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~person:"Jawadi, Fredj"
~person:"Ubilava, David"
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Search: subject:"smooth-transition"
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Research Methods/ Statistical Methods
7
Demand and Price Analysis
6
El Nino Southern Oscillation
6
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6
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6
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6
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Jawadi, Fredj
Ubilava, David
Teräsvirta, Timo
41
Belke, Ansgar
40
Beckmann, Joscha
32
Caggiano, Giovanni
23
Castelnuovo, Efrem
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Cheikh, Nidhaleddine Ben
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4
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4
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RePEc
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ECONIS (ZBW)
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1
A comparison of multistep commodity price forecasts using direct and iterated
smooth
transition
autoregressive methods
Ubilava, David
- In:
Agricultural economics : the journal of the …
53
(
2022
)
5
,
pp. 687-701
Persistent link: https://www.econbiz.de/10013464748
Saved in:
2
Price transmission in conflict-affected states : evidence from cereal markets of Somalia
Hastings, Justin V.
;
Phillips, Sarah G.
;
Ubilava, David
; …
- In:
Journal of African economies
31
(
2022
)
3
,
pp. 272-291
Persistent link: https://www.econbiz.de/10013253546
Saved in:
3
Smooth transitions across latitudes and longitudes : an application of a nonlinear panel regression to the climate-economics nexus
Ubilava, David
;
Villoria, Nelson Benjamin
;
Tack, Jesse B.
- In:
Economics letters
182
(
2019
),
pp. 114-117
Persistent link: https://www.econbiz.de/10012122445
Saved in:
4
On the Relationship between Financial Instability and Economic Performance: Stressing the Business of Nonlinear Modelling
Ubilava, David
-
Agricultural and Applied Economics Association - AAEA
-
2014
economic performance. Using
smooth
transition
and vector
smooth
transition
autoregressions, this research assesses nonlinear …
Persistent link: https://www.econbiz.de/10011068757
Saved in:
5
The ENSO Effect on World Wheat Market Dynamics: Smooth Transitions in Asymmetric Price Transmission
Ubilava, David
-
Agricultural and Applied Economics Association - AAEA
-
2014
transmission in response to ENSO-related supply shocks, using univariate and multivariate
smooth
transition
modelling frameworks …
Persistent link: https://www.econbiz.de/10011069027
Saved in:
6
International Wheat Price Responses to ENSO Shocks: Modelling Transmissions Using Smooth Transitions
Ubilava, David
-
School of Economics, Faculty of Arts and Social Sciences
-
2014
(ENSO), on wheat prices from the major exporting regions. The study adopts a
smooth
transition
modelling framework to …
Persistent link: https://www.econbiz.de/10011094565
Saved in:
7
The role of El Niño Southern Oscillation in commodity price movement and predictability
Ubilava, David
- In:
American journal of agricultural economics
100
(
2018
)
1
,
pp. 239-263
Persistent link: https://www.econbiz.de/10011959363
Saved in:
8
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
9
El Niño Southern Oscillation and Primary Agricultural Commodity Prices: Causal Inferences from
Smooth
Transition
Models
Ubilava, David
-
Australian Agricultural and Resource Economics Society …
-
2013
primary agricultural commodities. I apply
smooth
transition
auoregressive (STAR) modelling techniques to assess causal …
Persistent link: https://www.econbiz.de/10011070405
Saved in:
10
Forecasting ENSO with a
smooth
transition
autoregressive model
Ubilava, David
;
Helmers, C Gustav
-
Volkswirtschaftliche Fakultät, …
-
2012
Oscillation (ENSO) phenomenon. The paper adopts a
smooth
transition
autoregressive (STAR) modelling framework to assess the …
Persistent link: https://www.econbiz.de/10009650693
Saved in:
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