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Melika Ben Salem

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Mélika Ben Salem & Chahir Zaki, 2017. "Revisiting the Impact of Trade Openness on Informal and Irregular Employment in Egypt," Working Papers 1107, Economic Research Forum, revised 06 2002.

    Cited by:

    1. HAYAKAWA,Kazunobu & KEOLA, Souknilanh & SUDSAWASD, Sasatra & YAMANOUCHI, Kenta, 2024. "International Bridges and Informality," IDE Discussion Papers 914, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    2. Giorgia Giovannetti & Enrico Marvasi & Arianna Vivoli, 2021. "The asymmetric effects of 20 years of tariff reforms on Egyptian workers," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(1), pages 89-130, April.
    3. Giorgia Giovannetti & Enrico Marvasi & Arianna Vivoli, 2020. "The asymmetric effects of twenty years of tariff reforms on Egyptian workers," Working Papers LuissLab 20156, Dipartimento di Economia e Finanza, LUISS Guido Carli.

  2. M. Ben Salem & B. Castelletti-Font, 2016. "Which combination of fiscal and external imbalances to determine the long-run dynamics of sovereign bond yields?," Working papers 606, Banque de France.

    Cited by:

    1. Stéphanie Pamies & Nicolas Carnot & Anda Pătărău, 2021. "Do Fundamentals Explain Differences between Euro Area Sovereign Interest Rates?," European Economy - Discussion Papers 141, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    2. Mélika Ben Salem & Barbara Castelletti Font, 2017. "Determinants of sovereign bond yields: the role of fiscal and external imbalances," Rue de la Banque, Banque de France, issue 53, december.
    3. Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022. "Sovereign bond market integration in the euro area: a new empirical conceptualization," Annals of Operations Research, Springer, vol. 318(1), pages 147-161, November.
    4. Bennouna, Hicham, 2019. "Interest rate pass-through in Morocco: Evidence from bank-level survey data," Economic Modelling, Elsevier, vol. 80(C), pages 142-157.
    5. Nicolas Afflatet, 2019. "Public Interest Payments and Bond Yields: A Panel Data Estimation for the Eurozone," Applied Economics and Finance, Redfame publishing, vol. 6(1), pages 109-117, January.

  3. Mélika Ben Salem & Isabelle Bensidoun, 2012. "The heterogeneity of informal employment and segmentation in the Turkish labour market," Post-Print halshs-01118561, HAL.

    Cited by:

    1. Isabelle Bensidoun & Ali Souag, 2013. "Emploi informel en Algérie : caractéristiques et raisons d'être," Working Papers halshs-00965775, HAL.
    2. Deguilhem, Thibaud & Berrou, Jean-Philippe & Combarnous, François, 2017. "Using your ties to get a worse job? The differential effects of social networks on quality of employment: Evidence from Colombia," MPRA Paper 78628, University Library of Munich, Germany.
    3. Enrique Alaniz & T.H. Gindling & Catherine Mata & Diego Rojas, 2021. "Heterogeneous informality in Costa Rica and Nicaragua," WIDER Working Paper Series wp-2021-50, World Institute for Development Economic Research (UNU-WIDER).
    4. Thibaud Deguilhem & Jean-Philippe Berrou & François Combarnous, 2019. "Using your Ties to Get a Worse Job? The Differential Effects of Social Networks on Quality of Employment in Colombia," Post-Print halshs-02276337, HAL.
    5. Christine ABLAZA & Mark WESTERN & Wojtek TOMASZEWSKI, 2021. "Good jobs and bad jobs for Indonesia's informal workers," International Labour Review, International Labour Organization, vol. 160(1), pages 143-168, March.
    6. Duman, Anil, 2020. "Pay Gaps and Mobility for Lower and Upper Tier Informal Sector Employees: an investigation of the Turkish labor market," GLO Discussion Paper Series 655, Global Labor Organization (GLO).
    7. Rayees Ahmad Sheikh & Sarthak Gaurav & Trupti Mishra, 2021. "Race among equals? An inquiry into the segmentation of Indian labor market," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2180-2206, November.
    8. Nimoh, Nana C. & Ali, Abdilahi & Syme, Tony, 2020. "Earnings gaps, Segmentation and Competitiveness in the Ghanaian Labour Market," EconStor Preprints 214817, ZBW - Leibniz Information Centre for Economics.

  4. Frédérique Bec & Mélika Ben Salem, 2012. "Inventory Investment and the Business Cycle : The usual Suspect," Working Papers 2012-09, Center for Research in Economics and Statistics.

    Cited by:

    1. Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier, 2021. "Dating business cycles in France: a reference chronology," SciencePo Working papers Main hal-03373425, HAL.
    2. Frederique Bec & Marie Bessec, 2013. "Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors," Economics Bulletin, AccessEcon, vol. 33(3), pages 2209-2222.

  5. Mélika Ben Salem & Isabelle Bensidoun & Selin Pelek, 2011. "Informal employment in Turkey: an overview," Post-Print halshs-00754514, HAL.

