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  • Search: subject:"Threshold Models"
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Year of publication
Subject
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threshold models 78 Threshold models 51 Schätzung 38 Estimation 35 Theorie 32 Theory 32 Threshold Models 31 Zeitreihenanalyse 19 Time series analysis 18 Nichtlineare Regression 16 Nonlinear regression 16 Panel 10 Panel study 10 Economic growth 9 Monetary policy 9 Welt 9 World 9 Forecasting model 8 Prognoseverfahren 8 Time series 8 Wirtschaftswachstum 8 forecasting 8 Geldpolitik 7 Inflation 7 Kointegration 7 Nonlinearity 7 Oil price 7 Regression analysis 7 Regressionsanalyse 7 VAR model 7 VAR-Modell 7 Volatility 7 Volatilität 7 nonlinear time series 7 Cointegration 6 economic growth 6 monetary policy 6 Autokorrelation 5 Estimation theory 5 Forecast 5
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Online availability
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Free 96 Undetermined 77 CC license 4
Type of publication
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Article 111 Book / Working Paper 91
Type of publication (narrower categories)
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Article in journal 61 Aufsatz in Zeitschrift 61 Working Paper 32 Arbeitspapier 15 Graue Literatur 14 Non-commercial literature 14 Article 1 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1 Thesis 1 research-article 1
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Language
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English 121 Undetermined 80 Portuguese 1
Author
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Kapetanios, George 9 Ling, Shiqing 6 McAleer, Michael 6 Tong, Howell 6 Blasques, Francisco 4 Jawadi, Fredj 4 Pitarakis, Jean-Yves 4 Ranis, Gustav 4 Rinke, Saskia 4 Seo, Myung Hwan 4 Sibbertsen, Philipp 4 Stewart, Frances 4 Suri, Tavneet 4 Sznajderska, Anna 4 Virén, Matti 4 Bec, Frédérique 3 Cimadomo, Jacopo 3 Crespo Cuaresma, Jesús 3 Fortin, Ines 3 Hlouskova, Jaroslava 3 Kapetanios, G. 3 Koskela, Erkki 3 Lo, Ming Chien 3 Obersteiner, Michael 3 Reitschuler, Gerhard 3 Sendlhofer, Rupert 3 Tzavalis, Elias 3 Wagner, Laurent 3 Ahmad, Saad 2 Aidi, Wafa 2 Akbulut, Hale 2 Andree, Bo Pieter Johannes 2 Apolte, Thomas 2 Baumgartner, Josef 2 Boozer, Michael 2 Boozer, Michael A. 2 Calin, Adrian Cantemir 2 Cristini, Annalisa 2 Davradakis, Emmanuel 2 Dendramis, Yiannis 2
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Institution
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Faculty of Economics, University of Cambridge 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 School of Economics and Finance, Queen Mary 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Econometric Society 2 Erasmus University Rotterdam, Econometric Institute 2 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 2 Narodowy Bank Polski 2 Valtion taloudellinen tutkimuskeskus (VATT), Government of Finland 2 Agricultural and Applied Economics Association - AAEA 1 Associazione Italiana di Economia Agraria e Applicata - AIEAA 1 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 Bank of Greece 1 Bank of Japan 1 Centre d'Études et de Recherches sur le Développement International (CERDI), École d'Économie 1 Centre d'études prospectives et d'informations internationales (CEPII) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Centre for European Policy Studies (CEPS) 1 Centro Ricerche Nord Sud (CRENoS) 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics, Adam Smith Business School 1 Department of Economics, City University 1 Deutsche Bundesbank 1 Dipartimento di Management, Università Ca' Foscari Venezia 1 Dipartimento di Studi Economici "Salvatore Vinci", Università degli Studi di Napoli - "Parthenope" 1 EconWPA 1 Economic Growth Center, Economics Department 1 Economics Department, University of Wisconsin-Whitewater 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Eindhoven Centre for Innovation Studies (Ecis), Technische Universiteit Eindhoven 1 European Central Bank 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 HAL 1 HEC Paris (École des Hautes Études Commerciales) 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 National Bureau of Economic Research 1 Peruvian Economic Association - PEA 1 Reserve Bank of Australia 1 Royal Economic Society - RES 1
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Published in...
