Search Results - subject:"Threshold Model"

A measure of marketing price transmission in the rice market of Taiwan

Wang, Kuan-Min; Lee, Yuan-Ming - In: Zbornik radova Ekonomskog fakulteta u … 27 (2009) 2, pp. 311-326

threshold variable to create a non-linear threshold model. The empirical results show that when the marketing margin is lower …

Persistent link: https://www.econbiz.de/10010776386

Business-Cycle Asymmetry and Causality Between Foreign Direct Investment and Fixed Capital Formation

Wang, Kuan-Min; Lee, Yuan-Ming; Thi, Thanh-Binh Nguyen - In: The AMFITEATRU ECONOMIC journal 11 (2009) Number Special 3, pp. 698-721

This study creates the threshold vector autoregression model and employs quarterly data of Taiwan from 1981 to 2006 to examine the relationship between foreign direct investment (FDI) and domestic gross direct investment (GDI). Our framework provides a consideration of business cycle asymmetry...

Persistent link: https://www.econbiz.de/10008557046

A Dynamic Analysis of the Green Electricity Fund:Threshold Models Revisited

Ito, Nobuyuki; Takeuchi, Kenji; Tsuge, Takahiro; … - Faculty of Economics, Kobe University - 2009

This study applies a threshold model proposed by Granovetter (1978) to analyze the dynamic diffusion process of …

Persistent link: https://www.econbiz.de/10005040196

Inflation and growth: new evidence from a dynamic panel threshold analysis

Kremer, Stephanie; Bick, Alexander; Nautz, Dieter - Fachbereich Wirtschaftswissenschaft, Freie Universität … - 2009

We introduce a dynamic panel threshold model to shed new light on the impact of inflation on long-term economic growth …

Persistent link: https://www.econbiz.de/10008533519

Asymmetric Exchange Rate Exposure and Industry Characteristics : Evidence from Japanese Data

Hsu, Chih-Chiang; Yau, Ruey; Wu, Jyun-Yi - In: Hitotsubashi Journal of Economics 50 (2009) 1, pp. 57-69

This paper investigates the asymmetric effects of exchange rate exposure on Japanese stock returns at the industry level.Using the asymmetric correlation test of Hong et al.(2007), we examine five major currencies against the yen and thirty-three Japanese sectoral stock returns.Signi ficant...

Persistent link: https://www.econbiz.de/10009206427

Time-varying Multi-regime Models Fitting by Genetic Algorithms

Battaglia, Francesco; Protopapas, Mattheos - COMISEF - 2009

Many time series exhibit both nonlinearity and nonstationarity. Though both features have often been taken into account separately, few attempts have been proposed to model them simultaneously. We consider threshold models, and present a general model allowing for different regimes both in time...

Persistent link: https://www.econbiz.de/10008460558

Zvi Griliches and the Economics of Technology Diffusion: Linking innovation adoption, lagged investments, and productivity growth

David, Paul A. - Stanford Institute for Economic Policy Research … - 2015

The scientific legacy of Zvi Griliches' contribution to the economic analysis of the diffusion of technological innovations is the subject of this paper. It begins with an examination of the relationship between Griliches' pioneering empirical work on the introduction and adoption of hybrid corn...

Persistent link: https://www.econbiz.de/10011265872

Double Generalized Threshold Models with constraint on the dispersion by the mean

Wu, K.Y.K.; Li, W.K. - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 59-73

Generalized Threshold Model (GTM) is a non-linear time series model which generalizes the Threshold Autoregressive … this paper, the GTM is extended to a Double Generalized Threshold Model (DGTM) where the dispersion parameter, defined as … dispersion parameter can be predicted by another threshold type generalized linear model, which is interlinked with the threshold …

Persistent link: https://www.econbiz.de/10011117692

Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach

Koulakiotis, Athanasios; Kiohos, Apostolis; Babalos, … - In: Applied economics 47 (2015) 13/15, pp. 1273-1285

Persistent link: https://www.econbiz.de/10010512069

Institutional infrastructure and economic growth in member countries of the Organization of Islamic Cooperation (OIC)

Ly Slesman; Baharumshah, Ahmad Zubaidi; Wahabuddin Ra'ees - In: Economic modelling 51 (2015), pp. 214-226

Persistent link: https://www.econbiz.de/10011475886