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Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
0 references·14 citing·42 second hop
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  • 2011Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models72 cited
  • 2012Horizontal Price Transmission in Agricultural Markets: Fundamental Concepts and Open Empirical Issues71 cited
  • 2009Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling61 cited
  • 2009An Introduction to Regime Switching Time Series Models41 cited
  • 2020Addressing the growth and employment effects of the extractive industries: white and black box illustrations from Kazakhstan39 cited
  • 2006Explaining the European exchange rates deviations: Long memory or non-linear adjustment?36 cited
  • 2006Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration31 cited
  • 2021Mixed random forest, cointegration, and forecasting gasoline prices29 cited
  • 2022An Asymmetric Analysis of the Influence That Economic Policy Uncertainty, Institutional Quality, and Corruption Level Have on India’s Digital Banking Services and Banking Stability26 cited
  • 2015On the integration of financial markets: How strong is the evidence from five international stock markets?24 cited
  • 2011Arbitrage costs and nonlinear adjustment in the G7 stock markets22 cited
  • 2005Long-memory dynamics in a SETAR model – applications to stock markets20 cited

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2013
On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina
19 cited
  • 2003Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models17 cited