    Cited by:

    1. Mónica Jiménez, 2017. "La calidad del empleo y sus consecuencias para el mercado de trabajo de las medianas y grandes empresas y del sector público de argentina," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 40(79), pages 133-180.
    2. Pelek, Selin, 2013. "The impact of the minimum wage on the wage distribution: Evidence from Turkey," GIAM Working Papers 13-8, Galatasaray University Economic Research Center.
    3. Elif Oznur Acar & Aysit Tansel, 2014. "Defining and Measuring Informality in the Turkish Labor Market," Koç University-TUSIAD Economic Research Forum Working Papers 1417, Koc University-TUSIAD Economic Research Forum.
    4. Isabelle Bensidoun & Ali Souag, 2013. "Emploi informel en Algérie : caractéristiques et raisons d'être," Working Papers halshs-00965775, HAL.
    5. Carlos SOTO IGUARAN, 2011. "The Turkish Welfare Regime Under Pressure: Resilience Or Change?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 34, pages 85-112.
    6. Selin Pelek, 2015. "The Employment Effect of the Minimum Wage: An Empirical Analysis From Turkey," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 4(1), pages 49-68, January.
    7. Cem Başlevent & Ayşenur Acar, 2015. "Recent trends in informal employment in Turkey," Yildiz Social Science Review, Yildiz Technical University, vol. 1(1), pages 77-88.
    8. Mélika Salem & Isabelle Bensidoun, 2012. "The heterogeneity of informal employment and segmentation in the Turkish labour market," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 17(4), pages 578-592.

  6. Mélika Ben Salem & Antoine Bozio & Muriel Roger, 2010. "Labor Force Participation by the elderly and employment of the Young. The case of France," Post-Print halshs-00754794, HAL.

    Cited by:

    1. Michela Bia & Pierre-Jean Messe & Roberto Leombruni, 2010. "Young-in Old-out: a new evaluation," TEPP Working Paper 2010-14, TEPP.
    2. Luc Arrondel & Majdi Debbich & Frédérique Savignac, 2013. "Financial Literacy and Financial Planning in France," Post-Print halshs-00859682, HAL.
    3. P. C. Albuquerque, 2015. "Demographics and the Portuguese economic growth," Working Papers Department of Economics 2015/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    4. Luc Behaghel & Didier Blanchet & Thierry Debrand & Muriel Roger, 2011. "Disability and social security reforms: The French case," PSE Working Papers halshs-00556722, HAL.
    5. Simon Rabaté & Julie Rochut, 2017. "Employment and Substitution Effects of Raising the Statutory Eligibility Age in France," Working Papers halshs-01622346, HAL.
    6. Zhen Hu & James Yang, 2021. "Does Delayed Retirement Crowd Out Workforce Welfare? Evidence in China," SAGE Open, , vol. 11(4), pages 21582440211, November.
    7. Eichhorst, Werner & Boeri, Tito & De Coen, An & Galasso, Vincenzo & Kendzia, Michael Jan & Steiber, Nadia, 2013. "How to Combine the Entry of Young People in the Labour Market with the Retention of Older Workers?," IZA Discussion Papers 7829, Institute of Labor Economics (IZA).
    8. Olivier Baguelin & Delphine Remillon, 2014. "Unemployment insurance and management of the older workforce in a dual labor market: Evidence from France," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02541396, HAL.
    9. Etienne Lalé, 2018. "Turbulence and the employment experience of older workers," Quantitative Economics, Econometric Society, vol. 9(2), pages 735-784, July.
    10. Martha Alicia Yánez Contreras & Cristian David Maldonado Pedroza & Katherin Paola Del Risco Serje, 2016. "Participación laboral de la población de 60 anos de edad o más en Colombia," Revista de Economía del Caribe 14790, Universidad del Norte.
    11. D. Blanchet & S. Buffeteau & E. Crenner & S. Le Minez, 2010. "The new Destinie 2 microsimulation model: main characteristics and illustrative results," Documents de Travail de l'Insee - INSEE Working Papers g2010-13, Institut National de la Statistique et des Etudes Economiques.

  7. Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2009. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," CIRANO Working Papers 2009s-18, CIRANO.

    Cited by:

