Search Results - subject:"threshold autoregressive"

Giannerini, Simone; Goracci, Greta; Rahbek, Anders - In: Journal of econometrics 239 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10015073962

Szomolányi, Karol; Lukáčik, Martin; Lukáčiková, … - In: Business systems research : a system view accross … 15 (2024) 2, pp. 154-176

approach. Methods/Approach The simple and dynamic asymmetry models, error correction models, threshold autoregressive co …

Persistent link: https://www.econbiz.de/10015108423

Szomolányi, Karol; Lukáčik, Martin; Lukáčiková, … - In: Business Systems Research (BSR) 15 (2024) 2, pp. 154-176

approach. Methods/Approach The simple and dynamic asymmetry models, error correction models, threshold autoregressive co …

Persistent link: https://www.econbiz.de/10015408665

Szomolányi, Karol; Lukáčik, Martin; … - In: ENTRENOVA - ENTerprise REsearch InNOVAtion 9 (2023) 1, pp. 51-59

models, threshold autoregressive cointegration, and an approach based on the adjustment cost function in the linear …

Persistent link: https://www.econbiz.de/10015052766

Szomolányi, Karol; Lukáčik, Martin; Lukáčiková, … - In: Proceedings of the ENTRENOVA - ENTerprise REsearch … 9 (2023) 1, pp. 51-59

models, threshold autoregressive cointegration, and an approach based on the adjustment cost function in the linear …

Persistent link: https://www.econbiz.de/10014496205

Li, Huijing; Rui, Zhou; Ji, Min - In: Risks : open access journal 11 (2023) 12, pp. 1-25

-series models: threshold autoregressive model, Markov switching model, structural change model, and generalized autoregressive …

Persistent link: https://www.econbiz.de/10014446511

Chen, Jinzhao - In: Asia and the global economy : AGE 3 (2023) 2, pp. 1-9

-exciting threshold autoregressive (SETAR) model, it identifies endogenously the band of inaction beyond which the People's bank of China …

Persistent link: https://www.econbiz.de/10014447630

Buthelezi, Eugene Msizi; Nyatanga, Phocenah - In: Economies : open access journal 11 (2023) 6, pp. 1-26

consolidation in South Africa. The CAPB framework is used in the threshold autoregressive regime (TAR) from 1979 to 2022. The …

Persistent link: https://www.econbiz.de/10014320891

Valogo, Matthew Kwabena; Duodu, Emmanuel; Yusif, Hadrat; … - In: Research in globalization 6 (2023), pp. 1-10

examined. Using the threshold autoregressive (TAR) method, the results of the ERPT model revealed that exchange rate …

Persistent link: https://www.econbiz.de/10014331413

Neto, Salomão; Adelmo, Benito - In: Revista de economia contemporânea : publication of the … 27 (2023), pp. 1-33

Persistent link: https://www.econbiz.de/10015081009

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