Advanced Search
MyIDEAS: Login

RATS program to replicate Skalin and Terasvirta(1999) STAR models and causality tests

Contents:

Author Info

  • Tom Doan

    ()
    (Estima)

Registered author(s):

    Abstract

    Replication file for Skalin and Terasvirta(1999), "Another Look at Swedish Business Cycles, 1861-1988", Journal of Applied Econometrics, vol. 14, no 4, pp 359-78. This fits ESTAR and LSTAR models to a number of long annual macro series from Sweden and does a causality test allowing for threshold effects.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.estima.com/procs_perl/skalin_terasvirta_jae1999.zip
    Download Restriction: no

    Bibliographic Info

    Software component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00191.

    as in new window
    Size:
    Programming language: RATS
    Requires: RATS 8.00
    Date of creation:
    Date of revision:
    Handle: RePEc:boc:bocode:rtz00191

    Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
    Contact details of provider:
    Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
    Phone: 617-552-3670
    Fax: +1-617-552-2308
    Email:
    Web page: http://fmwww.bc.edu/EC/
    More information through EDIRC

    Order Information:
    Web: http://repec.org/docs/ssc.php

    Related research

    Keywords: Threshold model; STAR model;

    Other versions of this item:

    Find related papers by JEL classification:

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:boc:bocode:rtz00191. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.