    1. Peter Martey Addo & Monica Billio & Dominique Guegan, 2011. "A New Modelling Test: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne 11083r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Aug 2013.
    2. Grossmann, Axel & McMillan, David G., 2010. "Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 436-450, October.
    3. Stephen Norman, 2009. "Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one," Economics Bulletin, AccessEcon, vol. 29(3), pages 2152-2173.
    4. Sandberg, Rickard, 2016. "Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined," Economic Modelling, Elsevier, vol. 52(PB), pages 699-713.
    5. Bec, Frédérique & Zeng, Songlin, 2013. "Are Southeast Asian real exchange rates mean reverting?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 265-282.
    6. Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2009. "3-Regime symmetric STAR modeling and exchange rate reversion," SIRE Discussion Papers 2009-07, Scottish Institute for Research in Economics (SIRE).
    7. Nicolau João, 2011. "Purchasing Power Parity Analyzed from a Continuous-Time Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(3), pages 1-26, May.
    8. Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01310518, HAL.
    9. Donayre Luiggi, 2015. "Do monetary policy shocks generate TAR or STAR dynamics in output?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 227-247, April.
    10. Ming Chien Lo & James Morley, 2013. "Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle," Discussion Papers 2013-05, School of Economics, The University of New South Wales.
    11. Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
    12. Zhang, Lingxiang, 2013. "Modeling China's inflation dynamics: An MRSTAR approach," Economic Modelling, Elsevier, vol. 31(C), pages 440-446.
    13. Norman, Stephen & Phillips, Kerk L., 2009. "What is the Shape of Real Exchange Rate Nonlinearity?," MPRA Paper 23504, University Library of Munich, Germany.
    14. Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2009. "Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion," Working Papers 2009_26, Business School - Economics, University of Glasgow.
    15. Joon Y. Park & Mototsugu Shintani, 2006. "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography 321307000000000316, UCLA Department of Economics.
    16. Daiki Maki & Shin-ichi Kitasaka, 2015. "Residual-based tests for cointegration with three-regime TAR adjustment," Empirical Economics, Springer, vol. 48(3), pages 1013-1054, May.
    17. Meher Manzur, 2018. "Exchange rate economics is always and everywhere controversial," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 216-232, January.
    18. Christian Gouriéroux & Joann Jasiak & Alain Monfort, 2020. "Stationary Bubble Equilibria in Rational Expectation Models," Post-Print hal-03330912, HAL.
    19. McMillan, David G., 2009. "The confusing time-series behaviour of real exchange rates: Are asymmetries important?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 692-711, October.
    20. Samet Gunay & Walid Bakry & Somar Al-Mohamad, 2021. "The Australian Stock Market’s Reaction to the First Wave of the COVID-19 Pandemic and Black Summer Bushfires: A Sectoral Analysis," JRFM, MDPI, vol. 14(4), pages 1-19, April.
    21. Corbet, Shaen & Goodell, John W. & Günay, Samet, 2022. "What drives DeFi prices? Investigating the effects of investor attention," Finance Research Letters, Elsevier, vol. 48(C).
    22. Peter Martey Addo & Monica Billio & Dominique Guegan, 2011. "A test for a new modelling : The Univariate MT-STAR Model," Post-Print halshs-00659158, HAL.
    23. Joon Y. Park & Mototsugu Shintani, 2016. "Testing For A Unit Root Against Transitional Autoregressive Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 635-664, May.
    24. Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi, 2013. "Exchange rate pass-through and inflation: A nonlinear time series analysis," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 512-527.
    25. Frédérique Bec & Alain Guay & Heino Bohn Nielsen & Sarra Saïdi, 2022. "Power of unit root tests against nonlinear and noncausal alternatives," THEMA Working Papers 2022-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    26. Cho, Dooyeon & Doblas-Madrid, Antonio, 2014. "Trade intensity and purchasing power parity," Journal of International Economics, Elsevier, vol. 93(1), pages 194-209.
    27. Xie, Zixiong & Chen, Shyh-Wei & Hsieh, Chun-Kuei, 2021. "Facing up to the polysemy of purchasing power parity: New international evidence," Economic Modelling, Elsevier, vol. 98(C), pages 247-265.
    28. Kim, Bong-Han & Min, Hong-Ghi & Moh, Young-Kyu, 2010. "Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study," Economic Modelling, Elsevier, vol. 27(5), pages 1167-1177, September.
    29. Lo Ming Chien, 2008. "Nonlinear PPP Deviations: A Monte Carlo Investigation of Their Unconditional Half-Life," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(4), pages 1-31, December.
    30. Enders, Walter & Pascalau, Razvan, 2015. "Pretesting for multi-step-ahead exchange rate forecasts with STAR models," International Journal of Forecasting, Elsevier, vol. 31(2), pages 473-487.
    31. Mauro Ferreira, 2011. "Capturing asymmetry in real exchange rate with quantile autoregression," Applied Economics, Taylor & Francis Journals, vol. 43(3), pages 327-340.
    32. Samet Gunay & Kerem Kaskaloglu & Shahnawaz Muhammed, 2021. "Bitcoin and Fiat Currency Interactions: Surprising Results from Asian Giants," Mathematics, MDPI, vol. 9(12), pages 1-18, June.

  8. Frédérique BEC & Mélika BEN SALEM & Ronald MACDONALD, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2006024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Nicolas Million, 2006. "Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain," Post-Print halshs-00119051, HAL.
    2. Aidil Rizal SHAHRIN, 2015. "Has Nonlinearity Resolved The A Nomaly Of Unit Root Behaviour In Forward Discount ? New Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 70-80, March.
    3. Gilles Dufrenot & Laurent Mathieu & Valerie Mignon & Anne Peguin-Feissolle, 2006. "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Applied Economics, Taylor & Francis Journals, vol. 38(2), pages 203-229.
    4. Penelope Smith, 2006. "Bayesian Inference for a Threshold Autoregression with a Unit Root," Melbourne Institute Working Paper Series wp2006n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    5. Sofiane Sekioua, 2004. "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003 85, Money Macro and Finance Research Group.
    6. Million, N., 2008. "Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d.intérêt réel américain," Working papers 201, Banque de France.
    7. Sofiane Hicham Sekioua, 2003. "The Nominal Exchange Rate and Monetary Fundamentals: Evidence from Nonlinear Unit Root Tests," Economics Bulletin, AccessEcon, vol. 6(1), pages 1-13.
    8. Nicolas Million, 2006. "Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00119051, HAL.
    9. Sekioua, Sofiane H., 2008. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life," Journal of International Money and Finance, Elsevier, vol. 27(1), pages 76-101, February.
    10. Benbouziane, Mohamed & Benamar, Abdelhak, 2006. "The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective," MPRA Paper 13853, University Library of Munich, Germany, revised 2007.
    11. Sekioua, Sofiane H., 2006. "Nonlinear adjustment in the forward premium: evidence from a threshold unit root test," International Review of Economics & Finance, Elsevier, vol. 15(2), pages 164-183.

