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Nonlinear impact estimation in spatial autoregressive models
Ay, Jean-Sauveur; Ayouba, Kassoum; Le Gallo, Julie - In: Economics letters 163 (2018), pp. 59-64
Persistent link: https://www.econbiz.de/10011982927
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A two-sided Bernoulli-based CUSUM control chart with autocorrelated observations
Fatemi Ghomi, S. M. T.; Sogandi, F. - In: Journal of industrial engineering international 15 (2019) 2, pp. 287-292
first-order dependence. On the other hand, the Bernoulli CUSUM control chart which is not robust to autocorrelation can be …
Persistent link: https://www.econbiz.de/10012020126
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Investigating fiscal and monetary policies coordination and public debt in Kenya : evidence from regime-switching and self-exciting threshold autoregressive models
Ng'ang'a, William Irungu; Chevallier, Julien; Ndiritu, … - 2019
This study explored the nature of fiscal and monetary policy coordination and its impact on long-run sustainability in Kenya. The study employed annual time series data from 1963 to 2014. Two objectives were investigated. (i) The determinants ofmonetary and fiscal policy rules under different...
Persistent link: https://www.econbiz.de/10012022022
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Ordinary and Markov-switching autoregressive models for firm-level underwriting data
Feng, Frank Y.; Powers, Michael R. - In: Asia-Pacific journal of risk and insurance : APJRI 13 (2019) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10012120658
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Combination schemes for turning point predictions
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
Persistent link: https://www.econbiz.de/10011629026
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Convolution copula econometrics
Cherubini, Umberto; Gobbi, Fabio; Mulinacci, Sabrina - 2016 - 1st ed. 2016
Persistent link: https://www.econbiz.de/10011580408
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A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing
Lesage, James P.; Vance, Colin; Chih, Yao-Yu - 2016
Persistent link: https://www.econbiz.de/10011569493
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Assessing nonlinear dynamics of central bank reaction function : the case of Mozambique
Nhapulo, Gerson; Nicolau, João - In: The South African journal of economics 85 (2017) 1, pp. 28-51
Persistent link: https://www.econbiz.de/10011667413
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Can linear predictability models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios
Bianchi, Daniele; Guidolin, Massimo - In: The journal of real estate finance and economics 49 (2014) 1, pp. 116-164
Persistent link: https://www.econbiz.de/10010422318
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On the regime-switching and asymmetric dynamics of economic growth in the OECD countries
Singh, Tarlok - In: Research in economics : an international review of economics 68 (2014) 2, pp. 169-192
Persistent link: https://www.econbiz.de/10010465650