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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
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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
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Cointegration analysis with mixed-frequency data
Seong, Byeongchan (contributor); Ahn, Sung K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496561
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Trend extraction with a judgement-augmented Hodrick-Prescott filter
Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 39 (2010) 3, pp. 703-711
Persistent link: https://www.econbiz.de/10008747631
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Modeling inflation rate factors on present consumption price index in Ethiopia : threshold autoregressive models approach
Abebe, Alebachew; Temesgen, Aboma; Kebede, Belete - In: Future Business Journal 9 (2023), pp. 1-12
utilized for data handling technique using least square estimation. Results The results showed that monthly rate of inflation …
Persistent link: https://www.econbiz.de/10014381931
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Méthodes dʾinférence exactes pour un modèle de régression avec erreurs AR(2) Gaussiennes
Dufour, Jean-Marie; Neifar, Malika - In: L' Actualité économique : revue trimest. 80 (2004) 4, pp. 593-618
Persistent link: https://www.econbiz.de/10003147174
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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
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Méthodes d'inférence exactes pour des processus autorégressifs : une approche fondée sur des tests induits
Dufour, Jean-Marie; Neifar, Malika - In: L' Actualité économique : revue trimest. 78 (2002) 1, pp. 19-40
Persistent link: https://www.econbiz.de/10001721820
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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
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Méthodes d'inférence exactes pour un modèle de régression avec erreur AR(2) gaussiennes
Dufour, Jean-Marie (contributor); Neifar, Malika (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947831