Articles

  1. Bec Frédérique & Salem Melika Ben, 2013. "Inventory investment and the business cycle: the usual suspect," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 335-343, May.
    See citations under working paper version above.
  2. Melika BEN SALEM & Isabelle BENSIDOUN & Selin PELEK, 2011. "Informal Employment In Turkey: An Overview," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 34, pages 57-84.
    See citations under working paper version above.
  3. Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2010. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model," Annals of Economics and Statistics, GENES, issue 99-100, pages 395-427.
    See citations under working paper version above.
  4. Frédérique Bec & Anders Rahbek & Mélika Ben Salem, 2008. "Purchasing power parity: A nonlinear multivariate perspective," Economics Bulletin, AccessEcon, vol. 6(39), pages 1-6.

    Cited by:

    1. Deokwoo Nam, 2011. "The Roles of Nominal Exchange Rate and Relative Price Adjustments in PPP Reversion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 775-785, June.
    2. Frédérique Bec & Mélika Ben Salem, 2004. "L'ajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ?," Revue d'économie politique, Dalloz, vol. 114(4), pages 467-488.

  5. Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Recherches économiques de Louvain, De Boeck Université, vol. 72(2), pages 177-194.
    See citations under working paper version above.
  6. Frederic Bec & Melika Ben Salem & Marine Carrasco, 2004. "Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 382-395, October.

    Cited by:

