Bayesian Analysis of Endogenous Delay Threshold Models
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Other versions of this item:
- Gary Koop & Simon M. Potter, 2000. "Bayesian Analysis of Endogenous Delay Threshold Models," ESE Discussion Papers 11, Edinburgh School of Economics, University of Edinburgh.
References listed on IDEAS
- Koop, Gary & Potter, Simon M, 1999. "Dynamic Asymmetries in U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 298-312, July.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008.
"Forecasting Substantial Data Revisions in the Presence of Model Uncertainty,"
Royal Economic Society, vol. 118(530), pages 1128-1144, July.
- Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2006/02, Reserve Bank of New Zealand.
- Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, Department of Economics, Mathematics & Statistics.
- Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino, 2007.
"The transmission mechanism in a changing world,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 22(1), pages 39-61.
- Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO, 2003. "The transmission mechanism in a changing world," Economics Working Papers ECO2003/18, European University Institute.
- Artis, Michael J & Galvão, Ana Beatriz C & Marcellino, Massimiliano, 2003. "The Transmission Mechanism in a Changing World," CEPR Discussion Papers 4014, C.E.P.R. Discussion Papers.
- Tomas Konecny & Oxana Babecka-Kucharcukova, 2016.
"Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic,"
Czech Journal of Economics and Finance (Finance a uver),
Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 302-321, August.
- Konečný, Tomáš & Babecká Kucharčuková, Oxana, 2014. "Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic," Working Paper Series 1730, European Central Bank.
- Michal Franta, 2016.
"The Effect of Nonlinearity between Credit Conditions and Economic Activity on Density Forecasts,"
Journal of Forecasting,
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- Michal Franta, 2013. "The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts," Working Papers 2013/09, Czech National Bank, Research Department.
- Knight John & Satchell Stephen, 2011. "Some New Results for Threshold AR(1) Models," Journal of Time Series Econometrics, De Gruyter, vol. 3(2), pages 1-42, April.
- Gary Koop & Simon M. Potter, 2009.
"Prior Elicitation In Multiple Change-Point Models,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 751-772, August.
- Gary Koop & Simon M. Potter, 2004. "Prior elicitation in multiple change-point models," Staff Reports 197, Federal Reserve Bank of New York.
- Gary Koop & Simon M. Potter, 2007. "Prior Elicitation in Multiple Change-point Models," Working Paper series 17_07, Rimini Centre for Economic Analysis.
- Gary Koop & Simon M. Potter, 2004. "Prior Elicitation in Multiple Change-point Models," Discussion Papers in Economics 04/26, Department of Economics, University of Leicester.
- Franta, Michal, 2017.
"Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 75(C), pages 136-157.
- Michal Franta, 2015. "Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence," Working Papers 2015/04, Czech National Bank, Research Department.
- Polemis, Michael & Stengos, Thanasis, 2017.
"Does Competition Prevent Industrial Pollution? Evidence from a Panel Threshold Model,"
85177, University Library of Munich, Germany.
- Michael L. Polemis & Thanasis Stengos, 2017. "Does Competition Prevent Industrial Pollution? Evidence from a Panel Threshold Model," Working Paper series 17-07, Rimini Centre for Economic Analysis.
- Yuzhi Cai & Guodong Li, 2018. "A novel approach to modelling the distribution of financial returns," Working Papers 2018-22, Swansea University, School of Management.
- Giannikis, D. & Vrontos, I.D. & Dellaportas, P., 2008. "Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1549-1571, January.
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