Grain prices, oil prices, and multiple smooth breaks in a VAR
Year of publication: |
Sep 2016
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Authors: | Enders, Walter ; Jones, Paul |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 20.2016, 4, p. 399-419
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Subject: | flexible Fourier form | nonlinear VAR | smooth structural breaks | Ölpreis | Oil price | Strukturbruch | Structural break | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Getreidepreis | Grain price | Nichtlineare Regression | Nonlinear regression |
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