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Search: subject:"Threshold Autoregressive Model"
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threshold autoregressive model
20
Autocorrelation
15
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15
Threshold autoregressive model
13
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10
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10
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10
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10
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Threshold Autoregressive Model
6
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Autoregressive Model
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Bec, Frédérique
3
Guay, Alain
3
Hu, Wenjing
3
Pendell, Dustin L.
3
Satchell, Stephen
3
Aye, Goodness C.
2
Balcilar, Mehmet
2
Chen, Jinzhao
2
Franta, Michal
2
Gupta, Rangan
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Li, Wai Keung
2
Munir, Qaiser
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Stofberg, Francois
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Teräsvirta, Timo
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Thilmany McFadden, Dawn
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Wongwachara, Warapong
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Zhang, Ziyi
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Aslanidis, Nektarios
1
Aydemir, Abdurrahman
1
Aydin, Celil
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Aydin, Recai
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Benamar, Abdelhak
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Benbouziane, Mohamed
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Bosch, Adél
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Bucci, Andrea
1
CHANG, CHUN-PING
1
CHING, KOK SOOK
1
Chang, Chun Ping
1
Chang, Horng-jinh
1
Chang, Tsangyao
1
Chen, Haiqiang
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Chen, Mei-Ping
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Agrekon : agricultural economics research, policy and practice in southern Africa
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Iktisat Isletme ve Finans
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International journal of economics and financial issues : IJEFI
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International journal of sustainable economy
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Journal of Economic Development
1
Journal of Economics and Management
1
Journal of Empirical Finance
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RePEc
26
ECONIS (ZBW)
25
EconStor
2
BASE
1
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11
Timing of tick size reduction : threshold and smooth transition model analysis
Maruyama, Hiroyuki
;
Tabata, Tomoaki
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014576141
Saved in:
12
Modeling stock market returns under self-exciting
threshold
autoregressive
model
: evidence from West Africa
Gyamfi, Emmanuel Numapau
;
Kyei, Kwabena A.
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1194-1199
Persistent link: https://www.econbiz.de/10011698077
Saved in:
13
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
Saved in:
14
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
Saved in:
15
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
Saved in:
16
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
Saved in:
17
The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts
Franta, Michal
-
Česká Národní Banka
-
2013
This paper examines the effect of non-linearities on density forecasting. It focuses on the relationship between credit markets and the rest of the economy. The possible non-linearity of this relationship is captured by a threshold vector autoregressive model estimated on the US data using...
Persistent link: https://www.econbiz.de/10010833288
Saved in:
18
Assessing international financial integration : do industry and firm-specific characteristics matter?, evidence from the Japanese market
Chen, Mei-Ping
;
Chung, Dai-Tzung
;
Lin, Yu-Hui
- In:
Economic research
31
(
2018
)
1,1
,
pp. 860-879
Persistent link: https://www.econbiz.de/10012486616
Saved in:
19
Theory and Applications of TAR Model with Two Threshold Variables
Chen, Haiqiang
;
Chong, Terence Tai Leung
;
Bai, Jushan
-
Volkswirtschaftliche Fakultät, …
-
2012
, models with two or more threshold variables are needed. This paper develops a new
threshold
autoregressive
model
which …
Persistent link: https://www.econbiz.de/10011110503
Saved in:
20
Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation
Chen, Jinzhao
-
HAL
-
2012
-regime
threshold
autoregressive
model
to study the Renminbi yield differential between the onshore interest rate and its non …
Persistent link: https://www.econbiz.de/10010738729
Saved in:
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