autoregressive (TAR) model and corresponding asymmetric unit root tests, our study demonstrates how the stock market indexes evolve …) for the Johannesburg Stock Exchange (JSE) between the periods 2001:01 to 2013:07. By making use of a threshold …

This paper investigates inflation persistence under Threshold Autoregressive (TAR) model motivated by the fact that …

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

refi ned palm oil (RPO) by estimating asymmetric price transmission using a cointegration threshold autoregressive (TAR …) model. The empirical results show that Malaysia’s profi t was larger than that of Indonesia from 1989 to 2009, that …

2007:06 using an unconstrained two-regime threshold autoregressive (TAR) model with a unit root developed by Caner and …