Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables
Year of publication: |
2014
|
---|---|
Authors: | Fahmy, Hany |
Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 23.2014, 4, p. 577-600
|
Publisher: |
Springer |
Subject: | Smooth transition regression models | Commodity prices | Threshold models | Regime switching models | Border prices | Free on board | Cost and freight | Oil price | Inflation |
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