Similar Search Results

Non linear models and the load of an electricity distributor

Simões, Mário Domingues de Paula; Klotzle, Marcelo Cabus - In: International journal of energy sector management : IJESM 9 (2015) 1, pp. 38-56

Persistent link: https://www.econbiz.de/10011305165

Does the macroeconomy predict UK asset returns in an nonlinear fashion? Comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David; Ono, … - 2010

non-linear models for UK stock and bond returns. We estimate Markov switching, threshold autoregressive (TAR), and smooth … transition autoregressive (STR) regime switching models, and a range of linear specifications in addition to univariate models in …

Persistent link: https://www.econbiz.de/10010285857

Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010

Persistent link: https://www.econbiz.de/10008668600

Does the macroeconomy predict UK asset returns in an nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010

Persistent link: https://www.econbiz.de/10008990694

Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: Oxford bulletin of economics and statistics 76 (2014) 4, pp. 510-535

Persistent link: https://www.econbiz.de/10010474888

Asymmetries in the exchange rate pass-through into Romanian price indices

Cozmanca, Bogdan-Octavian; Manea, Florentina - Institutul de Prognoza Economica, Institutul National … - 2009

(MS-VAR, TAR and SETAR), important asymmetries with respect to sign and size of the exchange rate, size of inflation and …

Persistent link: https://www.econbiz.de/10008472200

Asymmetries In The Exchange Rate Pass-Through Into Romanian Price Indices

Cozmânca, Bogdan Octavian; Manea, Florentina - In: Journal for Economic Forecasting (2010) 1, pp. 21-44

(MS-VAR, TAR and SETAR), important asymmetries with respect to sign and size of the exchange rate, size of inflation and …

Persistent link: https://www.econbiz.de/10008457162

Interest Rate Asymmetries in the Lending-Deposit Spread: A Case - Asimmetrie del tasso di interesse nello spread prestiti-depositi: studio di un caso

Dube, Smile; Zhou, Yan - In: Economia Internazionale / International Economics 67 (2014) 2, pp. 201-227

M7. The paper employs threshold autoregressive (TAR) and momentum threshold autoregressive (MTAR) unit root tests to … rates) to be a stationary process after we endogenously determine May 1998 as a break date. The TAR model indicates that the … autoregressiva (TAR) e quello a radice unitaria con soglia momentum autoregressiva (MTAR), al fine di trovare eventuali asimmetrie …

Persistent link: https://www.econbiz.de/10010991459

Interest rate asymmetries in the lending-deposit spread : a case study

Dube, Smile; Zhou, Yan - In: Economia internazionale 67 (2014) 2, pp. 201-227

Persistent link: https://www.econbiz.de/10010401112

Examination of the predictability of BDI and VIX : a threshold approach

Bildirici, Melike; Ersin, Özgür Ömer; Onat, Işil Şahin - In: International journal of transport economics 46 (2019) 3, pp. 9-28

Persistent link: https://www.econbiz.de/10012136039