smooth transition regression
Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries. CEPS Working Document No. 395/May 2014
... the smooth-transition regression (STR) model thus allows for gradual regime change or for a change when the exact timing of the regime switch is not known with ...
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Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis
... a smooth transition regression (STR) econometric model to estimate threshold effects in the inflation-growth relationship for quarterly data collected for the post-inflation targeting era ...their ...
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Top Management Team Heterogeneity, Shareholding Proportion of the Largest Shareholder and Innovation Performance: A Study Based on a Panel Smooth Transition Regression Model
... panel smooth transition regression model (PSTR) to investigate the nonlinear relationship between top management team (TMT) heterogeneity and corporate innovation performance in listed companies of ...
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Estimating Money Demand Function by a Smooth Transition Regression Model: An Evidence for Turkey
... the transition variable in ...a transition variable for a small-open economy, Turkey by using the monthly data spanning from January, 1990 to May, ...the Smooth Transition Regression ...
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The Non Linear Relationship between Electricity Consumption and Temperature in Taiwan: An Application for STR (Smooth Transition Regression) Model
... panel smooth transition regression (PSTR) model to describe the relationship between electricity demand and tem- perature in those countries and find threshold temperatures for those ...
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Investigating the Asymmetric Effects of Banking Sector Development and Stock Market Development on Economic Growth in Iran Using Smooth Transition Regression (STR) Model
... (Panel Smooth Transition Regression) technique is applied to a panel- data set for 16 middle income countries (including Iran) during the period ...
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The Effects of Fiscal Policy in Great Recession by using Panel Smooth Transition Regression (PSTR): Evidence from Emerging Market
... Most empirical studies have examined the effect of fiscal policy on activity in general or in times of crisis are based on panel models or on SVAR models. However, these two models do not take into account the nonlinear ...
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Municipal infrastructure spending capacity in South Africa: a panel smooth transition regression (PSTR) approach
... Errors regression model, Mathew and Moore (2011) analyse the determinants of capacity to spend transfers from central government, the Centrally Sponsored Schemes, by the Bihar State in comparison to the spending ...
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Evidence from Business Strategy of Mutual Fund Managers after the Financial Crisis - Panel Smooth Transition Regression Model
... the transition function has its minimum at (c1 + c2)/2 and attains the value 1 both at low and high values of ...the transition function switching back and forth between zero and one at c1, ...
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Economic growth, Financial development and CO2 Emission: PSTR Approach
... Panel Smooth Transition Regression (PSTR) technique is applied to a panel-data set for 16 middle income countries (including some countries of BRIC and Iran) during the period ...
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Government size and economic growth in Greece: A smooth transition approach
... This paper tries to verify the existence of the Armey curve, which states that there is an inverted U-shaped relationship between the government size and the economic growth. To that end, we use annual data over ...
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The comparison of optimization algorithms on unit root testing with smooth transition
... a smooth break in the deterministic trend of the ...token, smooth transition regression (STR) models have also been proved to capture gradual structural breaks quite well ...
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New vision on the Relationship between Income and Water Withdrawal in Industry Sector
... This paper investigates the relationship between industrial water withdrawal (IWW) and income in selected world countries. The issue is addressed by means of a smooth transition regression (STR) ...
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Non linear equilibrium correction in US real money balances, 1869 1997
... exponential smooth transition regression with the lagged long-run equilibrium error acting as the transition variable, implying faster adjustment towards equilibrium the greater the absolute ...
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Regional Integration and Dynamic Adjustments: Evidence from a Gross National Product Function for Canada and the United States
... However, we are not aware of any empirical study using a Multivariate Smooth Transition Regression framework or the Qu and Perron 2007 endogenous structural change approach to analyze th[r] ...
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Parameter Estimation in Logistic Regression for Transition, Reverse Transition and Repeated Transition from Repeated Outcomes
... a transition) will be in Set 2 ...reverse transition). First two combinations observed an event (reverse transition) after observing a transition in Set 1 and coded as 1 for the event status ...
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Online Full Text
... The established conditions to the smooth-transitions may generate impossible patterns (in terms of the topological spatial relations that can actually exist). This impossible patterns need to be identified and ...
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Testing for fertility stalls in demographic and health surveys
... tested for countries as a whole, ignoring the urban/rural divide, as is usually done by other analysts. For our test- ing, the baseline date was chosen two years prior to the time at which the onset of the stall was ...
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Management practices to support donor transition: lessons from Avahan, the India AIDS Initiative
... A number of additional factors may limit the transfer- ability of the Avahan transition management lessons. First, Avahan addressed prevention needs of HRGs in a concentrated epidemic, rather than for a ...
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The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule. CEPS Working Document No. 403, February 2015
... A further transmission channel for international spillovers stems from the fact that central banks no longer decide on policy rates in an independent way (Taylor, 2013). While interest rates have been set according to ...
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