    1. Santeramo, Fabio Gaetano & Cioffi, Antonio & Vitale, Cosimo Damiano, 2014. "A Threshold-Var Approach To Assess The Efficacy Of The Eu Import Regime," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 2(1), pages 1-12, January.
    2. Tsong Ching-Chuan, 2012. "Unit Root Testing with Stationary Covariates in the Framework of Asymmetric STAR Nonlinearity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-27, December.
    3. Tsong Ching-Chuan, 2012. "Unit Root Testing with Stationary Covariates in the Framework of Asymmetric STAR Nonlinearity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-27, December.
    4. Sandberg, Rickard, 2016. "Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined," Economic Modelling, Elsevier, vol. 52(PB), pages 699-713.
    5. Jyh‐Lin Wu & Pei‐Fen Chen & Ching‐Nun Lee, 2009. "Purchasing Power Parity, Productivity Differentials And Non‐Linearity," Manchester School, University of Manchester, vol. 77(3), pages 271-287, June.
    6. Bec, Frédérique & Zeng, Songlin, 2013. "Are Southeast Asian real exchange rates mean reverting?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 265-282.
    7. Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2009. "3-Regime symmetric STAR modeling and exchange rate reversion," SIRE Discussion Papers 2009-07, Scottish Institute for Research in Economics (SIRE).
    8. Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006. "Threshold Random Walks in the U.S. Stock Market," Working Papers 0602, Brock University, Department of Economics, revised May 2006.
    9. Jinzhao Chen, 2012. "Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation," Working Papers halshs-00660654, HAL.
    10. Greta Goracci & Davide Ferrari & Simone Giannerini & Francesco ravazzolo, 2022. "Robust estimation for Threshold Autoregressive Moving-Average models," Papers 2211.08205, arXiv.org.
    11. Phiri, Andrew & Dube, Wisdom, 2014. "Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach," MPRA Paper 52950, University Library of Munich, Germany.
    12. Frédérique Bec & Mélika Ben Salem, 2020. "An asymmetrical overshooting correction model for G20 nominal effective exchange rates," Working Papers hal-02908680, HAL.
    13. Yang, Yang & Zhao, Zhao, 2020. "Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis," Economic Modelling, Elsevier, vol. 93(C), pages 728-736.
    14. George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
    15. Kim, Hyeongwoo & Moh, Young-Kyu, 2009. "A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity," MPRA Paper 17488, University Library of Munich, Germany.
    16. Andrew Phiri, 2012. "Threshold effects and inflation persistence in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(3), pages 247-269, July.
    17. Stigler, Mathieu & Shah, Ajay & Patnaik, Ila, 2010. "Understanding the ADR premium under market segmentation," Working Papers 10/71, National Institute of Public Finance and Policy.
    18. Frédérique Bec & Anders Rahbek & Neil Shephard, 2008. "The ACR Model: A Multivariate Dynamic Mixture Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(5), pages 583-618, October.
    19. Hyeongwoo Kim & Young-Kyu Moh, 2012. "The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests," Auburn Economics Working Paper Series auwp2012-02, Department of Economics, Auburn University.
    20. Dobronravova, Elizaveta & Perevyshin, Yury & Skrobotov, Anton & Shemyakina, Kira, 2019. "Limits of regional food price differences and invisible hand," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 53, pages 30-54.
    21. E Pavlidis & I Paya & D Peel, 2009. "Real Exchange Rates and Time-Varying Trade Costs," Working Papers 600537, Lancaster University Management School, Economics Department.
    22. Frédérique Bec & Alain Guay, 2020. "A simple unit root test consistent against any stationary alternative," THEMA Working Papers 2020-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    23. Sami Saafi & Meriem Bel Haj Mohamed & Abdeljelil Farhat, 2017. "Untangling the causal relationship between tax burden distribution and economic growth in 23 OECD countries: Fresh evidence from linear and non-linear Granger causality," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 14(2), pages 265-301, December.
    24. Onel, Gulcan, 2012. "The Use of Nonstationary Panel Time Series Data in the Analysis of Farmland Values," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124893, Agricultural and Applied Economics Association.
    25. Joon Y. Park & Mototsugu Shintani, 2006. "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography 321307000000000316, UCLA Department of Economics.
    26. Gawon Yoon, 2010. "Nonlinear mean reversion in real exchange rates: threshold autoregressive models and stochastic unit root processes," Applied Economics Letters, Taylor & Francis Journals, vol. 17(8), pages 797-804.
    27. Ricardo Andrés Troncoso Sepúlveda, 2021. "Market Power and Asymmetric Price Transmission in Chile: The case of bovine and porcine meat," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 95, pages 135-166, July-Dece.
    28. Daiki Maki & Shin-ichi Kitasaka, 2015. "Residual-based tests for cointegration with three-regime TAR adjustment," Empirical Economics, Springer, vol. 48(3), pages 1013-1054, May.
    29. Andrew Phiri, 2017. "Nonlinear adjustment effects in the purchasing power parity," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 60(2), pages 14-38.
    30. Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo, 2009. "The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes," MPRA Paper 25718, University Library of Munich, Germany.
    31. Marcel Aloy & Mohamed Boutahar & Karine Gente & Anne Peguin-Feissolle, 2011. "Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?," Working Papers halshs-00559170, HAL.
    32. Cathy Chen & Shu-Yu Chen & Sangyeol Lee, 2013. "Bayesian Unit Root Test in Double Threshold Heteroskedastic Models," Computational Economics, Springer;Society for Computational Economics, vol. 42(4), pages 471-490, December.
    33. Hai Long Vo & Duc Hong Vo, 2023. "The purchasing power parity and exchange‐rate economics half a century on," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 446-479, April.
    34. David De Villiers & Natalya Apopo & Andrew Phiri, 2018. "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Working Papers 1826, Department of Economics, Nelson Mandela University.
    35. Marcella Niglio & Cosimo Damiano Vitale, 2012. "Local Unit Roots and Global Stationarity of TARMA Models," Methodology and Computing in Applied Probability, Springer, vol. 14(1), pages 17-34, March.
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    41. Cheung, Yin-Wong (ed.), 2012. "The Evolving Role of China in the Global Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262018234, December.
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    50. Chin-Ping King, 2012. "Half Life of the Real Exchange Rate: Evidence from the Nonlinear Approach in Emerging Economies," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 8(1), pages 1-23, January.
    51. Gawon Yoon, 2010. "Nonlinear mean-reversion to purchasing power parity: exponential smooth transition autoregressive models and stochastic unit root processes," Applied Economics, Taylor & Francis Journals, vol. 42(4), pages 489-496.
    52. Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012. "Unit roots, nonlinearities and structural breaks," CREATES Research Papers 2012-14, Department of Economics and Business Economics, Aarhus University.
    53. Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo, 2014. "Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity," Economic Modelling, Elsevier, vol. 36(C), pages 161-171.
    54. Ahmad Jameel Khadaroo, 2016. "Current Account Deficit in Mauritius: Risks and Prospects," South African Journal of Economics, Economic Society of South Africa, vol. 84(1), pages 109-128, March.
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    56. Andy Snell & George Kapetanios & Yongcheol Shin, 2004. "Testing for nonlinear cointegration between stock prices and dividends," Money Macro and Finance (MMF) Research Group Conference 2003 90, Money Macro and Finance Research Group.
    57. Phiri, Andrew, 2014. "Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis," MPRA Paper 53659, University Library of Munich, Germany.
    58. Ahmad Yamin & Donayre Luiggi, 2016. "Outliers and persistence in threshold autoregressive processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(1), pages 37-56, February.
    59. Yahya, Muhammad & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah & Ghosh, Sajal, 2021. "Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments," Energy Economics, Elsevier, vol. 95(C).
    60. Kim, Bong-Han & Min, Hong-Ghi & Moh, Young-Kyu, 2010. "Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study," Economic Modelling, Elsevier, vol. 27(5), pages 1167-1177, September.
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    64. Maki Daiki, 2010. "Detection of Stationarity in Nonlinear Processes: A Comparison between Structural Breaks and Three-Regime TAR Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-43, September.
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  7. Bec Frédérique & Ben Salem Mélika & Collard Fabrice, 2002. "Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(2), pages 1-22, July.

    Cited by:

