Cointegrating Smooth Transition RegressionsWith Applications to the Asian CurrencyCrisis
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 2000, Ausgabe 98, 2000
- Keyword
-
Regression
Zeitreihenanalyse
Kointegration
Theorie
Nichtlineares Verfahren
Schätzung
Währungskrise
Zins
Wechselkurs
Südkorea
Indonesien
Regressionsanalyse
Exponential smoothing
Zeitreihenanalyse
Kointegration
Nichtlineare Analysis
Schätzung
Währungskrise
Zins
Wechselkurs
Südkorea
Indonesien
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
-
Humboldt-Universität zu Berlin
- (when)
-
2000
- Creator
- DOI
-
10.18452/3419
- URN
-
urn:nbn:de:kobv:11-10048244
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:51 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Saikkonen, Pentti
- Choi, In
- Humboldt-Universität zu Berlin
Time of origin
- 2000
Other Objects (12)
Cointegrating smooth transition regressions with applications to the Asian currency crisis
Currency crisis
Currency Market Reactions to Good and Bad News During the Asian Crisis
The role of capital controls and currency regimes in the Asian crisis
Feasibility of an Asian Currency Unit
A latent currency crisis
The Asian liquidity crisis
Aftermath of the currency crisis
Homogenous vs. heterogenous transition functions in smooth transition regressions : A LM-type test
Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test
Ratings since the Asian crisis
Upturn overshadowed by Asian crisis
Cointegrating smooth transition regressions with applications to the Asian currency crisis
Currency crisis
Currency Market Reactions to Good and Bad News During the Asian Crisis
The role of capital controls and currency regimes in the Asian crisis
Feasibility of an Asian Currency Unit
A latent currency crisis
The Asian liquidity crisis
Aftermath of the currency crisis
Homogenous vs. heterogenous transition functions in smooth transition regressions : A LM-type test
Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test
Ratings since the Asian crisis
Upturn overshadowed by Asian crisis
Cointegrating smooth transition regressions with applications to the Asian currency crisis
Currency crisis
Currency Market Reactions to Good and Bad News During the Asian Crisis
The role of capital controls and currency regimes in the Asian crisis
Feasibility of an Asian Currency Unit
A latent currency crisis
The Asian liquidity crisis
Aftermath of the currency crisis
Homogenous vs. heterogenous transition functions in smooth transition regressions : A LM-type test
Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test
Ratings since the Asian crisis