Similar Search Results

Overview of nonlinear macroeconomic empirical models

Granger, C. W. J. - In: Macroeconomic dynamics 5 (2001) 4, pp. 466-481

Persistent link: https://www.econbiz.de/10001625151

Vector autoregressive processes with nonlinear time trends in cointegrating relations

Ripatti, Antti; Saikkonen, Pentti - In: Macroeconomic dynamics 5 (2001) 4, pp. 577-597

Persistent link: https://www.econbiz.de/10001625171

Vector equilibrium correction models with non-linear discontinuous adjustments

Bec, Frédérique; Rahbek, Anders - In: The econometrics journal 7 (2004) 2, pp. 628-651

Persistent link: https://www.econbiz.de/10002463704

Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations

Kurita, Takamitsu; Shintani, Mototsugu - 2023

Persistent link: https://www.econbiz.de/10014383879

Identification of exchange rate pass-through effect in cointegrated VAR : an application to new EU member countries

Masten, Igor - 2004

Persistent link: https://www.econbiz.de/10008657064

Thresholds and smooth transitions in vector autoregressive models

Hubrich, Kirstin; Teräsvirta, Timo - In: VAR models in macroeconomics - new developments and …, (pp. 273-326). 2013

Persistent link: https://www.econbiz.de/10010252324

Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model

Saikkonen, Pentti - 2001

This paper improves previous sufficient conditions for stationarity obtained in the context of a general nonlinear vector autoregressive model with nonlinear autoregressive conditional heteroskedasticity. The results are proved by using the stability theory developed for Markov chains....

Persistent link: https://www.econbiz.de/10009616775

Thresholds and smooth transitions in vector autoregressive models

Hubrich, Kirstin; Teräsvirta, Timo - 2013

Persistent link: https://www.econbiz.de/10009751844

Theory and applications in non-linear cointegrated VAR models

Nejstgaard, Emil - 2014

Persistent link: https://www.econbiz.de/10010412522

Non-linear adjustments to intranational PPP

Woo, Kai-yin; Lee, Shu-kam; Chan, Alan - In: Journal of macroeconomics 40 (2014), pp. 360-371

Persistent link: https://www.econbiz.de/10010496457