    1. Arghyrou, Michael G. & Gadea, Maria Dolores, 2012. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 16-34.
    2. DOLADO, J.J. & MARIA-DOLORES, R. & RUGE-MURCIA, Francisco J., 2003. "Nonlinear Monetary Policy Rules: Some New Evidence for the U.S," Cahiers de recherche 18-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    3. Roman Horváth, 2008. "Asymmetric Monetary Policy in the Czech Republic?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(09-10), pages 470-481, December.
    4. R Naraidoo & I Paya, 2010. "Forecasting Monetary Policy Rules in South Africa," Working Papers 611194, Lancaster University Management School, Economics Department.
    5. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
    6. Vašíček, Bořek, 2012. "Is monetary policy in the new EU member states asymmetric?," Economic Systems, Elsevier, vol. 36(2), pages 235-263.
    7. Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series 42_09, Rimini Centre for Economic Analysis.
    8. Luiz de Mello & Diego Moccero & Matteo Mogliani, 2009. "Do Latin American Central Bankers Behave Non-Linearly?: The Experiences of Brazil, Chile, Colombia and Mexico," OECD Economics Department Working Papers 679, OECD Publishing.
    9. Esther Barros-Campello & Carlos Pateiro-Rodríguez & J. Venancio Salcines-Cristal & Carlos Pateiro-López, 2017. "El esquema de objetivos de inflación: Evidencia para América Latina (1999-2015)," Estudios de Economia, University of Chile, Department of Economics, vol. 44(2 Year 20), pages 223-250, December.
    10. Benigno, Pierpaolo & Rossi, Lorenza, 2021. "Asymmetries in Monetary Policy," CEPR Discussion Papers 15944, C.E.P.R. Discussion Papers.
    11. Jesús Vázquez, 2009. "Does the term spread play a role in the fed funds rate reaction function? An empirical investigation," Empirical Economics, Springer, vol. 36(1), pages 175-199, February.
    12. Santoro, Emiliano & Petrella, Ivan & Pfajfar, Damjan & Gaffeo, Edoardo, 2014. "Loss aversion and the asymmetric transmission of monetary policy," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 19-36.
    13. Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound – Evidence for the ECB and the Fed," ROME Working Papers 201203, ROME Network.
    14. Edilean Kleber da Silva Bejarano Aragón, 2021. "Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function," Empirical Economics, Springer, vol. 60(3), pages 1221-1243, March.
    15. Kasai, Ndahiriwe & Naraidoo, Ruthira, 2011. "Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa," MPRA Paper 40699, University Library of Munich, Germany.
    16. Boldea, Otilia & Hall, Alastair R., 2013. "Estimation and inference in unstable nonlinear least squares models," Journal of Econometrics, Elsevier, vol. 172(1), pages 158-167.
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    19. Shen, Chung-Hua & Lin, Kun-Li & Guo, Na, 2016. "Hawk or dove: Switching regression model for the monetary policy reaction function in China," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 94-111.
    20. Thanassis Kazanas & Apostolis Philippopoulos & Elias Tzavalis, 2011. "Monetary Policy Rules And Business Cycle Conditions," Manchester School, University of Manchester, vol. 79(s2), pages 73-97, September.
    21. Mandler, Martin, 2011. "Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank," MPRA Paper 32430, University Library of Munich, Germany.
    22. Klose, Jens, 2011. "Political Business Cycles and Monetary Policy Revisited – An Application of a Two-Dimensional Asymmetric Taylor Reaction Function," Ruhr Economic Papers 286, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    23. Alvaro Aguiar & Manuel M. F. Martins, 2005. "Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker," FEP Working Papers 182, Universidade do Porto, Faculdade de Economia do Porto.
    24. Pablo Gonzalez & Mauricio Tejada, 2006. "No linealidades en la regla de política monetaria del Banco Central de Chile: una evidencia empírica," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 21(1), pages 81-115, July.
    25. Edilean Kleber da Silva Bejarano Aragón & Marcelo Savino Portugal, 2008. "Nonlinearities in Central Bank of Brazil’s reaction function: the case of asymmetric preferences," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807151356590, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    26. Jens Klose, 2019. "Are Eastern European Taylor Reaction Functions Asymmetric in Inflation or Output? Empirical Evidence for Four Countries," Eastern European Economics, Taylor & Francis Journals, vol. 57(1), pages 31-49, January.
    27. Enders, Walter & Im, Kyung So & Lee, Junsoo & Strazicich, Mark C., 2010. "IV threshold cointegration tests and the Taylor rule," Economic Modelling, Elsevier, vol. 27(6), pages 1463-1472, November.
    28. Özer Karagedikli & Kirdan Lees, 2004. "Do inflation targeting central banks behave asymmetrically? Evidence from Australia and New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP 2004/02, Reserve Bank of New Zealand.
    29. Gerberding, Christina & Worms, Andreas & Seitz, Franz, 2004. "How the Bundesbank really conducted monetary policy: An analysis based on real-time data," Discussion Paper Series 1: Economic Studies 2004,25, Deutsche Bundesbank.
    30. Million, N., 2008. "Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d.intérêt réel américain," Working papers 201, Banque de France.
    31. Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003," Working Paper 2005/2, Norges Bank.
    32. Beck, Günther W. & Beyer, Robert C. M. & Kontny, Markus & Wieland, Volker, 2015. "Monetary Cross-Checking in Practice," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113126, Verein für Socialpolitik / German Economic Association.
    33. Fabián Gredig, 2007. "Asymmetric Monetary Policy Rules and the Achievement of the Inflation Target: The Case of Chile," Working Papers Central Bank of Chile 451, Central Bank of Chile.
    34. Dimitris K. Christopoulos & Miguel A. León‐Ledesma, 2007. "A Long‐Run Non‐Linear Approach to the Fisher Effect," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 543-559, March.
    35. Hyeon-seung Huh & Hyun Lee & Namkyung Lee, 2009. "Nonlinear Phillips curve, NAIRU and monetary policy rules," Empirical Economics, Springer, vol. 37(1), pages 131-151, September.
    36. Ruthira Naraidoo & Kasai Ndahiriwe, 2010. "Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank," Working Papers 201006, University of Pretoria, Department of Economics.
    37. Klose, Jens, 2014. "Determining structural breaks in central bank reaction functions of the financial crisis," The Journal of Economic Asymmetries, Elsevier, vol. 11(C), pages 78-90.
    38. Benlialper, Ahmet & Cömert, Hasan & Öcal, Nadir, 2017. "Asymmetric exchange rate policy in inflation targeting developing countries," IPE Working Papers 86/2017, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
    39. Nelson C. Mark & Young-Kyu Moh, 2005. "The real exchange rate and real interest differentials: the role of nonlinearities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 323-335.
