Search Results - subject:"Threshold Autoregressive"

Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test

Tiwari, Aviral; Shahbaz, Muhammad - In: Economic Change and Restructuring 47 (2014) 2, pp. 117-133

and threshold autoregressive (TAR) model as well as momentum-TAR (M-TAR) models for empirical analysis. However, we relied …

Persistent link: https://www.econbiz.de/10010988804

Application of a nonlinear model in landfall number forecasting for tropical cyclones in China

Feng, Lihua; Luo, Gaoyuan - In: Natural Hazards 73 (2014) 3, pp. 1475-1482

does not make full use of the implicit information on influencing factors. Instead, the threshold autoregressive model …

Persistent link: https://www.econbiz.de/10010949713

MEASURING TRADE COSTS FROM RELATIVE PRICES: THE ROLE OF LOCATION AND GOODS CHARACTERISTICS

HUH, IN; LEE, INKOO - In: The Singapore Economic Review (SER) 59 (2014) 05, pp. 1450041-1

This paper estimates the trade costs from international relative prices, and studies the economic determinants of implied trade costs. We find that the magnitude of trade costs depends on the characteristics of both the type of good and set of locations under examination. In particular, it is...

Persistent link: https://www.econbiz.de/10010960311

Revisiting purchasing power parity for India using threshold cointegration and nonlinear unit root test

Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic change and restructuring : empirical and … 47 (2014) 2, pp. 117-133

Persistent link: https://www.econbiz.de/10010408390

Measuring trade costs from relative prices : the role of location and goods characteristics

Huh, In; Yi, In-gu - In: The Singapore economic review : journal of the Economic … 59 (2014) 5, pp. 1-10

Persistent link: https://www.econbiz.de/10010484771

Regional competitiveness in fresh produce markets : exploring seasonal dynamics and the role of energy costs in apple markets

Hu, Wenjing; McFadden, Dawn Thilmany; Pendell, Dustin L. - In: Agricultural and resource economics review : ARER 43 (2014) 3, pp. 357-372

Persistent link: https://www.econbiz.de/10011450793

Adoption of genetically modified crops in South Africa : effects on wholesale maize prices

Abidoye, Babatunde; Mabaya, Edward - In: Agrekon : agricultural economics research, policy and … 53 (2014) 1, pp. 104-123

Persistent link: https://www.econbiz.de/10010338568

Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia

Posedel, Petra; Tica, Josip - Ekonomski Fakultet, Sveučilište u Zagrebu - 2007

In this paper exchange rate pass-through effect in Croatia is estimated with nonlinear (asymmetric) threshold … autoregressive model (TAR). In total 12285 regressions is estimated and a strong case of nonlinearity with single threshold is proven …

Persistent link: https://www.econbiz.de/10005536917

The Effects of Small Sample Bias in Threshold Autoregressive Models

Ahmad, Yamin - Economics Department, University of Wisconsin-Whitewater - 2007

This paper investigates the properties of a class of models which incorporate nonlinear dynamics, known as Threshold … Autoregressive (TAR) models. Simulations show that within the context of the real exchange rate literature, a threshold model of …

Persistent link: https://www.econbiz.de/10005187232

Real exchange rates and real interest rates : a nonlinear perspective

BEC, Frédérique; SALEM, Mélika BEN; MACDONALD, Ronald - Institut de Recherche Économique et Sociale (IRES), … - 2006

In this paper we use a Threshold AutoRegressive (TAR) model to capture the nonlinear dynamics of monthly real effective …

Persistent link: https://www.econbiz.de/10004985450