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Studies in Nonlinear Dynamics & Econometrics 6 Economic modelling 5 Energy economics 5 Cambridge Working Papers in Economics 4 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 4 Working Paper 4 Discussion paper / Tinbergen Institute 3 Econometric Institute Research Papers 3 Economic Modelling 3 Empirical Economics 3 MPRA Paper 3 Tinbergen Institute Discussion Paper 3 Working Papers / School of Economics and Finance, Queen Mary 3 Defence and Peace Economics 2 Discussion Papers / Valtion taloudellinen tutkimuskeskus (VATT), Government of Finland 2 Econometric Institute Report 2 Hannover Economic Papers (HEP) 2 Journal of econometrics 2 Journal of international financial markets, institutions & money 2 Journal of international money and finance 2 Judgment and Decision Making 2 National Bank of Poland Working Papers 2 Review of world economics 2 Statistical Methods and Applications 2 Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 2 Working Papers in Economics and Statistics 2 Working paper 2 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 1 2013 Second Congress, June 6-7, 2013, Parma, Italy 1 Acta oeconomica : periodical of the Hungarian Academy of Sciences 1 Advances in Complex Systems (ACS) 1 Advances in Data Analysis and Classification 1 American journal of agricultural economics 1 Annals of Finance 1 Annals of financial economics 1 Annals of the Institute of Statistical Mathematics 1 Applied economics 1 Applied economics letters 1 BORRADORES DE ECONOMIA 1 Bank of Japan Working Paper Series 1
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Source
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RePEc 104 ECONIS (ZBW) 77 EconStor 18 BASE 2 Other ZBW resources 1
Showing 161 - 170 of 202
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Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George - 2003
standard threshold models to shocks driving other variables. Additionally the paper considers the problem of estimating …
Persistent link: https://www.econbiz.de/10010284173
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Forecasting inflation: a comparison of linear Phillips curve models and nonlinear time serie models
Ascari, G.; Marrocu, E. - Centro Ricerche Nord Sud (CRENoS) - 2003
The aim of this paper is to analyze the forecasting performance of alternative model for the US inflation rate over the period 1950.1-2002.7. NAIRU Phillips curve models forecasts are contrasted with those obtained by a special class of nonlinear time series models, the threshold autoregressive...
Persistent link: https://www.econbiz.de/10005037589
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Some million thresholds: Nonlinearity and cross-country growth regressions
Cuaresma, Jesus Crespo - Royal Economic Society - RES - 2003
This paper examines the robustness of the determinants of economic growth in cross-country regressions allowing for nonlinearity in the specification of the data generating process. The nonlinearity is modelled as regime-dependent parameter heterogeneity, where the regime is determined by the...
Persistent link: https://www.econbiz.de/10005577116
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Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests
Kapetanios, G.; Weeks, M. - Faculty of Economics, University of Cambridge - 2003
threshold models, the inclusion of a similar analysis of the more standard linear/log-linear models provides a point of …
Persistent link: https://www.econbiz.de/10005783842
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Paths to Success: The Relationship Between Human Development and Economic Growth
Boozer, Michael; Ranis, Gustav; Stewart, Frances; Suri, … - Economic Growth Center, Economics Department - 2003
This paper explores the two-way relationships between Economic Growth (EG) and Human Development (HD), building on an earlier work by Ranis, Stewart, and Ramirez (2000). Here, we show that HD is not only a product of EG but also an important input to it. The paper develops new empirical...
Persistent link: https://www.econbiz.de/10005357781
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Paths to success : the relationship between human development and economic growth
Boozer, Michael A.; Ranis, Gustav; Stewart, Frances; … - 2003
This paper explores the two-way relationships between Economic Growth (EG) and Human Development (HD), building on an earlier work by Ranis, Stewart, and Ramirez (2000). Here, we show that HD is not only a product of EG but also an important input to it. The paper develops new empirical...
Persistent link: https://www.econbiz.de/10011611958
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On Some Models for Value-At-Risk
Yu, Philip; Li, Wai Keung; Jin, Shusong - In: Econometric Reviews 29 (2010) 5-6, pp. 622-641
The idea of statistical learning can be applied in financial risk management. In recent years, value-at-risk (VaR) has become the standard tool for market risk measurement and management. For better VaR estimation, Engle and Manganelli (2004) introduced the conditional autoregressive...
Persistent link: https://www.econbiz.de/10008691626
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ADAPTING TO DYNAMIC ENVIRONMENTS: POLYETHISM IN RESPONSE THRESHOLD MODELS FOR SOCIAL INSECTS
DIWOLD, KONRAD; MERKLE, DANIEL; MIDDENDORF, MARTIN - In: Advances in Complex Systems (ACS) 12 (2009) 03, pp. 327-346
Response threshold models are an important tool to model division of labor in social insects and to investigate the … underlying principles of self-organization. In this article response threshold models which incorporate dynamic environments with … always exposed to dynamic environments, however, the effect that such environments have on response threshold models has …
Persistent link: https://www.econbiz.de/10005011433
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FORECASTING SERIES CONTAINING OFFSETTING BREAKS: OLD SCHOOL AND NEW SCHOOL METHODS OF FORECASTING TRANSNATIONAL TERRORISM
Enders, Walter; Liu, Yu; Prodan, Ruxandra - In: Defence and Peace Economics 20 (2009) 6, pp. 441-463
Transnational terrorism data are difficult to forecast because they contain an unknown number of structural breaks of unknown functional form. The rise of religious fundamentalism, the demise of the Soviet Union, and the rise of al Qaeda have changed the nature of transnational terrorism. 'Old...
Persistent link: https://www.econbiz.de/10008503076
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Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates
McMillan, David G. - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10003824095
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