Smooth Transition Regression (STR)
Investigating the Asymmetric Effects of Banking Sector Development and Stock Market Development on Economic Growth in Iran Using Smooth Transition Regression (STR) Model
... purpose, Smooth Transition Regression (STR) model used based on seasonal time series data during ...a regression and when economic growth is lower than 6% will have another regression ...
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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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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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Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis
... ABSTRACT: In this paper, we challenge the notion of a monotonic relationship between inflation and economic growth in South Africa. In particular, we establish threshold effects in the inflation-growth relationship using ...
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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 investi- gate the nonlinear relationship between top management team (TMT) hete- rogeneity and corporate innovation performance in listed companies ...
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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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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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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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Inflation Effects on Finance Growth Link: A Panel Smooth Transition Approach
... Smooth transition regression model is a non-linear time series model that can be considered as a more developed species of regression models with varying coefficients that has been introduced ...
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Evidence from Business Strategy of Mutual Fund Managers after the Financial Crisis - Panel Smooth Transition Regression Model
... The transition function is logistic specification (m=1 with two regimes), C is location parameters, in the region, the value are ...The transition function is logistic ...
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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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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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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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Regional Integration and Dynamic Adjustments: Evidence from a Gross National Product Function for Canada and the United States
... There are very few empirical papers analyzing the dynamic aspects of the impact of free trade agreements on the economy of the countries involved in the agreement. Among these we can cite those of Carrère (2006) and ...
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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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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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Health care expenditure and GDP: An international panel smooth transition approach
... specification. Smooth transition regression models are straightforward to deal with cross-country heterogeneity and time instability of the elasticities by allowing coefficients to vary across ...
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Transition care readiness among patients in a tertiary paediatric department
... ideal transition programmes should focus on empowering the adolescent recipients and to help them engage in these behaviours before the transfer of ...Various transition readiness tools have been described ...
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What is the Shape of Real Exchange Rate Nonlinearity?
... the transition function is nearly identical to a discrete threshold transition ...SGE transition function is nearly discrete even when the model is capable of assuming a exponential transition ...
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Unified Friction Formulation from Laminar to Fully Rough Turbulent Flow
... relative roughness of inner pipe surface is not only characteristic of pipe material and its condition, but depends also on hydraulic flow regime ruled by the thickness of thin laminar boundary sub-layer of fluid near ...
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