Articles with "threshold autoregression" as a keyword



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Modeling mechanism of economic growth using threshold autoregression models

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Published in 2020 at "Empirical Economics"

DOI: 10.1007/s00181-018-1560-2

Abstract: We propose to apply a time series-based nonlinear mechanism in the threshold autoregression form in order to examine the possible relationship between economic growth rate and its potential determinants included debt-to-GDP indicator. Our approach employs… read more here.

Keywords: economic growth; mechanism; threshold autoregression; rate ... See more keywords