    40. Andrew Hughes Hallett & Ansgar Rannenberg & Sven Schreiber, 2017. "Reassessing the Impact of the US Fiscal Stimulus: The Role of the Monetary Policy Stance," International Business Research, Canadian Center of Science and Education, vol. 10(4), pages 12-31, April.
    41. Ruthira Naraidoo & Ivan Paya, 2010. "Forecasting Monetary Rules in South Africa," Working Papers 201007, University of Pretoria, Department of Economics.
    42. Nidhal Mgadmi & Slim Chaouachi & Wajdi Moussa & Azza Bejaoui, 2021. "Does the Tunisian Central Bank follow an augmented nonlinear Taylor rule?," SN Business & Economics, Springer, vol. 1(1), pages 1-15, January.
    43. Doyle, Matthew & Falk, Barry, 2010. "Do asymmetric central bank preferences help explain observed inflation outcomes?," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 527-540, June.
    44. Sebastian Gechert & Ansgar Rannenberg, 2014. "Are Fiscal Multipliers Regime-Dependent? A Meta Regression Analysis," IMK Working Paper 139-2014, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    45. Million, Nicolas, 2004. "Central Bank's interventions and the Fisher hypothesis: a threshold cointegration investigation," Economic Modelling, Elsevier, vol. 21(6), pages 1051-1064, December.
    46. Andrew Phiri & Lutho Mbekeni, 2021. "Fisher’s hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa," International Economics and Economic Policy, Springer, vol. 18(4), pages 825-846, October.
    47. Paolo Surico, 2003. "How does the ECB target inflation?," Macroeconomics 0305005, University Library of Munich, Germany.
    48. M Kesriyeli & D R Osborn & M Sensier, 2004. "Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany," Centre for Growth and Business Cycle Research Discussion Paper Series 44, Economics, The University of Manchester.
    49. Hughes Hallett, Andrew & Rannenberg, Ansgar & Schreiber, Sven, 2014. "New Keynesian versus old Keynesian government spending multipliers: A comment," Discussion Papers 2014/6, Free University Berlin, School of Business & Economics.
    50. Kim, Dong Heon & Denise R Osborn & Marianne Sensier, 2003. "Nonlinearity in the Fed's Monetary Policy Rule," Royal Economic Society Annual Conference 2003 121, Royal Economic Society.
    51. Umit Bulut, 2019. "Does the Central Bank of the Republic of Turkey Respond Asymmetrically to Inflation and Output?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 13(4), pages 381-400, November.
    52. Gabriela Bezerra De Medeiros & Marcelo Savino Portugal & Edilean Kleber Da Silva Bejarano Aragon, 2016. "Endogeneity And Nonlinearities In Central Bank Of Brazil’S Reaction Functions: An Inverse Quantile Regression Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 061, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    53. Petra Gerlach-Kristen, 2009. "Outsiders at the Bank of England's MPC," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1099-1115, September.
    54. Naveen Srinivasan & Vidya Mahambare & M. Ramachandran, 2006. "UK monetary policy under inflation forecast targeting: is behaviour consistent with symmetric preferences?," Oxford Economic Papers, Oxford University Press, vol. 58(4), pages 706-721, October.
    55. Paolo Zagaglia, 2006. "How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate," Economics Bulletin, AccessEcon, vol. 5(14), pages 1-11.
    56. Bruinshoofd, Allard & Candelon, Bertrand, 2005. "Nonlinear monetary policy in Europe: fact or myth?," Economics Letters, Elsevier, vol. 86(3), pages 399-403, March.
    57. Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros, 2001. "Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function," Textos para discussão 444, Department of Economics PUC-Rio (Brazil).
    58. Paul Mizen & Tae-Hwan Kim & Alan Thanaset, 2007. "Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan," Money Macro and Finance (MMF) Research Group Conference 2006 51, Money Macro and Finance Research Group.
    59. Gnabo, Jean-Yves & Moccero, Diego Nicolas, 2015. "Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 281-294.
    60. Qin, Ting & Enders, Walter, 2008. "In-sample and out-of-sample properties of linear and nonlinear Taylor rules," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 428-443, March.
    61. Shawn Chen-Yu Leu & Jeffrey Sheen, 2005. "Asymmetric Monetary Policy in Australia," Working Papers 2005.02, School of Economics, La Trobe University.
    62. Abdul RASHID & Farah WAHEED, 2021. "Forward-Backward-Looking Monetary Policy Rules: Derivation and Empirics," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 71-92, December.
    63. Costanza Torricelli & Marianna Brunetti, 2006. "Economic activity and Recession Probabilities: spread predictive power in Italy," Computing in Economics and Finance 2006 350, Society for Computational Economics.
    64. D. A. Peel & I. Paya & I. Venetis, 2004. "Estimates of US monetary policy rules with allowance for changes in the output gap," Applied Economics Letters, Taylor & Francis Journals, vol. 11(10), pages 601-605.
    65. Bui, Trung Thanh & Kiss, Gábor Dávid, 2020. "Asymmetry in the Reaction Function of Monetary Policy in Emerging Economies," Public Finance Quarterly, Corvinus University of Budapest, vol. 65(2), pages 210-224.
    66. Moccero, Diego & Gnabo, Jean-Yves, 2015. "The risk management approach to monetary policy, nonlinearity and aggressiveness: the case of the US Fed," Working Paper Series 1792, European Central Bank.
    67. Jesus Vazquez, 2004. "Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation," Computing in Economics and Finance 2004 52, Society for Computational Economics.
    68. utku altunöz, 2022. "Describing of central banks’ monetary policy in the context to linear and nonlinear taylor rule: the case of Turkey," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(6), pages 4641-4662, December.
    69. Michael Arghyrou, 2009. "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, vol. 36(3), pages 621-643, June.
    70. Ahmad, Saad, 2016. "A multiple threshold analysis of the Fed's balancing act during the Great Moderation," Economic Modelling, Elsevier, vol. 55(C), pages 343-358.
    71. Hasanov, Mübariz & Omay, Tolga, 2008. "Monetary policy rules in practice: Re-examining the case of Turkey," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(16), pages 4309-4318.
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    74. Kim, Sokwon & Seo, Byeongseon, 2008. "Nonlinear Monetary Policy Reaction with Asymmetric Central Bank Preferences : Some Evidence for Korea," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 49(2), pages 91-108, December.
    75. Omay, Tolga Omay & Hasanov, Mubariz, 2006. "Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi [A nonlinear estimation of monetary policy reaction function for Turkey]," MPRA Paper 20154, University Library of Munich, Germany.
    76. Hayat, Zafar & Balli, Faruk & Rehman, Muhammad, 2018. "Does inflation bias stabilize real growth? Evidence from Pakistan," Journal of Policy Modeling, Elsevier, vol. 40(6), pages 1083-1103.
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  8. Mélika Ben Salem & Corinne Perraudin, 2001. "Tests de linéarité, spécification et estimation de modèles à seuil : une analyse comparée des méthodes de Tsay et de Hansen," Economie & Prévision, La Documentation Française, vol. 148(2), pages 157-176.

