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Asymmetric and Nonlinear Impact of Attribute-Level Performance on Overall Customer Satisfaction in the Context of Car Servicing of Four European Automotive Brands in Slovenia

Slavko, Ažman; Boštjan, Gomišček - In: Organizacija 45 (2012) 2, pp. 75-86

The paper examines the nonlinearity and asymmetry between the satisfaction with individual attributes of the service …, this study utilizes regression analysis in order to test the asymmetry and nonlinearity of the link between the attribute … results also show that nonlinearity is applicable to certain attributes of vehicle servicing, but not to all.We can sum up …

Persistent link: https://www.econbiz.de/10011009276

No linealidad y asimetría en el proceso generador del Índice IBEX35

Belda, Paz Rico - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2012

This paper analyzes the behavior of Ibex35 from January 1999 to December 2001, in order to check if it follows a different process from random walk so its return is not a white noise and it can be predictable, against the efficient market hypothesis. For that, a nonlinear generating process of...

Persistent link: https://www.econbiz.de/10010615142

The Role of Oil Price Shocks in Causing U.S. Recessions

Kilian, Lutz; Vigfusson, Robert J. - Federal Reserve Board (Board of Governors of the … - 2014

Although oil price shocks have long been viewed as one of the leading candidates for explaining U.S. recessions, surprisingly little is known about the extent to which oil price shocks explain recessions. We provide a formal analysis of this question with special attention to the possible role...

Persistent link: https://www.econbiz.de/10010892323

The role of oil price shocks in causing U.S. recessions

Kilian, Lutz; Vigfusson, Robert J. - Center for Financial Studies - 2014

Although oil price shocks have long been viewed as one of the leading candidates for explaining U.S. recessions, surprisingly little is known about the extent to which oil price shocks explain recessions. We provide the first formal analysis of this question with special attention to the...

Persistent link: https://www.econbiz.de/10010958574

Nonlinear pass-through of exchange rate shocks on inflation: A Bayesian smooth transition VAR approach

Rincón, Hernán; Rodríguez, Norberto - 2016

endogeneity, nonlinearity and asymmetry. The econometric model is a smooth transition autoregressive vector estimated by Bayesian …

Persistent link: https://www.econbiz.de/10011621563

The Role of Oil Price Shocks in Causing U.S. Recessions

Kilian, Lutz; Vigfusson, Robert J. - 2016

Persistent link: https://www.econbiz.de/10011431278

The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity

Kim, Jeong-Ryeol - 2003

In this paper, we use a modified concept of Granger-(non)causality in reconsidering the negative correlation between stock returns and inflation known in the literature as stock return-inflation puzzle. Based on the quarterly data for Germany including stock returns, inflation rates and growth...

Persistent link: https://www.econbiz.de/10010295749

The Role of Oil Price Shocks in Causing U.S. Recessions

Kilian, Lutz; Vigfusson, Robert J. - C.E.P.R. Discussion Papers - 2014

Although oil price shocks have long been viewed as one of the leading candidates for explaining U.S. recessions, surprisingly little is known about the extent to which oil price shocks explain recessions. We provide the first formal analysis of this question with special attention to the...

Persistent link: https://www.econbiz.de/10011083465

Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models

Proietti, Tommaso - In: Studies in Nonlinear Dynamics & Econometrics 3 (2007) 3, pp. 141-156

This paper aims at testing and modeling business-cycle asymmetries within a structural time-series framework, allowing for smooth transition in the parameters characterizing the cyclical component, namely, the damping factor and the frequency. An LM test of linearity is derived, and...

Persistent link: https://www.econbiz.de/10004966233

Parameterizing Unconditional Skewness in Models for Financial Time Series

He, Changli; Silvennoinen, Annastiina; Teräsvirta, Timo - Finance Discipline Group, Business School - 2005

In this paper we consider the third-moment structure of a class of nonlinear time series models. Empirically it is often found that the marginal distribution of financial time series is skewed. Therefore it is of importance to know what properties a model should possess if it is to accommodate...

Persistent link: https://www.econbiz.de/10004980458