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Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate

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  • Jean-François Verne

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  • Jean-François Verne, 2021. "Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate," International Econometric Review (IER), Economic Research Association, vol. 13(3), pages 71-88, September.
    • Handle: RePEc:erh:journl:v:13:y:2021:i:3:p:71-88
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    8. Jean-François VERNE, 2011. "An econometric analysis of the output gap fluctuations: The case of Lebanon," Economics Bulletin, AccessEcon, vol. 31(2), pages 1530-1547.
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    10. Francisco Craveiro Dias, 2003. "Nonlinearities over the Business Cycle: an Application of the Smooth Transition Autoregressive Model to characterize GDP dynamics for the Euro-area and Portugal," Working Papers w200309, Banco de Portugal, Economics and Research Department.
    11. Laurent Ferrara, 2009. "Caractérisation et datation des cycles économiques en zone euro," Revue économique, Presses de Sciences-Po, vol. 60(3), pages 703-712.
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