Threshold Nonlinearities in Output: Some International Evidence

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Threshold Nonlinearities in Output: Some International Evidence

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Peel, D A
Speight, A E H

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David A. Peel

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Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 30 (1998)
Issue (Month): 3 (March)
Pages: 323-33
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Handle: RePEc:taf:applec:v:30:y:1998:i:3:p:323-33

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Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, . "Trends, Fluctuations, and Determinants of Commodity Prices," Borradores de Economia 521, Banco de la Republica de Colombia. [Downloadable!]
R. Paap & H.K. van Dijk, 2002. "Bayes estimates of Markov trends in possibly cointegrated series," Econometric Institute Report 295, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Luis Eduardo Arango & Andrés González, 1998. "Some Evidence Of Smooth Transition Nonlinearity In Colombian Inflation," BORRADORES DE ECONOMIA 003515, BANCO DE LA REPÚBLICA. [Downloadable!]
Other versions:
- Luis Eduardo Arango & Andrés González, . "Some Evidence of Smooth Transition Nonlinearity in Colombian Inflation," Borradores de Economia 105, Banco de la Republica de Colombia. [Downloadable!]
- Arango, Luis E & Gonzalez, Andres, 2001. "Some Evidence of Smooth Transition Non-linearity in Colombian Inflation," Applied Economics, Taylor and Francis Journals, vol. 33(2), pages 155-62, February. [Downloadable!] (restricted)
repec:bep:sndecm:11:2007:3:1322-1322 is not listed on IDEAS
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- P. Siklos, W. Enders & B. Falk, 2006. "A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models," Working Papers eg0052, Wilfrid Laurier University, Department of Economics, revised 2006. [Downloadable!]
R. Paap & H.K. van Dijk, 1999. "Bayes estimates of Markov trends in possibly cointegrated series - an application to US consumption and income," Econometric Institute Report 111, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Other versions:
- Richard Paap & Herman K. van Dijk, 1999. "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to US Consumption and Income," Tinbergen Institute Discussion Papers 99-024/4, Tinbergen Institute. [Downloadable!]
- Paap, R. & Dijk, H.K. van, 2002. "Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income," Econometric Institute Report EI 2002-42 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
- Paap, Richard & van Dijk, Herman K, 2003. "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 547-63, October.
Luis Eduardo Arango & Luis Fernando Melo, . "Expansions and Contractions in Some Latin American Countries: A view Throught Non-Linear Models," Borradores de Economia 186, Banco de la Republica de Colombia. [Downloadable!]
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- Luis Eduardo Arango & Luis Fernando Melo, 2001. "Expansions and Contractions in Some Latin American Countries: A View Throught Non- Linear Models," BORRADORES DE ECONOMIA 002691, BANCO DE LA REPÚBLICA. [Downloadable!]
Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2008. "Trends, Fluctuations, and Determinants of Commodity Prices," BORRADORES DE ECONOMIA 004734, BANCO DE LA REPÚBLICA. [Downloadable!]
Hui Feng & Jia Liu, 2003. "A SETAR model for Canadian GDP: non-linearities and forecast comparisons," Applied Economics, Taylor and Francis Journals, vol. 35(18), pages 1957-1964, December. [Downloadable!] (restricted)
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- Hui Feng & Jia Liu, 2002. "A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons," Econometrics Working Papers 0206, Department of Economics, University of Victoria. [Downloadable!]

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