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Smooth threshold autoregressive models and Markov process : an application to the Lebanese GDP growth rate

Verne, Jean-François - In: International econometric review 13 (2021) 3, pp. 71-88

This paper analyzes the evolution of the Lebanese GDP growth rate over the period 1970- 2019 by estimating two kinds of switching models: The Smooth Transition Autoregressive (STAR) model and the model of the Markov process. These models show, on the one hand, asymmetries in the evolution of GDP...

Persistent link: https://www.econbiz.de/10012816175

Further evidence regarding nonlinear trend reversion of real GDP and the CPI

Shelley, Gary L.; Wallace, Frederick H. - In: Economics letters 112 (2011) 1, pp. 56-59

Persistent link: https://www.econbiz.de/10009242146

Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions

Clements, Michael P.; Krolzig, Hans-Martin - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 196-211

Persistent link: https://www.econbiz.de/10001728896

Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?

Clements, Michael P.; Krolzig, Hans-Martin - In: International journal of finance & economics : IJFE 9 (2004) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001904952

Business cycle asymmetries : characterisation and testing based on Markov-switching autoregressions

Clements, Michael P.; Krolzig, Hans-Martin - 1998

Persistent link: https://www.econbiz.de/10001370037

A Monte Carlo study of the forecasting performance of empirical SETAR models

Clements, Michael P.; Smith, Jeremy - In: Journal of applied econometrics 14 (1999) 2, pp. 123-141

Persistent link: https://www.econbiz.de/10001387355

Inclusion of older annual data into time series models for recent quarterly data

Franses, Philip Hans - In: Applied economics letters 28 (2021) 19, pp. 1717-1721

Persistent link: https://www.econbiz.de/10012652580

Quantile-based asymmetric dynamics of real GDP growth

Liu, Xiaochun - In: Macroeconomic dynamics 24 (2020) 8, pp. 1960-1988

Persistent link: https://www.econbiz.de/10012404222

Using the spatial autoregressively distributed lag model in assessing the regional convergence of per-capita income in the EU25

Olejnik, Alicja - In: Papers in regional science : the journal of the … 87 (2008) 3, pp. 371-384

Persistent link: https://www.econbiz.de/10003784646

Model-based clustering of non-Gaussian panel data based on skew-t distributions

Juárez, Miguel A.; Steel, Mark F. J. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 52-66

Persistent link: https://www.econbiz.de/10003992797

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