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  • Search: subject:"smooth transition"
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Year of publication
Subject
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Schätzung 215 Estimation 210 Regression analysis 176 Regressionsanalyse 176 Theorie 117 Zeitreihenanalyse 116 smooth transition 116 Time series analysis 111 Theory 109 Panel 103 Panel study 100 Nichtlineare Regression 91 Nonlinear regression 91 Volatility 85 Volatilität 85 VAR model 74 VAR-Modell 74 Smooth transition 69 smooth transition models 61 Economic growth 60 ARCH-Modell 56 Inflation 56 Welt 55 ARCH model 54 Monetary policy 54 Wirtschaftswachstum 54 World 54 Business cycle 53 Börsenkurs 53 smooth transition regression 53 Geldpolitik 52 Share price 51 Konjunktur 49 Estimation theory 43 Schätztheorie 43 Schock 41 Shock 41 Cointegration 40 Exchange rate 40 Wechselkurs 40
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Online availability
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Free 589 Undetermined 334 CC license 23
Type of publication
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Book / Working Paper 560 Article 519 Other 4
Type of publication (narrower categories)
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Article in journal 355 Aufsatz in Zeitschrift 355 Working Paper 225 Graue Literatur 131 Non-commercial literature 131 Arbeitspapier 120 Article 22 research-article 8 Aufsatz im Buch 4 Book section 4 Hochschulschrift 4 Research Report 3 Thesis 3 Conference paper 2 Konferenzbeitrag 2 Amtsdruckschrift 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Government document 1 Konferenzschrift 1 Sammelwerk 1 Sammlung 1
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Language
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English 721 Undetermined 350 Spanish 5 French 3 German 2 Italian 2 Dutch 1
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Author
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Teräsvirta, Timo 42 Belke, Ansgar 40 Beckmann, Joscha 32 Ben Cheikh, Nidhaleddine 26 Caggiano, Giovanni 23 Castelnuovo, Efrem 23 Mignon, Valérie 21 Medeiros, Marcelo C. 20 Okimoto, Tatsuyoshi 19 Lütkepohl, Helmut 18 Sibbertsen, Philipp 17 Silvennoinen, Annastiina 16 Dreger, Christian 15 Rault, Christophe 15 Ubilava, David 15 Wu, Po-Chin 15 McAleer, Michael 14 Reitz, Stefan 13 Eliasson, Ann-Charlotte 12 Netšunajev, Aleksei 12 Oeking, Anne 11 Setzer, Ralph 11 Couharde, Cécile 10 Holt, Matthew T. 10 Jawadi, Fredj 10 Lee, Chien-Chiang 10 van Dijk, Dick 10 Aslanidis, Nektarios 9 Gupta, Rangan 9 Kruse, Robinson 9 Milas, Costas 9 Omay, Tolga 9 Verheyen, Florian 9 Zaied, Younes Ben 9 Öcal, Nadir 9 Allegret, Jean-Pierre 8 Christiansen, Charlotte 8 Colombo, Valentina 8 Czudaj, Robert 8 Dijk, Dick van 8
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Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 30 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 24 EconWPA 13 Agricultural and Applied Economics Association - AAEA 8 School of Economics and Management, University of Aarhus 8 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 8 Centre d'études prospectives et d'informations internationales (CEPII) 7 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 7 Department of Economics, Faculty of Economic and Management Sciences 7 Erasmus University Rotterdam, Econometric Institute 7 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 7 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 6 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 5 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 5 C.E.P.R. Discussion Papers 4 Department of Economics, University of Crete 4 Vanderbilt University Department of Economics 4 Centre for Economic Research, School of Economics and Management Studies 3 Departamento de Economía, Universidad Torcuato Di Tella 3 Department of Econometrics and Business Statistics, Monash Business School 3 Department of Economics, Florida International University 3 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 3 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze 3 Econometric Society 3 European Central Bank 3 Finance Discipline Group, Business School 3 HAL 3 Institut für Weltwirtschaft (IfW) 3 ROME Network 3 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 3 School of Economics, University of Manchester 3 Society for Computational Economics - SCE 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 de Nederlandsche Bank 3 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 3 Banco de la Republica de Colombia 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Centre for Development Economics, Delhi School of Economics 2 Cowles Foundation for Research in Economics, Yale University 2 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 2
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Published in...
