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Search: subject:"smooth transition vector autoregression"
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smooth transition vector autoregression
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Kim, Jaebeom
3
Hwang, Inwook
2
Popp, Aaron
2
Zhang, Fang
2
Gefang, Deborah
1
Hauzenberger, Niko
1
Herbert, Sylvérie
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Kim, Seewon
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ECONIS (ZBW)
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1
A note on international spillovers of economic policy uncertainty across business cycles : evidence from OECD countries
Popp, Aaron
;
Zhang, Fang
- In:
Macroeconomic dynamics
28
(
2024
)
1
,
pp. 99-111
Persistent link: https://www.econbiz.de/10014465384
Saved in:
2
Oil price shocks and macroeconomic dynamics : how important is the role of nonlinearity?
Hwang, Inwook
;
Kim, Jaebeom
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1103-1123
Persistent link: https://www.econbiz.de/10014519733
Saved in:
3
On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty
Hauzenberger, Niko
;
Pfarrhofer, Michael
;
Stelzer, Anna
- In:
Journal of economic behavior & organization : JEBO
191
(
2021
),
pp. 822-845
Persistent link: https://www.econbiz.de/10013186581
Saved in:
4
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
5
Uncertainty shocks and asymmetric dynamics in Korea : a non-linear approach
Larcher, Kevin
;
Kim, Jaebeom
;
Kim, Youngju
- In:
Applied economics
51
(
2019
)
6
,
pp. 594-610
Persistent link: https://www.econbiz.de/10012196459
Saved in:
6
Econometric analysis of regime switches and of fiscal multipliers
Herbert, Sylvérie
-
Centre de recherche en Économie (OFCE), Sciences …
-
2014
, Italy and the United States. We estimate a 3-variable non linear
smooth
transition
vector
autoregression
, following Auerbach …
Persistent link: https://www.econbiz.de/10010859386
Saved in:
7
Effects of monetary policy during financial market crises and regime changes : an empirical evaluation using a nonlinear vector autoregression model
Kim, Seewon
- In:
Asian economic journal : journal of the East Asian …
32
(
2018
)
2
,
pp. 105-123
Persistent link: https://www.econbiz.de/10011970084
Saved in:
8
The macroeconomic effects of uncertainty shocks : the role of the financial channel
Popp, Aaron
;
Zhang, Fang
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 319-349
Persistent link: https://www.econbiz.de/10011708586
Saved in:
9
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
Gefang, Deborah
;
Strachan, Rodney
-
Department of Economics, Leicester University
-
2008
logistic
smooth
transition
vector
autoregression
(LSTVAR) model. In particular, we attempt to char- acterize the behaviour of …
Persistent link: https://www.econbiz.de/10005422700
Saved in:
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