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  • Search: subject:"smooth transition autoregression"
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Year of publication
Subject
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smooth transition autoregression 25 Smooth transition autoregression 14 Zeitreihenanalyse 14 Time series analysis 13 Theorie 10 Theory 10 Nichtlineare Regression 6 Nonlinear regression 6 Smooth Transition Autoregression 6 seasonality 6 Nonlinear model 5 Nonlinear time series 5 Seasonality 5 forecasting 5 nonlinearity 5 Autocorrelation 4 Autokorrelation 4 Changing seasonality 4 Climate change 4 Correlation 4 Estimation 4 Klimawandel 4 Korrelation 4 Long memory 4 Saisonale Schwankungen 4 Schätzung 4 Seasonal variations 4 fractional Dickey-Fuller tests 4 multiple structural changes models 4 random field regression 4 structural change 4 time-varying parameter 4 Deutschland 3 Einheitswurzeltest 3 El Nino Southern Oscillation 3 El Niño Southern Oscillation 3 Environmental Economics and Policy 3 Fractional integration 3 Großbritannien 3 Law of one price 3
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Online availability
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Free 35 Undetermined 16
Type of publication
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Book / Working Paper 36 Article 26 Other 1
Type of publication (narrower categories)
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Article in journal 15 Aufsatz in Zeitschrift 15 Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 research-article 1
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Language
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Undetermined 32 English 31
Author
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Teräsvirta, Timo 11 Ubilava, David 8 van Dijk, Dick 5 Bond, Derek 4 Dijk, D.J.C. van 4 He, Changli 4 Holt, Matthew T. 4 Kang, Jian 4 Franses, Ph.H.B.F. 3 Franses, Philip Hans 3 Harrison, Michael J. 3 Kumawat, Lokendra 3 O'Brien, Edward J. 3 Silvennoinen, Annastiina 3 Skalin, Joakim 3 Caraiani, Petre 2 Kisswani, Khalid M. 2 Lof, Matthijs 2 Medeiros, Marcelo C. 2 Nusair, Salah 2 Shittu, Olanrewaju I. 2 Strikholm, B. 2 Strikholm, Birgit 2 Terasvirta, T. 2 Yaya, OlaOlua S. 2 A. 1 Acatrinei, Marius Cristian 1 Ahmad, Masroor 1 Ajmi, Ahdi 1 Andersson, Michael K. 1 Aslanidis, Nektarios 1 Balagtas, Joseph Valdes 1 Battaglia, Francesco 1 Boutahar, Mohamed 1 Bruin, P. de 1 Campante, Filipe R. 1 Craig, Lee 1 Craig, Lee A. 1 Dijk, Dick van 1 Dua, Pami 1
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Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 8 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Erasmus University Rotterdam, Econometric Institute 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 2 Agricultural and Applied Economics Association - AAEA 1 Australian Agricultural and Resource Economics Society - AARES 1 Centre for Development Economics, Delhi School of Economics 1 Department of Economics, Florida International University 1 European Central Bank 1 School of Economics and Finance, University of St. Andrews 1 School of Economics, University College Dublin 1 Society for Computational Economics - SCE 1
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Published in...
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SSE/EFI Working Paper Series in Economics and Finance 9 MPRA Paper 5 Econometric Institute Report 4 Econometric Institute Research Papers 4 Energy economics 3 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 2013 Conference (57th), February 5-8, 2013, Sydney, Australia 1 Agricultural economics : the journal of the International Association of Agricultural Economists 1 American Journal of Agricultural Economics Appendices 1 American journal of agricultural economics 1 CBN Journal of Applied Statistics 1 CBN journal of applied statistics 1 Computational Economics 1 Computational Statistics 1 Computing in Economics and Finance 2002 1 DNB working paper 1 Discussion Paper Series, Department of Economics 1 ECB Working Paper 1 Economic modelling 1 Economics Bulletin 1 Economics Letters 1 Economics working paper 1 Empirica : journal of european economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy Economics 1 European review of agricultural economics : ERAE 1 Explorations in economic history : EEH 1 International Journal of Energy Sector Management 1 Journal for Economic Forecasting 1 Journal of Economic Dynamics and Control 1 Journal of Economic Policy Reform 1 Journal of econometrics 1 Journal of economic dynamics & control 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 UCD Centre for Economic Research Working Paper Series 1 Working Paper Series / European Central Bank 1 Working Papers / Department of Economics, Florida International University 1 Working Papers / School of Economics, University College Dublin 1 Working papers / Centre for Development Economics, Delhi School of Economics 1
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Source
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RePEc 40 ECONIS (ZBW) 17 EconStor 4 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 63
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Long monthly European temperature series and the North Atlantic Oscillation
He, Changli; Kang, Jian; Silvennoinen, Annastiina; … - 2023
Persistent link: https://www.econbiz.de/10014281994
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A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods
Ubilava, David - In: Agricultural economics : the journal of the … 53 (2022) 5, pp. 687-701
Persistent link: https://www.econbiz.de/10013464748
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Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Silvennoinen, Annastiina; … - In: Journal of econometrics 239 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015073960
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Assessing the nonlinear impact of economic growth and renewable energy consumption on CO 2 emissions in India: recent evidence from smooth transition autoregression model
Ganie, Anam Ul Haq; Ahmad, Masroor - In: International Journal of Energy Sector Management 18 (2024) 6, pp. 1852-1869
the logistic smooth transition autoregression (STAR) model to decipher the nonlinear relationship between RE consumption …
Persistent link: https://www.econbiz.de/10015345474
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Long monthly European temperature series and the North Atlantic Oscillation
He, Changli; Kang, Jian; Silvennoinen, Annastiina; … - In: Energy economics 126 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - In: Energy economics 97 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
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Is the assumption of constant factor loadings too strong in practice?
Aslanidis, Nektarios; Hartigan, Luke - In: Economic modelling 98 (2021), pp. 100-108
Persistent link: https://www.econbiz.de/10012793638
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El Niño Southern Oscillation and Primary Agricultural Commodity Prices: Causal Inferences from Smooth Transition Models
Ubilava, David - Australian Agricultural and Resource Economics Society … - 2013
Global climate anomalies affect world economies and primary commodity prices. One of the more pronounced climate anomalies is El Niño Southern Oscillation (ENSO). In this study I examine the relationship between ENSO and world commodity prices using monthly time series of the sea-surface...
Persistent link: https://www.econbiz.de/10011070405
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The role of El Niño Southern Oscillation in commodity price movement and predictability
Ubilava, David - In: American journal of agricultural economics 100 (2018) 1, pp. 239-263
Persistent link: https://www.econbiz.de/10011959363
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The Role of Mechanical Refrigeration in Spatial and Temporal Price Dynamics for Regional U.S. Egg Markets, 1880–1911
Craig, Lee; Holt, Matthew T. - Volkswirtschaftliche Fakultät, … - 2012
This paper examines the role of mechanical refrigeration in temporal and spatial price relationships for regional egg markets in the United States, 1880–1911. Notably, this period encompasses an era in which widespread adoption of mechanical refrigeration greatly impacted the ability to...
Persistent link: https://www.econbiz.de/10011257903
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