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Structural Threshold Regression

Citations

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Cited by:

  1. Daniel Sebastião Abreu & Artur Silva Lopes, 2021. "How to disappear completely: nonlinearity and endogeneity in the New Keynesian Wage Phillips Curve," Applied Economics Letters, Taylor & Francis Journals, vol. 28(9), pages 774-778, May.
  2. Andros Kourtellos & Thanasis Stengos & Chih ming Tan, 2010. "Do institutions rule? The role of heterogeneity in the institutions vs. geography debate," Economics Bulletin, AccessEcon, vol. 30(3), pages 1710-1719.
  3. Marina Glushenkova & Andros Kourtellos & Marios Zachariadis, 2018. "Barriers to price convergence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1081-1097, November.
  4. Guastella, G. & Moro, D. & Sckokai, P. & Veneziani, M., 2013. "CAP Effects on Agricultural Investment Demand in Europe," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150619, Agricultural and Applied Economics Association.
  5. Tinta, Abdoulganiour Almame, 2023. "Education puzzle, financial inclusion, and energy substitution: Growth Scales," Energy Policy, Elsevier, vol. 175(C).
  6. Ugo Panizza & Andrea F. Presbitero, 2013. "Public Debt and Economic Growth in Advanced Economies: A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(II), pages 175-204, June.
  7. Maty Konte, 2013. "A curse or a blessing? Natural resources in a multiple growth regimes analysis," Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3760-3769, September.
  8. Salwa Trabelsi, 2019. "The governance threshold effect on the relationship between public education financing and income inequality," Economics Bulletin, AccessEcon, vol. 39(2), pages 1057-1075.
  9. Chaoyi Chen & Yiguo Sun, 2018. "Monte Carlo Comparison for Nonparametric Threshold Estimators," JRFM, MDPI, vol. 11(3), pages 1-15, August.
  10. Rothfelder, Mario & Boldea, Otilia, 2016. "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper 2016-029, Tilburg University, Center for Economic Research.
  11. Seo, Myung Hwan & Shin, Yongcheol, 2016. "Dynamic panels with threshold effect and endogeneity," Journal of Econometrics, Elsevier, vol. 195(2), pages 169-186.
  12. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2013. "Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 20-35.
  13. Juliana D. Araujo & Povilas Lastauskas & Chris Papageorgiou, 2017. "Evolution of Bilateral Capital Flows to Developing Countries at Intensive and Extensive Margins," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(7), pages 1517-1554, October.
  14. Zhiming LONG & Rémy HERRERA, 2020. "Spurious OLS Estimators of Detrending Method by Adding a Linear Trend in Difference-Stationary Processes—A Mathematical Proof and Its Verification by Simulation," Mathematics, MDPI, vol. 8(11), pages 1-19, November.
  15. Krambia-Kapardis Maria & Stylianou Ioanna & Demetriou Salomi, 2022. "Nonlinear nexus between corruption and tourism arrivals: a global analysis," Empirical Economics, Springer, vol. 63(4), pages 1997-2024, October.
  16. Andros Kourtellos & Ioanna Stylianou & Chih Ming Tan, 2013. "Robust Multiple Regimes in Growth Volatility," Working Paper series 52_13, Rimini Centre for Economic Analysis.
  17. Massacci, Daniele, 2013. "A variable addition test for exogeneity in structural threshold models," Economics Letters, Elsevier, vol. 120(1), pages 5-9.
  18. Boikos, Spyridon & Bournakis, Ioannis & Christopoulos, Dimitris & McAdam, Peter, 2023. "Financial reforms and innovation: A micro–macro perspective," Journal of International Money and Finance, Elsevier, vol. 132(C).
  19. Miao, Ke & Su, Liangjun & Wang, Wendun, 2020. "Panel threshold regressions with latent group structures," Journal of Econometrics, Elsevier, vol. 214(2), pages 451-481.
  20. Chen, Chaoyi & Pinar, Mehmet & Stengos, Thanasis, 2021. "Determinants of renewable energy consumption: Importance of democratic institutions," Renewable Energy, Elsevier, vol. 179(C), pages 75-83.
  21. Vašíček, Bořek, 2012. "Is monetary policy in the new EU member states asymmetric?," Economic Systems, Elsevier, vol. 36(2), pages 235-263.
  22. Kourtellos, Andros & Stengos, Thanasis & Tan, Chih Ming, 2013. "The effect of public debt on growth in multiple regimes," Journal of Macroeconomics, Elsevier, vol. 38(PA), pages 35-43.
  23. Yanli Ma & Jieyu Zhu & Gaofeng Gu & Ke Chen, 2020. "Freight Transportation and Economic Growth for Zones: Sustainability and Development Strategy in China," Sustainability, MDPI, vol. 12(24), pages 1-17, December.
  24. Slesman, Ly & Baharumshah, Ahmad Zubaidi & Azman-Saini, W.N.W., 2019. "Political institutions and finance-growth nexus in emerging markets and developing countries: A tale of one threshold," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 80-100.
  25. 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).
  26. Renliang Liu & Thanasis Stengos, 2023. "What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies," Open Economies Review, Springer, vol. 34(2), pages 371-409, April.
  27. Michael L. Polemis & Thanasis Stengos, 2019. "Does competition prevent industrial pollution? Evidence from a panel threshold model," Business Strategy and the Environment, Wiley Blackwell, vol. 28(1), pages 98-110, January.
  28. Hung-pin Lai, 2013. "Estimation of the threshold stochastic frontier model in the presence of an endogenous sample split variable," Journal of Productivity Analysis, Springer, vol. 40(2), pages 227-237, October.
