies : open … 8 (2020) 3/38, pp. 1-13

.S. consumer sentiment. To capture nonlinearity, we applied the switching regime model and showed a switch towards a more positive …

Persistent link: https://www.econbiz.de/10012291710

Market efficiency and optimal hedging strategy for the us ethanol market

Hache, Emmanuel; Paris, Anthony - 2018

Persistent link: https://www.econbiz.de/10012240481

The effects of oil price shocks on Turkish business cycle: A Markov switching approach

Abiyev, Vasif; Ceylan, Reşat; Özgür, Munise Ilıkkan - In: International Journal of Business and Economic Sciences … 8 (2015) 2, pp. 7-18

, consisting of monthly data for the period 1986:01-2014:09. Different univariate Markov-switching regime autoregressive models are …

Persistent link: https://www.econbiz.de/10011516726

The effects of oil price shocks on Turkish business cycle : a Markov switching approach

Abiyev, Vasif; Ceylan, Reşat; Özgür, Munise Ilıkkan - In: International journal of business and economic sciences … 8 (2015) 2, pp. 7-18

, consisting of monthly data for the period 1986:01-2014:09. Different univariate Markov-switching regime autoregressive models are …

Persistent link: https://www.econbiz.de/10011433970

Determinantes da Demanda Brasileira por Importação de Arroz: uma abordagem não linear

Poerschke, Rafael Pentiado; Morais, Igor Alexandre … - In: Brazilian Journal of Rural Economy and Sociology (RESR) 52 (2014) 1

The objective of this study is to analyze the behavior of the Brazilian demand for rough and milled rice between January 1995 and June 2010. The main aim is to test the adequacy of linear and non-linear relations that represent short and long-term variables on the demand. In general, long-term...

Persistent link: https://www.econbiz.de/10011142926