the existing body of literature by employing a threshold regression approach, utilizing the intensity of carbon emissions …

European stock markets, given the international relevance of these exchanges. Using data from 1989:Q1 to 2020:Q2, the Threshold … Autoregression model as well as the Momentum Threshold Autoregression model were calculated by combining the US Freddie, DJIA, and …. Moreover, the wealth effect is stronger when stock prices outperform house prices above an estimated threshold. This empirical …

/methodology/approach This research applies time-series econometric approach using monthly data from 1959:1 to 2020:3 to test threshold … cointegration and estimate a threshold vector error-correction (TVEC) model. The estimates from the TVEC model investigating the … nature of short-run dynamics. Findings The Enders and Siklos (2001) test find evidence of threshold cointegration between the …

assess the threshold effects of exchange rates on agricultural exports from SA to SADC from 2010 to 2022. A panel threshold … threshold value. This can reveal non-linear relationships that are often overlooked in traditional linear models. In this …

features of a rally, we propose a threshold-crossing stochastic model where, for each shot in a rally to be in the court … requires the pressure imparted by the player executing the shot to cross a threshold whose expected value depends on the …

features of a rally, we propose a threshold-crossing stochastic model where, for each shot in a rally to be in the court … requires the pressure imparted by the player executing the shot to cross a threshold whose expected value depends on the …