Modeling cyclical asymmetries in European imports

International Advances in Economic Research

Volumn 11, Issue 2, 2005, Pages 135-147

  Cancelo, José Ramón ^b   Mourelle, Estefanía ^a  

^a UNIVERSITY OF A CORUÑA   (Spain)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 25144495874     PISSN: 10830898     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11294-005-3011-z     Document Type: Article

References (19)

1. Eitrheim, Äyvind; Teräsvirta, Timo. "Testing the Adequacy of Smooth Transition Autoregressive Models," Journal of Econometrics, 74, 1, September 1996, pp. 59-75.
2. Granger Clive W. J. Timo Teräsvirta 1993 Modelling Nonlinear Economic Relationships Oxford University Press Oxford
3. Konno, Toru; Fukushige, Mototsugu. "The Canada-United States Bilateral Import Demand Functions: Gradual Switching in Long-Run Relationships," Applied Economics Letters, 9(9), July 2002, pp. 567-70.
4. Konno, Toru; Fukushige, Mototsugu. "Did NAFTA Cause the Structural Changes in Bilateral Import Functions between the US and Mexico?" Journal of Policy Modeling, 25(1), January 2003, pp. 53-9.
5. Masih, Rumi; Masih, Abdul M. M. "A Reassessment of Long-Run Elasticities of Japanese Import Demand," Journal of Policy Modeling, 22, 5, September 2000, pp. 625-39.
6. Öcal, Nadir; Osborn, Denise R. "Business Cycle Non-Linearities in UK Consumption and Production," Journal of Applied Econometrics, 15, 1, January-February 2000, pp. 27-43.
7. Potter, Simon M. "Nonlinear Time Series Modelling: An Introduction," Journal of Economic Surveys, 13, 5, December 1999, pp. 505-28.
8. Ribeiro, Francisco F. "Exports, Imports and Economic Growth in Portugal: Evidence from Causality and Cointegration Analysis," Economic Modelling, 18, 4, December 2001, pp. 613-23.
9. Sawyer, Charles; Sprinkle, Richard. "The Demand for Imports and Exports in the U.S.: A Survey" Journal of Economics and Finance 20 1 Spring 1996 47-78
10. Sawyer, Charles; Sprinkle, Richard. "The Demand for Imports and Exports in Japan: A Survey," Journal of the Japanese and International Economies, 11, 2, June 1997, pp. 247-59.
11. Sensier, Marianne;Öcal, Nadir; Osborn, Denise R. "Asymmetric Interest Rate Effects for the UK Real Economy," Oxford Bulletin of Economics and Statistics, 64, 4, September 2002, pp. 315-39.
12. Sinha, Dipendra; Sinha, Tapen "An Aggregate Import Demand Function for Greece," Atlantic Economic Journal, 28, 2, June 2000, pp. 196-209.
13. Skalin, Joakim; Teräsvirta, Timo. "Another Look at Swedish Business Cycles 1861-1988," Journal of Applied Econometrics, 14, 4, July-August 1999, pp. 359-78.
14. Skalin, Joakim; Teräsvirta, Timo. "Modeling Asymmetries and Moving Equilibria in Unemployment Rates," Macroeconomic Dynamics, 6, 2, April 2002, pp. 202-41.
15. Teräsvirta, Timo. "Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models", Journal of the American Statistical Association, 89, 425, March 1994, 208-18.
16. Timo Teräsvirta 1998 Modeling Economic Relationships with Smooth Transition Regressions in Aman Ullah David E. A. Giles (eds.), Handbook of Applied Economic Statistics Marcel Dekker New York 507-552
17. Teräsvirta, Timo; Anderson, Heather M. "Characterizing Nonlinearities in Business Cycles using Smooth Transition Autoregressive Models," Journal of Applied Econometrics, 7, 0 Suppl., December 1992, S119-36.
18. Van Dijk, Dick; Franses, Phillip H. "Modeling Multiple Regimes in the Business Cycle," Macroeconomic Dynamics, 3, 3, September, 1999, pp. 311-40.
19. Van Dijk, Dick; Teräsvirta, Timo; Te Franses, P. H. "Smooth Transition Autoregressive Models - A Survey of Recent Developments," Econometric Reviews, 21, 1, April 2002, pp. 1-47.