Search Results - subject:"Threshold Model"

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

Economies of scale in the demand for money by firms in China

Lian, Yujun; Chong, Terence Tai-Leung; Peng, Fangping; … - In: Applied economics letters 22 (2015) 7/9, pp. 641-645

Persistent link: https://www.econbiz.de/10010529386

State-dependent effects of fiscal policy

Fazzari, Steven M.; Morley, James C.; Panovska, Irina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 285-315

Persistent link: https://www.econbiz.de/10011317161

Self-Exciting effects of house prices on unit prices in Australian capital cities

Valadkhani, Abbas; Smyth, Russell - 2015

Persistent link: https://www.econbiz.de/10011346684

A threshold model of the US current account

Duncan, Roberto - In: Economic modelling 48 (2015), pp. 270-280

Persistent link: https://www.econbiz.de/10011455648

Value at risk estimation by threshold stochastic volatility model

Huang, Alex - In: Applied economics 47 (2015) 43/45, pp. 4884-4900

Persistent link: https://www.econbiz.de/10011380922

Modelling the nonlinear relationship between CO2 emissions and energy consumption : new evidence on the role of economic growth

Raheem, Ibrahim D.; Isah, Kazeem O. - In: Economics and policy of energy and the environment 57 (2015) 1, pp. 59-70

Persistent link: https://www.econbiz.de/10012039780

Carry funding and safe haven currencies : a threshold regression approach

Hossfeld, Oliver; MacDonald, Ronald - In: Journal of international money and finance 59 (2015), pp. 185-202

Persistent link: https://www.econbiz.de/10011478323

Fiscal policies, the current account and Ricardian equivalence

Nickel, Christiane; Vansteenkiste, Isabel - European Central Bank - 2008

and considers how Ricardian equivalence changes this relationship. To do so, we estimate a dynamic panel threshold model …

Persistent link: https://www.econbiz.de/10005530832

The effects of economic freedom components on economic growth: an analysis with a threshold model

Abdelkafi, Rami; Derbel, Hatem - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2008

Several studies show a positive and significant link between economic freedom and economic growth. Based on this result many economists recommend an abrupt and total disengagement of the State from the economic activity. Our objective in this paper is double. Initially, we show that the use of...

Persistent link: https://www.econbiz.de/10005763132