IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/674deead-8826-450a-8f56-f02310ef4f87.html
   My bibliography  Save this paper

Testing for a Threshold in Models with Endogenous Regressors

Author

Listed:
  • Rothfelder, Mario P.

    (Tilburg University, School of Economics and Management)

  • Boldea, Otilia

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • Rothfelder, Mario P. & Boldea, Otilia, 2022. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 674deead-8826-450a-8f56-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:674deead-8826-450a-8f56-f02310ef4f87
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/88007857/2207.10076v1.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Seo, Myung Hwan & Linton, Oliver, 2007. "A smoothed least squares estimator for threshold regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 704-735, December.
    2. Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
    3. Yoon J. Jo & Sarah Zubairy, 2021. "State dependent government spending multipliers: Downward nominal wage rigidity and sources of business cycle fluctuations," Working Papers 20210127-001, Texas A&M University, Department of Economics.
    4. Dimitris Christopoulos & Peter McAdam & Elias Tzavalis, 2021. "Dealing With Endogeneity in Threshold Models Using Copulas," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 166-178, January.
    5. Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
    6. Rother, Philipp & Cugnasca, Alessandro, 2015. "Fiscal multipliers during consolidation: evidence from the European Union," Working Paper Series 1863, European Central Bank.
    7. Valerie A. Ramey & Sarah Zubairy, 2018. "Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data," Journal of Political Economy, University of Chicago Press, vol. 126(2), pages 850-901.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 40ca581a-e228-49ae-911f-e, Tilburg University, School of Economics and Management.
    2. Sokbae Lee & Myung Hwan Seo & Youngki Shin, 2017. "Correction," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 883-883, April.
    3. Ghassibe, Mishel & Zanetti, Francesco, 2022. "State dependence of fiscal multipliers: the source of fluctuations matters," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 1-23.
    4. Auerbach, Alan & Gorodnichenko, Yuriy & McCrory, Peter B. & Murphy, Daniel, 2022. "Fiscal multipliers in the COVID19 recession," Journal of International Money and Finance, Elsevier, vol. 126(C).
    5. Oscar Jorda & Alan Taylor & Sanjay Singh, 2019. "The Long-Run Effects of Monetary Policy," 2019 Meeting Papers 1307, Society for Economic Dynamics.
    6. Benjamin Born & Francesco D’Ascanio & Gernot J. Müller & Johannes Pfeifer, 2024. "Mr. Keynes Meets the Classics: Government Spending and the Real Exchange Rate," Journal of Political Economy, University of Chicago Press, vol. 132(5), pages 1642-1683.
    7. Ianc, Nicolae-Bogdan & Turcu, Camelia, 2020. "So alike, yet so different: Comparing fiscal multipliers across EU members and candidates," Economic Modelling, Elsevier, vol. 93(C), pages 278-298.
    8. Mario Di Serio & Matteo Fragetta & Emanuel Gasteiger & Giovanni Melina, 2022. "The Euro Area Government Spending Multiplier in Demand- and Supply-Driven Recessions," CESifo Working Paper Series 9678, CESifo.
    9. Oliver Hülsewig & Horst Rottmann, 2022. "Euro Area Periphery Countries' Fiscal Policy and Monetary Policy Surprises," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 544-568, June.
    10. Mishel Ghassibe, 2024. "Endogenous Production Networks and Non-Linear Monetary Transmission," Working Papers 1449, Barcelona School of Economics.
    11. Papaioannou, Sotiris K., 2019. "The effects of fiscal policy on output: Does the business cycle matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 27-36.
    12. Lee, Yoonseok & Wang, Yulong, 2023. "Threshold regression with nonparametric sample splitting," Journal of Econometrics, Elsevier, vol. 235(2), pages 816-842.
    13. Alogoskoufis, George & Malliaris, A.G. & Stengos, Thanasis, 2023. "The scope and methodology of economic and financial asymmetries," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    14. Berge, Travis & De Ridder, Maarten & Pfajfar, Damjan, 2021. "When is the fiscal multiplier high? A comparison of four business cycle phases," European Economic Review, Elsevier, vol. 138(C).
    15. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Factor-Driven Two-Regime Regression," Department of Economics Working Papers 2018-14, McMaster University.
    16. Yoonseok Lee & Yulong Wang, 2020. "Inference in Threshold Models," Center for Policy Research Working Papers 223, Center for Policy Research, Maxwell School, Syracuse University.
    17. Kim, Hyeongwoo & Shao, Peng & Zhang, Shuwei, 2023. "Policy coordination and the effectiveness of fiscal stimulus," Journal of Macroeconomics, Elsevier, vol. 75(C).
    18. Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019. "Robust inference for threshold regression models," Journal of Econometrics, Elsevier, vol. 210(2), pages 291-309.
    19. Glocker, Christian & Sestieri, Giulia & Towbin, Pascal, 2019. "Time-varying government spending multipliers in the UK," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 180-197.
    20. Cloyne, James & Jordà , Òscar & Taylor, Alan M., 2023. "State-Dependent Local Projections: Understanding Impulse Response Heterogeneity," CEPR Discussion Papers 17903, C.E.P.R. Discussion Papers.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:674deead-8826-450a-8f56-f02310ef4f87. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.