Search Results - subject:"Transition Regression"

On price convergence in Eurozone

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

Persistent link: https://www.econbiz.de/10010360618

Nonlinear investigation for the impact of oil price volatility on the fundamental analysis

Nieh, Chien-chung; Yao, Hsueh-chu - In: The empirical economics letters : a monthly … 12 (2013) 8, pp. 825-834

Persistent link: https://www.econbiz.de/10010363111

Is there an environmental Kuznets curve for water use? : a panel smooth transition regression approach

Duarte, Rosa; Pinilla, Vicente; Serrano, Ana - In: Economic modelling 31 (2013), pp. 518-527

Persistent link: https://www.econbiz.de/10009730750

The forward pricing function of industrial metal futures : evidence from cointegration and smooth transition regression analysis

Beckmann, Joscha; Czudaj, Robert - In: International review of applied economics 27 (2013) 4, pp. 472-490

Persistent link: https://www.econbiz.de/10009781087

Nonlinearities in the Phillips Curve? : empirical Evidence for some European Countries

Rupprecht, Sarah - 2005

This dissertation studies the question of nonlinearities in the Phillips curve relationshipin France, Germany and Italy. The implications from the theoretical models are that themechanisms that make the Phillips curve nonlinear can work through different channels.Therefore, this thesis not just...

Persistent link: https://www.econbiz.de/10009471618

Forecasting economic variables with nonlinear models

Teräsvirta, Timo - 2005

This article is concerned with forecasting from nonlinear conditional mean models. First, a number of often applied nonlinear conditional mean models are introduced and their main properties discussed. The next section is devoted to techniques of building nonlinear models. Ways of computing...

Persistent link: https://www.econbiz.de/10010281245

Forecasting economic variables with nonlinear models

Teräsvirta, Timo - Economics Institute for Research (SIR), … - 2005

conditions are quite restrictive. An example will be given in Section 2.4. 4 2.3 Smooth transition regression model The smooth … transition regression (STR) model originated in the work of Bacon and Watts (1971). These authors considered two regression lines … accuracy; forecast comparison; hidden Markov model; neuralnetwork; nonlinearmodelling; recursiveforecast; smooth transition …

Persistent link: https://www.econbiz.de/10005649211

The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel

Chang, Jui-Chuan (Della); Jansen, Dennis W. - In: Annals of Economics and Finance 6 (2005) 1, pp. 129-153

This paper examines the asymmetric effects of monetary policy on output and the role of bank-lending behavior. We investigate whether contractionary and expansionary policies have asymmetric impacts on bank loans, and whether there are further differences in the response of small banks and big...

Persistent link: https://www.econbiz.de/10009150005

Regional integration and dynamic adjustments: Evidence from gross national product functions for Canada and the United States

Chapda Nana, Guy; Larue, Bruno; Gervais, Jean-Philippe - In: The North American Journal of Economics and Finance 23 (2012) 2, pp. 246-264

We estimate a translog Gross National Product function and test for endogenously determined structural change allowing for anticipated and lagged responses to regional trade agreements. We found that Canada embarked on a long transition path prior to the implementation of the Canada-U.S. Trade...

Persistent link: https://www.econbiz.de/10010886093

Asymmetric exchange rate pass-through in the Euro area: New evidence from smooth transition models

Ben Cheikh, Nidhaleddine - In: Economics - The Open-Access, Open-Assessment E-Journal 6 (2012), pp. 1-28

This paper examines the presence of asymmetric behavior in exchange rate pass-through (ERPT) to CPI inflation in 12 euro area (EA) countries. Using a class of nonlinear smooth transition models, the author tests for asymmetry with respect to the direction and the magnitude of exchange rate...

Persistent link: https://www.econbiz.de/10010954801