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International consumption risk sharing

Canova, Fabio; Ravn, Morten O. - 1993

Persistent link: https://www.econbiz.de/10000889861

Price smoothing policies : a welfare analysis

Canova, Fabio - 1992

Persistent link: https://www.econbiz.de/10000860997

Predicting excess returns in financial markets

Canova, Fabio; Marrinan, Jane Ellen - 1993

Persistent link: https://www.econbiz.de/10000865568

Statistical inference in calibrated models

Canova, Fabio - 1993

Persistent link: https://www.econbiz.de/10000877153

Evaluating a real business cycle model

Canova, Fabio; Finn, M.; Pagan, Adrian R. - 1993

Persistent link: https://www.econbiz.de/10000877155

Sources and propagation of international business cycles : common shocks or transmisson?

Canova, Fabio - 1993

Persistent link: https://www.econbiz.de/10000877157

Smooth transition models

Teräsvirta, Timo - 1996

Persistent link: https://www.econbiz.de/10000953743

Modelling economic relationships with smooth transition regressions

Teräsvirta, Timo - 1996

Persistent link: https://www.econbiz.de/10000955669

Fourth moment structure of the GARCH (p, q) process

He, Changli; Teräsvirta, Timo - 1997

Persistent link: https://www.econbiz.de/10000960148

Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressions

Strikholm, Birgit (contributor); … - 2005 - [Elektronische Ressource], Rev. February 11, 2005

In this paper we propose a method for determining the number of regimes in threshold autoregressive models using smooth transition autoregression as a tool. As the smooth transition model is just an approximation to the threshold autoregressive one, no asymptotic properties are claimed for the...

Persistent link: https://www.econbiz.de/10002535492