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SSE/EFI Working Paper Series in Economics and Finance 37 Economic modelling 26 MPRA Paper 24 Applied economics 20 Studies in Nonlinear Dynamics & Econometrics 20 Energy economics 16 CESifo Working Paper 12 CESifo working papers 11 Economic Modelling 11 International review of economics & finance : IREF 11 Working Paper 11 Economics Bulletin 9 Hannover Economic Papers (HEP) 9 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 9 CREATES Research Papers 8 Diskussionsbeitrag 8 Journal of International Money and Finance 8 Journal of international money and finance 8 Econometric Institute Report 7 Econometric Institute Research Papers 7 Economics letters 7 Finance research letters 7 International review of financial analysis 7 Texto para discussão 7 Textos para discussão 7 The North American journal of economics and finance : a journal of financial economics studies 7 Working Papers / Centre d'études prospectives et d'informations internationales (CEPII) 7 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 7 CAMA working paper series 6 DIW Discussion Papers 6 EconomiX Working Papers 6 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 6 International journal of finance & economics : IJFE 6 RIETI discussion paper series 6 Ruhr Economic Papers 6 The empirical economics letters : a monthly international journal of economics 6 Applied economics letters 5 Discussion Papers of DIW Berlin 5 Discussion paper / Tinbergen Institute 5 Document de travail 5
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Source
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ECONIS (ZBW) 494 RePEc 443 EconStor 130 BASE 8 Other ZBW resources 8
Showing 1 - 10 of 1,083
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Decline of interest rates under inflation targeting and previous regimes: Evidence from Latin America and developed countries
Chión-Chacón, Sergio Julio; Álvarez García, Kevin … - In: Ekonomika 104 (2025) 1, pp. 6-29
effects observed in Latin American countries. To reinforce these results, we incorporate Smooth Transition Regression (STR …
Persistent link: https://www.econbiz.de/10015435661
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Decline of interest rates under inflation targeting and previous regimes : evidence from Latin America and developed countries
Chión-Chacón, Sergio Julio; Álvarez García, Kevin … - In: Ekonomika : mokslo žurnalas 104 (2025) 1, pp. 6-29
effects observed in Latin American countries. To reinforce these results, we incorporate Smooth Transition Regression (STR …
Persistent link: https://www.econbiz.de/10015359705
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Dynamic time series modelling and forecasting of COVID-19 in Norway
Bårdsen, Gunnar; Nymoen, Ragnar - In: International journal of forecasting 41 (2025) 1, pp. 251-269
Persistent link: https://www.econbiz.de/10015440305
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Conditional dynamics of monetary policy shocks : the mitigating role of macroprudential policy in CESEE
De Luigi, Clara; Eller, Markus; Stelzer, Anna - In: OeNB bulletin (2025) 1, pp. 22-49
Persistent link: https://www.econbiz.de/10015413926
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Beyond the linear link : threshold effects of CSR on financial performance
Lahouel, Béchir Ben; Taleb, Lotfi - In: International review of economics & finance : IREF 100 (2025), pp. 1-18
Persistent link: https://www.econbiz.de/10015455769
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Regime dependence in the oil-stock market relationship : the role of oil price uncertainty
Heinlein, Reinhold; Mahadeo, Scott M. R. - In: Economics letters 251 (2025), pp. 1-5
Persistent link: https://www.econbiz.de/10015464257
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The role of governance and infrastructure in moderating the effect of resource rents on economic growth
Asongu, Simplice; Diop, Samba; Emeka, Ekene; Ogbonna, … - 2024
Panel Smooth Transition Regressions(PSTR). The following findings are established. First, the nexus between economic growth …
Persistent link: https://www.econbiz.de/10015070278
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Inflation-dependent exchange rate pass-through in Sweden: Insights from a logistic smooth transition VAR model
Linderoth, Gabriella; Meuller, Malte - 2024
using a logistic smooth transition vector autoregressive model. The model enables smooth transitions between high and low …
Persistent link: https://www.econbiz.de/10015097123
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Optimal inflation-growth threshold: A case of the ECOWAS members states
Olowofeso, Olorunsola E.; Wadda, Ebrima N.; Adeleke, … - 2024
This study provides country-specific empirical evidence on the optimal inflation-growth threshold in the ECOWAS (WAEMU and WAMZ) region from 1996-2022. Although there is large empirical literature on this subject, however, previous studies generally focused on exogenous approaches of determining...
Persistent link: https://www.econbiz.de/10015209779
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The role of information and communication technology (ICT) in the relationship between information asymmetry and financial development: New evidence based on the PSTR model
Rezagholizadeh, Mahdieh; Aghaei, Majid; Kebria, Atefeh … - In: Revista de Métodos Cuantitativos para la Economía y … 38 (2024), pp. 1-21
development. Using ICT as the transition variable, this research employs the panel smooth transition regression (PSTR) model to …
Persistent link: https://www.econbiz.de/10015339045
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