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Testing for sign and amplitude asymmetries using threshold autoregressions

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  • Coakley, Jerry
  • Fuertes, Ana-Maria

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  • Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Testing for sign and amplitude asymmetries using threshold autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 623-654, April.
    • Handle: RePEc:eee:dyncon:v:30:y:2006:i:4:p:623-654
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    Cited by:

    1. Jürgen Bierbaumer-Polly & Werner Hölzl, 2016. "Business Cycle Dynamics and Firm Heterogeneity. Evidence for Austria Using Survey Data," WIFO Working Papers 504, WIFO.

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