Search Results - subject:"smooth transition"

Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations

Anderl, Christina; Caporale, Guglielmo Maria - 2021

exchange rate and the interest rate differential as well as central bank announcements, and then a Cointegrated Smooth … Transition VAR (CVSTAR) model incorporating nonlinearities and also taking into account the role of interest rate expectations …

Persistent link: https://www.econbiz.de/10012582090

Effect of monetary policy on the Nigerian stock market: A smooth transition autoregressive approach

Babangida, Jamilu S.; Khan, Asad ul Islam - In: CBN Journal of Applied Statistics 12 (2021) 1, pp. 1-21

market, by employing the Smooth Transition Autoregressive (STAR) model on monthly data from 2013 M4 to 2019 M12 for All Share …

Persistent link: https://www.econbiz.de/10012604581

Effect of monetary policy on the Nigerian stock market : a smooth transition autoregressive approach

Babangida, Jamilu S.; Khan, Asad ul Islam - In: CBN journal of applied statistics 12 (2021) 1, pp. 1-21

market, by employing the Smooth Transition Autoregressive (STAR) model on monthly data from 2013 M4 to 2019 M12 for All Share …

Persistent link: https://www.econbiz.de/10012604392

Testing for UIP : nonlinearities, monetary announcements and interest rate expectations

Anderl, Christina; Caporale, Guglielmo Maria - 2021

Persistent link: https://www.econbiz.de/10012508617

Growth effect of foreign direct investment and financial development : new insights from a threshold approach

Thi An, Thu-Ha; Yeh, Kuo-chun - In: Journal of economics & development : JED 23 (2021) 2, pp. 144-162

Persistent link: https://www.econbiz.de/10012618676

Foreign direct investment and inclusive human development in Sub-Saharan African countries : domestic conditions matter

Arogundade, Sodiq; Biyase, Mduduzi; Eita, Joel Hinaunye - In: Economia internazionale 74 (2021) 4, pp. 463-498

Persistent link: https://www.econbiz.de/10013164500

Relationship between real exchange rate and consumption in Nigeria : a nonlinear approach

Babangida, Jamilu S.; Sanusi, Aliyu R.; Yusuf, Isah M. - In: CBN journal of applied statistics 12 (2021) 2, pp. 125-148

This study analyses the relationship between real exchange rate and domestic con- sumption in Nigeria using the Smooth … Transition Autoregressive (STAR) model from 1981Q1 to 2019Q4. Findings show that domestic consumption determines the regime shift …

Persistent link: https://www.econbiz.de/10013272886

When does the Jjapan empowering women index outperform its parent and the ESG select leaders indexes?

Aono, Kohei; Okimoto, Tatsuyoshi - 2021

Persistent link: https://www.econbiz.de/10014382692

Distinct asymmetric effects of military spending on economic growth for different income groups of countries

Yolcu Karadam, Duygu; Öcal, Nadir; Yildirim, Jülide - In: Defence and peace economics 34 (2023) 4, pp. 477-494

Persistent link: https://www.econbiz.de/10014293020

Determinants and dynamic interactions of trader positions in the gold futures market

Chen, Yu-Lun; Moh, Wan Shin - In: Journal of commodity markets 31 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014477760