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  • Search: subject:"Threshold VAR model"
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Year of publication
Subject
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Estimation 2 Schätzung 2 VAR model 2 VAR-Modell 2 export-import pass-through 2 non-linear time-series models 2 predictive threshold VAR model 2 structure break 2 threshold autoregression 2 Cointegration 1 Economic growth 1 Emerging countries 1 Emerging economies 1 External shocks 1 Forecasting model 1 Foreign exchange reserves 1 Kointegration 1 Nichtlineare Regression 1 Nonlinear regression 1 Output gap 1 Potential output 1 Produktionspotenzial 1 Prognoseverfahren 1 Reserve accumulation 1 Schock 1 Schwellenländer 1 Shock 1 Structural break 1 Strukturbruch 1 Thailand 1 Threshold VAR model 1 Time series analysis 1 Wirtschaftswachstum 1 Währungsreserven 1 Zeitreihenanalyse 1
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Online availability
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Free 3
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 3
Author
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Liu, Jianxu 2 Allegret, Jean-Pierre 1 Arisara Romyen 1 Sallenave, Audrey 1 Songsak Sriboonchitta 1
Published in...
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Document de travail 1 Economies 1 Economies : open access journal 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Export-output growth nexus using threshold VAR and VEC models: Empirical evidence from Thailand
Liu, Jianxu - In: Economies 7 (2019) 2, pp. 1-16
This paper explores the relationship between export, import, and output for Thailand over the period from 1990 to 2017. The threshold vector autoregressive (VAR) and threshold vector error correction (VEC) models were applied. The empirical evidence confirms that the export-led growth hypothesis...
Persistent link: https://www.econbiz.de/10013199572
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Export-output growth nexus using threshold VAR and VEC models : empirical evidence from Thailand
Arisara Romyen; Liu, Jianxu; Songsak Sriboonchitta - In: Economies : open access journal 7 (2019) 2/60, pp. 1-16
This paper explores the relationship between export, import, and output for Thailand over the period from 1990 to 2017. The threshold vector autoregressive (VAR) and threshold vector error correction (VEC) models were applied. The empirical evidence confirms that the export-led growth hypothesis...
Persistent link: https://www.econbiz.de/10012021578
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The role of international reserves holding in buffering external shocks
Allegret, Jean-Pierre; Sallenave, Audrey - 2015
Persistent link: https://www.econbiz.de/10011736592
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