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Testing Granger Causality in the presence of threshold effects · Study

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ArticleTesting Granger Causality in the presence of threshold effects

Unknown author2006

Article2006

Testing Granger Causality in the presence of threshold effects

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39 citations·0/0 files stored·International Journal of Forecasting

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Unemployment and Economic Growth

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References

1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 2000Sample Splitting and Threshold Estimation 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis 1988Testing Linearity Against Smooth Transition Autoregressive Models 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

Cited by

2015Renewable energy consumption and unemployment: evidence from a sample of 80 countries and nonlinear estimates 2014Modeling and forecasting interval time series with threshold models 2013Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form 2008Testing for Granger (non‐)causality in a time‐varying coefficient VAR model 2017Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and granger causality tests

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Details

Year2006

Typearticle

Published2006-04-18

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations39

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.ijforecast.2006.01.003

openalex_workW1996908513

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2023Relationships between inflation, output growth, and uncertainty in the era of inflation stabilization: a multicountry study

2008Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form

2009Conditioned Export-Led Gowth Hypothesis: A Panel Threshold Regressions Approach