Search Results - subject:"Threshold Models"

Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle

Lo, Ming Chien; Morley, James - In: Journal of International Money and Finance 51 (2015) C, pp. 285-302

estimation of nonlinear threshold models is developed. Unlike standard grid-based estimation, the Bayesian approach fully …

Persistent link: https://www.econbiz.de/10011190175

Modeling and forecasting interval time series with threshold models

Rodrigues, Paulo; Salish, Nazarii - In: Advances in Data Analysis and Classification 9 (2015) 1, pp. 41-57

This paper proposes threshold models to analyze and forecast interval-valued time series. A relatively simple algorithm …

Persistent link: https://www.econbiz.de/10011241016

Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle

Lo, Ming Chien; Morley, James C. - In: Journal of international money and finance 51 (2015), pp. 264-284

Persistent link: https://www.econbiz.de/10011475263

Frontiers in time series and financial econometrics: An overview

Ling, Shiqing; McAleer, Michael; Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 245-250

Persistent link: https://www.econbiz.de/10011503737

Threshold effect of foreign direct investment on environmental degradation

Chang, Shu Chen - In: Portuguese economic journal 14 (2015) 1/3, pp. 75-102

Persistent link: https://www.econbiz.de/10011446105

Revisiting unit roots in divorce rates

Korhonen, Marko; Puhakka, Mikko - In: Applied economics letters 22 (2015) 7/9, pp. 628-631

Persistent link: https://www.econbiz.de/10010529429

Retail and wholesale gasoline price adjustments in response to oil price changes

Bumpass, Donald Lynn; Ginn, Vance; Tuttle, Markland H. - In: Energy economics 52 (2015) 1, pp. 49-54

Persistent link: https://www.econbiz.de/10011568085

How sensitive is the business ownership rate to unemployment fluctuations? : evidence of asymmetric in a panel of 23 OECD countries

Carmona Arango, Mónica; Congregado Ramírez de … - In: Revista de economía mundial : REM ; revista de la … 41 (2015), pp. 81-101

Persistent link: https://www.econbiz.de/10011812047

Sequential evidence accumulation in decision making: The individual desired level of confidence can explain the extent of information acquisition

Hausmann, Daniel; Läge, Damian - In: Judgment and Decision Making 3 (2008) March, pp. 229-243

Judgments and decisions under uncertainty are frequently linked to a prior sequential search for relevant information. In such cases, the subject has to decide when to stop the search for information. Evidence accumulation models from social and cognitive psychology assume an active and...

Persistent link: https://www.econbiz.de/10005773053

The Term Structure and the Expectations Hypothesis: a Threshold Model

Modena, Matteo - Department of Economics, Adam Smith Business School - 2008

. JEL classification: C01, C30, E43, G12. Keywords: Expectations Hypothesis, Term Premia, Threshold Models. 1 … general, and in threshold models in particular, is motivated by the fact that the expectations hypothesis (henceforth EH) has …, we say that Markov switching models nest threshold models. 8 L. P …

Persistent link: https://www.econbiz.de/10005811776