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Threshold Autoregressions with a Near Unit Root

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References

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1993PRACTITIONERS CORNER: A Note on the Empirical Power of Unit Root Tests under Threshold Processes†203 cited

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2017Interest rate pass-through in the Dominican Republic19 cited
2003

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An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models

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2013Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests16 cited

2002Recursive mean adjustment and tests for nonstationarities15 cited

2006The real exchange rate–real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration14 cited

2009Long-run purchasing power parity and asymmetric adjustment in BRICs14 cited

2000Australian Economic Growth: Nonlinearities and International Influences12 cited

2004The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure12 cited

2003THRESHOLD MODELS IN THEORY AND PRACTICE10 cited