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Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity

Enders, Walter - In: International journal of forecasting 14 (1998) 2, pp. 171-186

Persistent link: https://www.econbiz.de/10001338713

Testing long-run PPP with infinite-variance returns

Falk, Barry; Wang, Chun-hsuan - In: Journal of applied econometrics 18 (2003) 4, pp. 471-484

Persistent link: https://www.econbiz.de/10001779864

A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models

Enders, Walter; Falk, Barry; Siklos, Pierre L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10009513022

Do asymmetric central bank preferences help explain observed inflation outcomes?

Doyle, Matthew (contributor); Falk, Barry (contributor) - 2006

Persistent link: https://www.econbiz.de/10003333819

A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models

Enders, Walter (contributor); Falk, Barry (contributor); … - 2006 - Rev. Mar 6/07

Persistent link: https://www.econbiz.de/10003735606

Do asymmetric central bank preferences help explain observed inflation outcomes?

Doyle, Matthew; Falk, Barry - In: Journal of macroeconomics 32 (2010) 2, pp. 527-540

Persistent link: https://www.econbiz.de/10003976451

A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models

Enders, Walter - 2007

We estimate real US GDP growth as a threshold autoregressive process, and construct confidence intervals for the parameter estimates. However, there are various approaches that can be used in constructing the confidence intervals. We construct confidence intervals for the slope coefficients and...

Persistent link: https://www.econbiz.de/10012776370