Search Results - subject:"smooth transition function"

The interest rate sensitivity of house prices : international evidence on its state dependence

Burgert, Matthias; Eugster, Johannes; Otten, Victoria - 2024

Persistent link: https://www.econbiz.de/10014490486

Estimating structural change in the Japanese beef import market in the wake of BSE : a smooth transition approach

Ning, Xin; Grant, Jason; Peterson, Everett B. - In: Journal of agricultural and resource economics : JARE ; … 47 (2022) 1, pp. 97-113

Persistent link: https://www.econbiz.de/10012990331

Sticky prices and the transmission mechanism ofmonetary policy : a minimal test of New Keynesian models

Ascari, Guido; Haber, Timo - 2019

Persistent link: https://www.econbiz.de/10012177509

Short-horizon excess returns and exchange rate and interest rate effects

Joseph, Nathan Lael; Lambertides, Neophytos; Savva, … - In: Journal of international financial markets, … 37 (2015), pp. 54-76

Persistent link: https://www.econbiz.de/10011474975

Estimating Asymmetric Advertising Response: An Application to U.S. Nonalcoholic Beverage Demand

Zheng, Yuqing; Kaiser, Harry M. - In: Journal of Agricultural and Applied Economics 40 (2008) 03

changes. With the introduction of a smooth transition function, the model features smooth rather than abrupt parameter changes …

Persistent link: https://www.econbiz.de/10005802785

The role of cross-sectional heterogeneity for magnitude and timing of the euro's trade effect

Herwartz, Helmut; Weber, Henning - In: Journal of international money and finance 37 (2013), pp. 48-74

Persistent link: https://www.econbiz.de/10010209166

The role of cross-sectional heterogeneity for magnitude and timing of the euro's trade effect

Herwartz, Helmut; Weber, Henning - In: Journal of International Money and Finance 37 (2013) C, pp. 48-74

This paper examines the role of cross-sectional heterogeneity for estimating the euro's effect on euro-area trade. In the empirical analysis, the impact of trade costs on trade and the transition dynamics to the new monetary regime can vary cross-sectionally in trade sectors and country pairs....

Persistent link: https://www.econbiz.de/10010869447