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Some evidence of smooth transition nonlinearity in Colombian inflation
12 references·3 citing·41 second hop
Some evidence of smooth transition nonlinearity in Colombian inflation (1998)Some evidence of smooth transition nonlin…Threshold nonlinearities in output: some international evidence (1998)Threshold nonlinearities in o…Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…Measuring Core Inflation (1995)Measuring Core InflationBusiness Cycles: Theory, History, Indicators, and Forecasting. (1993)Business Cycles: Theory, Hist…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Nonlinear time-series analysis of stock volatilities (1992)Nonlinear time-series analysi…Characterizing nonlinearities in business cycles using smooth transition autoregressive models (1992)Characterizing nonlinearities…NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (1991)NONLINEAR TRANSFORMATIONS OF …Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…On core inflation by Otto Eckstein (1984)On core inflation by Otto Eck…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Threshold effects and inflation persistence in South Africa (2012)Threshold effects and inflati…The dynamics of inflation: a study of a large number of countries (2011)The dynamics of inflation: a …IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH (2011)IS THERE AN ASYMMETRIC BEHAVI…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited (1997)Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price (2001)Testing for two-regime threshold cointegration in vector error-correction models (2002)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Forecasting volatility in commodity markets (1995)Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates (1997)Modelling the absolute returns of different stock indices: exploring the forecastability of an alternative measure of risk (2000)The General Theory of Employment, Interest and Money. (1936)Do recessions permanently change output? (1993)A nonlinear approach to US GNP (1995)Testing the adequacy of smooth transition autoregressive models (1996)Forecasting and testing in co-integrated systems (1987)Time Series Regression with a Unit Root (1987)Varieties of long memory models (1996)An empirical test of the environmental Kuznets curve in China: A panel cointegration approach (2007)The role of the log transformation in forecasting economic variables (2010)Expectations and the neutrality of money (1972)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Monetary Policy in the Euro Area (2001)A Simple Adaptive Measure of Core Inflation (2002)Rethinking Capital Regulation (2008)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Testing for a unit root in the nonlinear STAR framework (2002)Analysis of Financial Time Series (2006)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Introduction to financial forecasting (1996)Intertemporal asset pricing under knightian uncertainty (2004)Characterising the financial cycle : don't lose sight of the medium term! (2012)Introduction: epistemic communities and international policy coordination (1992)
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References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
  • 1995Measuring Core Inflation343 cited
  • 1993Business Cycles: Theory, History, Indicators, and Forecasting.336 cited
  • 1991NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES189 cited
  • 1992Nonlinear time-series analysis of stock volatilities157 cited
  • 1998Threshold nonlinearities in output: some international evidence32 cited
  • 1984On core inflation by Otto Eckstein19 cited

Cited by

  • 2011IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON‐LINEAR APPROACH15 cited
  • 2011The dynamics of inflation: a study of a large number of countries14 cited
  • 2012Threshold effects and inflation persistence in South Africa

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13 cited