Search Results - subject:"Threshold Regression"

Commonality in liquidity and real estate securities

Hoesli, Martin; Kadilli, Anjeza; Reka, Kustrim - 2014

Persistent link: https://www.econbiz.de/10010438228

Financial stress, sovereign debt and economic activity in industrialized countries : evidence from dynamic threshold regressions

Proano, Christian; Schoder, Christian; Semmler, Willi - 2014

Persistent link: https://www.econbiz.de/10011456284

Access to Finance Thresholds and the Finance-Growth Nexus

Ben Jelili, Riadh; Abdmoulah, Walid - Volkswirtschaftliche Fakultät, … - 2013

Based on Aghion et al. (2005), this article provides new insights regarding whether financial development can affect economic growth non-linearly by adopting the concept of threshold effects. The empirical approach adopted in this article allows for the finance-growth relationship to be...

Persistent link: https://www.econbiz.de/10011107572

Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Nonlinear Dynamic Panels

Proaño, Christian R.; Schoder, Christian; Semmler, Willi - Department of Economics, New School for Social Research - 2013

quarterly data and dynamic single-country and dynamic panel threshold regression methods. We find that the debt-to-GDP ratio has …

Persistent link: https://www.econbiz.de/10011164272

Robust Multiple Regimes in Growth Volatility

Kourtellos, Andros; Stylianou, Ioanna; Tan, Chih Ming - Rimini Centre for Economic Analysis (RCEA) - 2013

techniques: Bayesian Model Averaging and Threshold Regression. We find ample evidence of parameter heterogeneity and model …

Persistent link: https://www.econbiz.de/10010692884

Threshold effect of capital structure on firm value : evidence from Seafood Processing Enterprises in the South Central region of Vietnam

Cuong, Nguyen Thanh - In: International journal of finance & banking studies : JJFBS 3 (2014) 3, pp. 14-29

Persistent link: https://www.econbiz.de/10011285719

Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples

Donayre, Luiggi; Eo, Yunjong; Morley, James C. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10011886522

Debt threshold for fiscal sustainability assessment in emerging economies

Tran, Ngan - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 2, pp. 375-394

Persistent link: https://www.econbiz.de/10011965983

Threshold regression with endogeneity

Yu, Ping; Phillips, Peter C. B. - In: Journal of econometrics 203 (2018) 1, pp. 50-68

Persistent link: https://www.econbiz.de/10011974610

Public education spending and economic growth : the governance threshold effect

Trabelisi, Salwa - In: Journal of economic development 43 (2018) 1, pp. 101-124

Persistent link: https://www.econbiz.de/10011844742