    Cited by:

    1. Karim Azizi, 2007. "Inequality and convergence clubs: results from a threshold regression model [Inégalités et clubs de convergence : les résultats d'un modèle à seuil]," Post-Print halshs-00180955, HAL.
    2. Jinzhao Chen, 2012. "Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation," Working Papers halshs-00660654, HAL.
    3. Gnegne, Yacouba & Jawadi, Fredj, 2013. "Boundedness and nonlinearities in public debt dynamics: A TAR assessment," Economic Modelling, Elsevier, vol. 34(C), pages 154-160.
    4. Fredj Jawadi & Wael Louhichi & Abdoulkarim Idi Cheffou & Hachmi Ben Ameur, 2019. "Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model," Annals of Operations Research, Springer, vol. 281(1), pages 275-295, October.
    5. Jean-Pascal Guironnet, 2005. "Analyse cliométrique des cycles de croissance de l’éducation en France (1815-2003) : Vers un modèle à seuil autorégressif," Working Papers 05-05, LAMETA, Universtiy of Montpellier, revised Jan 2005.
    6. Remzi Uctum, 2007. "Econométrie des modèles à changements de régimes: un essai de synthèse," Post-Print halshs-00174034, HAL.
    7. Ghosn, Sandra, 2014. "Le rôle de la psychologie dans les dynamiques de la production, des inégalités et de la redistribution," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14330 edited by Jacques, Jean-François.
    8. David Perrain & Philippe Jean-Pierre, 2020. "Tourisme et croissance économique dans les petites économies insulaires : à l'épreuve des modèles à seuil," Working Papers hal-02462562, HAL.
    9. Cheung, Yin-Wong (ed.), 2012. "The Evolving Role of China in the Global Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262018234, December.
    10. Ntita Ntita, Jean & Ntanga Ntita, Jean de Dieu & Kazadi Ntita, François, 2017. "Investissement public et croissance économique en République Démocratique Du Congo [Public investment and economic growth in Democratic Republic of Congo]," MPRA Paper 92905, University Library of Munich, Germany, revised 2019.
    11. Abdenour, Redouan & Tounsi, Said, 2015. "Non-Linear Effects of Fiscal Policy on Economic Growth: Moroccan Case," MPRA Paper 69830, University Library of Munich, Germany, revised 2016.

  9. Melika Ben Salem & Jean-Francois Jacques, 1996. "About the stability of the inventory-sales ratio: an empirical study with US sectoral data," Applied Economics Letters, Taylor & Francis Journals, vol. 3(7), pages 467-469.

    Cited by:

    1. Paula R. Worthington, 1998. "Inventories and output volatility," Working Paper Series WP-98-21, Federal Reserve Bank of Chicago.
    2. Elias Sanidas, 2014. "How SMEs or larger firms and industries’ productivity respond to technology: a panel data study," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 64(1), pages 16-28, January-M.

Chapters

  1. Melika Ben Salem & Didier Blanchet & Antoine Bozio & Muriel Roger, 2010. "Labor Force Participation by the Elderly and Employment of the Young: The Case of France," NBER Chapters, in: Social Security Programs and Retirement around the World: The Relationship to Youth Employment, pages 119-146, National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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