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Threshold Models In Theory And Practice

Author

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  • Zapata, Hector O.
  • Gauthier, Wayne M.

Abstract

Threshold models have gained much recent attention in applied economics for modeling nonlinear behavior. The appeal for these models is due in part to the observable pattern that many economic variables follow, such as asymmetric adjustment towards equilibrium. This paper reviews the literature and provides links to software programs.

Suggested Citation

  • Zapata, Hector O. & Gauthier, Wayne M., 2003. "Threshold Models In Theory And Practice," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35147, Southern Agricultural Economics Association.
    • Handle: RePEc:ags:saeatm:35147
    DOI: 10.22004/ag.econ.35147
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    Cited by:

    1. Eltejaei , Ebrahim & Montazeri Shoorekchali , Jalal, 2021. "Investigating the Relationship between Money Growth and Inflation in Turkey: A Nonlinear Causality Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(3), pages 305-322, September.
    2. Muhammad Asif Khan & Masood Ahmed & József Popp & Judit Oláh, 2020. "US Policy Uncertainty and Stock Market Nexus Revisited through Dynamic ARDL Simulation and Threshold Modelling," Mathematics, MDPI, vol. 8(11), pages 1-20, November.
    3. Isaac Abunyuwah, 2020. "Modeling Market Integration and Asymmetric Price Transmission Dynamics of Yam Markets in Ghana," Journal of Economics and Behavioral Studies, AMH International, vol. 12(3), pages 23-31.
    4. Magdalena Osińska & Tadeusz Kufel & Marcin Błażejowski & Paweł Kufel, 2020. "Modeling mechanism of economic growth using threshold autoregression models," Empirical Economics, Springer, vol. 58(3), pages 1381-1430, March.
    5. Aye, Goodness C. & Odhiambo, Nicholas M., 2021. "Oil prices and agricultural growth in South Africa: A threshold analysis," Resources Policy, Elsevier, vol. 73(C).
    6. Yoo, Do-il, 2022. "Meat Price Volatility with Consumer Learning under Livestock Disease Outbreaks and the COVID-19 Pandemic," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322609, Agricultural and Applied Economics Association.
    7. Gnegne, Yacouba & Jawadi, Fredj, 2013. "Boundedness and nonlinearities in public debt dynamics: A TAR assessment," Economic Modelling, Elsevier, vol. 34(C), pages 154-160.
    8. T.P. Koirala Ph.D., 2012. "Inflation Persistence in Nepal: A TAR Representation," NRB Working Paper 11/2012, Nepal Rastra Bank, Research Department.

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    Keywords

    Research Methods/ Statistical Methods;

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