Transition Regression model proposed by Choi and Saikkonen (2004) on a constructed dataset spanning the period from 1984 to 2010 … objective of giving a functional form to the transition in money demand. Applying the cointegrating Time-Varying Smooth …

on smooth transition regression models, we show that default risk fuels the carry-trade gains during periods of upbeat …

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

varying intensity. We propose a smooth transition regression model to explain Slovene stock exchange index returns employing …