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This thesis is mainly concerned with the estimation of parameters of a first-order Smooth Threshold Autoregressive (STAR) model with delay parameter one. The estimation procedures include classical and Bayesian methods from a parametric and a semiparametric point of view.As the theoretical...
Persistent link: https://www.econbiz.de/10009434818
``Mathematical Models of Hysteresis``. Thus, before discussing the proposed research in detail, it is worthwhile to describe and … of hysteresis. All these models have a common generic feature; they are constructed as superpositions of simplest … these models and such topics as: the critical state model for superconducting hysteresis, the classical Stoner …
Persistent link: https://www.econbiz.de/10009435628
Mathematical Models of Hysteresis''. Thus, before discussing the proposed research in detail, it is worthwhile to describe and … of hysteresis. All these models have a common generic feature; they are constructed as superpositions of simplest … these models and such topics as: the critical state model for superconducting hysteresis, the classical Stoner …
Persistent link: https://www.econbiz.de/10009436083
analytically. Under certain conditions the model exhibits hysteresis, i.e. temporary shocks on the price level or the unemployment …
Persistent link: https://www.econbiz.de/10009442382
optimal investment trigger is considerably higher. Hence real options give an explanation for economic hysteresis. The reason …
Persistent link: https://www.econbiz.de/10009443735
rate and the international trade. Such phenomenon is called hysteresis.In this sense, the objective of this work is to … verify the existence of hysteresis in the Brazilianinternational trade with special interest in the agricultural sector. The … results indicate existence of simple hysteresis in the exchange rate and in the Brazilian imports as well weakhysteresis in …
Persistent link: https://www.econbiz.de/10009479515
Motivated by a strong degree of hysteresis in the stock of monetization observed after the end of hyperinflations, I … literature, I show that when hysteresis is possible, an orthodox fiscal-monetary reform that successfully stops a speculative …
Persistent link: https://www.econbiz.de/10012530116
This dissertation consists of three essays pertaining to the causes of the levels and composition of the international trade flows of nations, and the consequential implications for the levels of per capita income and welfare of their populations. The first of these documents a pattern of...
Persistent link: https://www.econbiz.de/10009429356