  29. Chen, Chaoyi & Pinar, Mehmet & Stengos, Thanasis, 2022. "Renewable energy and CO2 emissions: New evidence with the panel threshold model," Renewable Energy, Elsevier, vol. 194(C), pages 117-128.
  30. David Coyne & Chih-ming Tan, 2012. "Do political institutions yield multiple growth regimes?," Economics Bulletin, AccessEcon, vol. 32(2), pages 1442-1454.
  31. N. R. Ramírez-Rondán, 2020. "Maximum likelihood estimation of dynamic panel threshold models," Econometric Reviews, Taylor & Francis Journals, vol. 39(3), pages 260-276, March.
  32. Steven N. Durlauf & Andros Kourtellos & Chih Ming Tan, 2017. "Status Traps," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 265-287, April.
  33. Panizza, Ugo & Presbitero, Andrea F., 2014. "Public debt and economic growth: Is there a causal effect?," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 21-41.
  34. Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo, 2023. "Social threshold regression," Journal of Econometrics, Elsevier, vol. 235(2), pages 2057-2081.
  35. Walid Abdmoulah & Riadh Ben Jelili, 2013. "Access to Finance Thresholds and the Finance-Growth Nexus," Economic Papers, The Economic Society of Australia, vol. 32(4), pages 522-534, December.
  36. Michael L. Polemis & Thanasis Stengos, 2017. "Electricity Sector Performance: A Panel Threshold Analysis," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  37. Réda Marakbi & Patrick Villieu, 2020. "Corruption, tax evasion, and seigniorage in a monetary endogenous growth model," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 22(6), pages 2019-2050, December.
  38. POLEMIS, MICHAEL & Stengos, Thanasis, 2020. "Threshold effects during the COVID-19 pandemic: Evidence from international tourist destinations," MPRA Paper 102845, University Library of Munich, Germany.
  39. Chen, Chaoyi & Polemis, Michael & Stengos, Thanasis, 2019. "Can exchange rate pass-through explain the asymmetric gasoline puzzle? Evidence from a pooled panel threshold analysis of the EU," Energy Economics, Elsevier, vol. 81(C), pages 1-12.
  40. Massacci, Daniele, 2012. "A simple test for linearity against exponential smooth transition models with endogenous variables," Economics Letters, Elsevier, vol. 117(3), pages 851-856.
  41. Zisimos Koustas & Jean-François Lamarche, 2012. "Instrumental variable estimation of a nonlinear Taylor rule," Empirical Economics, Springer, vol. 42(1), pages 1-20, February.
  42. Woon Leong Lin & Siong Hook Law & W. N. W. Azman‐Saini, 2020. "Market differentiation threshold and the relationship between corporate social responsibility and corporate financial performance," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 27(3), pages 1279-1293, May.
  43. Yu, Ping, 2013. "Inconsistency of 2SLS estimators in threshold regression with endogeneity," Economics Letters, Elsevier, vol. 120(3), pages 532-536.
  44. Chen, Chaoyi & Pinar, Mehmet & Stengos, Thanasis, 2020. "Renewable energy consumption and economic growth nexus: Evidence from a threshold model," Energy Policy, Elsevier, vol. 139(C).
  45. Michael L. Polemis & Markos Tselekounis, 2021. "Threshold effects in the regulation-innovation nexus: evidence from the telecommunications industry," Journal of Regulatory Economics, Springer, vol. 60(1), pages 74-93, August.
  46. Kenneth R. Szulczyk & Changyong Zhang, 2020. "Switching-regime regression for modeling and predicting a stock market return," Empirical Economics, Springer, vol. 59(5), pages 2385-2403, November.
  47. Andros Kourtellos & Ioanna Stylianou & Chih Tan, 2015. "Robust multiple regimes in growth volatility," Empirical Economics, Springer, vol. 48(1), pages 461-491, February.
  48. Yu, Ping & Phillips, Peter C.B., 2018. "Threshold regression with endogeneity," Journal of Econometrics, Elsevier, vol. 203(1), pages 50-68.
  49. Ogbaro, Eyitayo O., 2019. "Threshold Effects of Institutional Quality in the Infrastructure-Growth Nexus," Journal of Quantitative Methods, University of Management and Technology, Lahore, Pakistan, vol. 3(2), pages 45-61.
  50. Chung‐Hua Shen & Hsing‐Hua Hsu, 2022. "The determinants of Asian banking crises—Application of the panel threshold logit model," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 248-277, March.
  51. repec:cep:stiecm:/2014/577 is not listed on IDEAS
  52. Martins, Luis F., 2021. "The US debt–growth nexus along the business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  53. Guastella, Giovanni & Moro, Daniele & Sckokai, Paolo & Veneziani, Mario, 2013. "Investment behaviour of EU arable crop farms in selected EU countries and the impact of policy reforms," Working papers 152083, Factor Markets, Centre for European Policy Studies.
  54. Dimitris Christopoulos & Peter McAdam & Elias Tzavalis, 2023. "Exploring Okun's law asymmetry: An endogenous threshold logistic smooth transition regression approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 123-158, February.
  55. Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2012. "Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 465-482.
  56. Mustafa Koroglu, 2019. "Growth and Debt: An Endogenous Smooth Coefficient Approach," JRFM, MDPI, vol. 12(1), pages 1-22, February.
  57. F Marchionne & S Parekh, 2015. "Growth, Debt, and Inequality," Economic Issues Journal Articles, Economic Issues, vol. 20(2), pages 67-94, September.
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