Search Results - subject:"Threshold Autoregressive"

Procyclicality mitigation for initial margin models with asymmetric volatility

Goldman, Elena; Shen, Xiangjin - In: Journal of risk 22 (2019/2020) 5, pp. 1-41

Persistent link: https://www.econbiz.de/10012421684

Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia

Duasa, Jarita - Volkswirtschaftliche Fakultät, … - 2009

rate under threshold autoregressive (TAR) model. From estimation of M-TAR error-correction trade balance model, the … that there exists asymmetric cointegration between balance of trade and real exchange rate when momentum-threshold … autoregressive (M-TAR) model is conducted and the study also found asymmetric cointegration between import volume and real exchange …

Persistent link: https://www.econbiz.de/10005622157

The Relation between Current Account Deficit and Tourism: The Case of Turkey

Alp, Elçin Aykac; Genc, Elif Guneren - In: International Journal of Economics and Financial Issues 5 (2015) 2, pp. 448-453

In this study the effects of service’s balance, tourism balance and current account deficit are studied. In the countries with a relatively small share in the current account of the tourism industry, the analysis related to tourism and foreign trade has biased results. For this reason, this...

Persistent link: https://www.econbiz.de/10011268801

The relation between current account deficit and tourism : the case of Turkey

Alp, Elçin Aykac; Genc, Elif Guneren - In: International journal of economics and financial issues … 5 (2015) 2, pp. 448-453

Persistent link: https://www.econbiz.de/10011453595

Threshold models in time series analysis : some reflections

Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491

Persistent link: https://www.econbiz.de/10011504634

Greenhouse gas, carbon dioxide emissions and economic growth : empirical evidence from threshold effect

Munir, Qaiser; Kok Sook Ching - In: Climate change and global development : market, global …, (pp. 59-81). 2019

Persistent link: https://www.econbiz.de/10012062782

Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling

Sun, Yuying; Zhang, Xun; Hong, Yongmiao; Wang, Shouyang - In: Energy economics 78 (2019), pp. 165-173

Persistent link: https://www.econbiz.de/10012159915

¿Realmente existe convergencia regional en México? Un modelo no lineal de datos panel TAR

RODRÍGUEZ-BENAVIDES, DOMINGO; MENDOZA-GONZÁLEZ, … - Volkswirtschaftliche Fakultät, … - 2014

-linear growth model. The methodology combines three approaches: the panel-data threshold autoregressive (TAR) model, the unit root …

Persistent link: https://www.econbiz.de/10011114453

Regional Competitiveness in Fresh Produce Markets: Exploring Seasonal Dynamics and the Role of Energy Costs in Apple Markets

Hu, Wenjing; Thilmany McFadden, Dawn; Pendell, Dustin L. - In: Agricultural and Resource Economics Review 43 (2014) 3

variable threshold autoregressive model that allows threshold bands (which define price ranges considered in shipping decisions …

Persistent link: https://www.econbiz.de/10011125283

The Measurement of the Relationship between Taiwan’s Bond Funds’ Net Flow and the Investment Risk -Threshold Autoregressive Model

Lee, Wo-Chiang; Lee, Joe-Ming - In: Asian Economic and Financial Review 4 (2014) 2, pp. 137-149

This article applies the threshold autoregressive model to investigate the relationship between bond funds’ net flow …

Persistent link: https://www.econbiz.de/10010726851