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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)
All
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 61 - 70 of 202
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Trade-in programs in the context of technological innovation with herding
Pellizzari, Paolo; Sartori, Elena; Tolotti, Marco - Dipartimento di Management, Università Ca' Foscari Venezia - 2014
We study optimal pricing strategies and consequent market shares' dynamics in a transition from an old and established technology to a new one. We simulate an agentbased model, in which a large population of possible buyers decide whether to adopt or not depending on prices, private signals and...
Persistent link: https://www.econbiz.de/10010934282
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The lasso for high-dimensional regression with a possible change-point
Lee, Sokbae; Seo, Myung Hwan; Shin, Youngki - 2014
We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and develop the Lasso estimator of regression coefficients as well as the threshold parameter. Our Lasso estimator not only selects covariates but also selects a model between linear and...
Persistent link: https://www.econbiz.de/10010358938
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TRANSMISSÃO DE PREÇOS E CUSTOS DE TRANSAÇÃO NO MERCADO DE SOJA MATO-GROSSENSE: UMA ABORDAGEM POR MODELOS THRESHOLD
Silva, Murilo Massaru da; Frascaroli, Bruno Ferreira; … - In: Revista de Economia e Agronegocio / Brazilian Review of … 11 (2013) 2
, three regimes threshold models were estimated. The models Self Exciting Threshold Auto-Regressive (SETAR), described in Tong …
Persistent link: https://www.econbiz.de/10011168593
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Accesibilidad geográfica y equidad en la prestación del servicio de salud: un estudio de caso para Barranquilla
Gerson Javier Pérez V. - BANCO DE LA REPÚBLICA - 2013
En este artículo se utiliza la ampliación de la red pública hospitalaria de Barranquilla, como un cuasi-experimento que evalúa los avances en la accesibilidad geográfica y la equidad en la prestación del servicio de salud. En particular, se emplean medidas de gravedad para calcular la...
Persistent link: https://www.econbiz.de/10010763650
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CAP Effects on Agricultural Investment Demand in Europe
Guastella, G.; Moro, D.; Sckokai, P.; Veneziani, M. - Associazione Italiana di Economia Agraria e Applicata - … - 2013
The paper develops a comparative analysis, among selected European Union Member States, of the investment demand, for farm buildings and machinery and equipment, of a sample of specialised arable crop farms as determined - inter alia - by different types and levels of Common Agricultual Policy...
Persistent link: https://www.econbiz.de/10010879191
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Accesibilidad geográfica y equidad en la prestación del servicio de salud: un estudio de caso para Barranquilla
Gerson Javier Pérez V. - Banco de la Republica de Colombia - 2013
En este artículo se utiliza la ampliación de la red pública hospitalaria de Barranquilla, como un cuasi-experimento que evalúa los avances en la accesibilidad geográfica y la equidad en la prestación del servicio de salud. En particular, se emplean medidas de gravedad para calcular la...
Persistent link: https://www.econbiz.de/10010862641
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Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach
Kimura, Takeshi; Nakajima, Jouchi - Bank of Japan - 2013
This paper proposes a new estimation framework for identifying monetary policy shocks in both conventional and unconventional policy regimes using a structural VAR model. Exploiting a latent threshold modeling strategy that induces time-varying shrinkage of the parameters, we explore a recursive...
Persistent link: https://www.econbiz.de/10010907530
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Investment behaviour of EU arable crop farms in selected EU countries and the impact of policy reforms
Guastella, Giovanni; Moro, Daniele; Sckokai, Paolo; … - Centre for European Policy Studies (CEPS) - 2013
This working paper provides a comparative analysis, among selected EU member states, of the investment demand of a sample of specialised field crop farms for farm buildings, machinery and equipment as determined by different types and levels of Common Agricultural Policy support. It allows for...
Persistent link: https://www.econbiz.de/10010910342
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Implications of conceptual and data complexities on time-series econometric applications in market integration analysis
Abunyuwah, Isaac - In: Studies in Agricultural Economics 115 (2013) 1
Persistent link: https://www.econbiz.de/10010913277
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CAP Effects on Agricultural Investment Demand in Europe
Guastella, G.; Moro, D.; Sckokai, P.; Veneziani, M. - Agricultural and Applied Economics Association - AAEA - 2013
The paper develops a comparative analysis, among selected European Union Member States, of the investment demand, for farm buildings and machinery and equipment, of a sample of specialised arable crop farms as determined – inter alia – by different types and levels of Common Agricultural...
Persistent link: https://www.econbiz.de/10010916092
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