Search Results - subject:"Transition Regression"

Nonlinear bilateral trade balance-fundamentals nexus: A panel smooth transition regression approach

Wu, Po-Chin; Liu, Shiao-Yen; Pan, Sheng-Chieh - In: International Review of Economics & Finance 27 (2013) C, pp. 318-329

smooth transition regression (PSTR) model with the transition variable of lagged real interest rate differential. The …

Persistent link: https://www.econbiz.de/10010664309

On price convergence in Eurozone

Guerreiro, David; Mignon, Valérie - In: Economic Modelling 34 (2013) C, pp. 42-51

and July 2011. Relying on smooth transition regression models, we show that the price convergence process is nonlinear …

Persistent link: https://www.econbiz.de/10010709346

The Effects of Terrorist Activities on Foreign Direct Investment: Nonlinear Evidence from Turkey

Omay, Tolga; Araz-Takay, Bahar; Eruygur, Ayşegül; … - In: Review of Economics 64 (2013) 2, pp. 139-158

Abstract In this study, we examine the relationship between foreign direct investment (FDI) and terrorist incidents that took place in Turkey during the period 1991:12 to 2003:12. By doing so we contribute to the literature by allowing for a possible nonlinear relationship between terrorism and...

Persistent link: https://www.econbiz.de/10014619289

Measurement of the persistence in trade balance based on panel smooth transition regression model

Liu, Shiao-yen; Pan, Sheng-chieh; Wu, Po-chin - In: The empirical economics letters : a monthly … 12 (2013) 1, pp. 7-16

Persistent link: https://www.econbiz.de/10010258007

Asymptotic theory for regressions with smoothly changing parameters

Hillebrand, Eric; Medeiros, Marcelo C.; Xu, Junyue - In: Journal of time series econometrics 5 (2013) 2, pp. 133-162

Persistent link: https://www.econbiz.de/10010225454

Pegging emerging currencies in the face of dollar swings

Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - In: Applied economics 45 (2013) 34/36, pp. 5076-5085

Persistent link: https://www.econbiz.de/10010226436

Nonlinear bilateral trade balance-fundamentals nexus : a panel smooth transition regression approach

Wu, Po-chin; Liu, Shiao-yen; Pan, Sheng-chieh - In: International review of economics & finance : IREF 27 (2013), pp. 318-329

Persistent link: https://www.econbiz.de/10009740797

Modeling OECD energy demand : an international panel smooth transition error-correction model

Lee, Chien-Chiang; Chiu, Yi-bin - In: International review of economics & finance : IREF 25 (2013), pp. 372-383

Persistent link: https://www.econbiz.de/10009693287

Nonlinear earnings persistence

Cheng, Che-hui; Wu, Po-chin - In: International review of economics & finance : IREF 25 (2013), pp. 156-168

Persistent link: https://www.econbiz.de/10009693328

Nonlinear effects of government debt on private consumption : evidence from OECD countries

Cho, Dooyeon; Rhee, Dong-eun - In: Economics letters 121 (2013) 3, pp. 504-507

Persistent link: https://www.econbiz.de/10010393041