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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 71 - 80 of 202
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Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle
Lo, Ming Chien; Morley, James - School of Economics, UNSW Business School - 2013
estimation of nonlinear threshold models is developed. Unlike standard grid-based estimation, the Bayesian approach fully …
Persistent link: https://www.econbiz.de/10010662764
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A note on the LSE of three-regime TAR model with an infinite variance
Yang, Yaxing; Ling, Shiqing - In: Annals of financial economics 13 (2018) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10011931160
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Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? : a nonlinear cliometric analysis
Damette, Olivier; Jawadi, Fredj; Parent, Antoine - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-18
Persistent link: https://www.econbiz.de/10011966097
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Debt regimes and the effectiveness of monetary policy
De Luigi, Clara; Huber, Florian - In: Journal of economic dynamics & control 93 (2018), pp. 218-238
Persistent link: https://www.econbiz.de/10011974509
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Financial stress and equilibrium dynamics in term interbank funding markets
Yoldas, Emre; Senyuz, Zeynep - In: Journal of financial stability 34 (2018), pp. 136-149
Persistent link: https://www.econbiz.de/10012156801
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A hipótese de Kuznets e mudanças na relação entre desigualdade e crescimento de renda no Brasil
Linhares, Fabricio; Ferreira, Roberto Tatiwa; Irffi, … - In: Pesquisa e Planejamento Econômico - PPE 42 (2012) 3, pp. 403-432
A relação entre desigualdade e renda na forma de “U” invertido, conhecida como a hipótese de Kuznets, ainda é bastante controversa. Diversos trabalhos têm analisado os dados brasileiros, mas os resultados não são tão claros quanto a sua validade. Este artigo investiga essa relação...
Persistent link: https://www.econbiz.de/10010965650
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On asymmetric effects in a monetary policy rule. The case of Poland
Sznajderska, Anna - Narodowy Bank Polski - 2012
in the Phillips curve. Threshold models are applied and two cases of unknown and known threshold value are investigated. …
Persistent link: https://www.econbiz.de/10010583584
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On the empirical evidence of asymmetry effects in the interest rate pass-through in Poland
Sznajderska, Anna - Narodowy Bank Polski - 2012
This paper empirically examines the potential asymmetries in the interest rate pass-through in Poland. We investigate the chosen retail interest rates in commercial banks on deposits and loans denominated in the Polish currency. It is considered whether their adjustment to changes in interbank...
Persistent link: https://www.econbiz.de/10010543159
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Inventory Investment and the Business Cycle : The usual Suspect
Bec, Frédérique; Ben Salem, Mélika - Centre de Recherche en Économie et Statistique … - 2012
Persistent link: https://www.econbiz.de/10010548481
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Is there a non-linear relationship between trade and growth? : a panel threshold analysis for Central and Eastern European countries
İyidoğan, Pelin Varol; Dalgiç, Başak; Akbulut, Hale - In: Acta oeconomica : periodical of the Hungarian Academy … 67 (2017) 1, pp. 117-136
Persistent link: https://www.econbiz.de/10011752928
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