1. Spatial market integration of rice in Bangladesh in the presence of transaction cost. (2022). Sarkar, Md Abdur Rouf ; Begum, Ismat Ara ; Huylenbroeck, Guido ; Wailes, Eric J ; McKenzie, Andrew M ; al Mamun, Abdullah ; Alam, Mohammad Jahangir ; Rouf, Md Abdur ; Buysse, Jeroen.
   In: Agricultural and Food Economics.
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2. The role of fuel prices on the wholesale price relationships between horticultural markets. (2018). Engler, Alejandra ; von Cramon, S ; Valdes, R.
   In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
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3. Measuring Market Integration in the Presence of Threshold Effect: The Case of Bangladesh Rice Markets. (2012). McKenzie, Andrew ; Alam, Mohammad Jahangir ; Buysse, Jeroen ; Begum, Ismat Ara ; van Huylenbroeck, Guido ; Wailes, Eric J..
   In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
   RePEc:ags:aaea12:124435.

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4. A Comparison of Threshold Cointegration and Markov-Switching Vector Error Correction Models in Price Transmission Analysis. (2008). von Cramon-Taubadel, Stephan ; Ihle, Rico.
   In: 2008 Conference, April 21-22, 2008, St. Louis, Missouri.
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4. Akker, V. E., Maize in Benin: Production, Markets and Transport Department of Agricultural Economics in the Tropics and Subtropics, University of Hohenheim, 70593 Stuttgart, Germany, 1999.
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5. Balke, N. S., and Fomby, T. B. Threshold cointegration. International Economic Review. 38(1997):627-645.

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8. CIMMYT Statistical Database, 1999/2000 World Maize Facts and Trends, Meeting World Maize Needs, Mexico, CIMMYT, 2001.
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13. Goodwin, B. K. and Piggott, N., Spatial market integration, in the presence of threshold effects American Journal of Agricultural Economics. 83(2001):302-3 17. Hansen, B.E., Inference when a nuisance parameter is not identied under the null hypothesis Econometrica 64(1 996):4 13-30.

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16. Kuiper, E., Lutz C., Van Tilburg A., Identifying Price-Leading Markets: An Application to Corn Markets in Benin Journal of Regional Science, (1999):713-738.
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17. Kuiper, E., Lutz C., Van Tilburg A., Vertical price leadership on local maize markets in Benin Journal of Development Economics. 71(2003):417-33 Lo, M. C. and Zivot, E., Threshold cointegration and nonlinear adjustment to the law of one price Macroeconomic Dynamics. 5(2001):533-76.

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19. Martens, M. K. P. and Vorst, T.C.F., A threshold error-correction model for intraday futures and index returns. Journal of Applied Econometrics 13(1998):245-263.

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1. Modeling Nonlinearities in the U.S. Soybean‐to‐Corn Price Ratio: A Smooth Transition Autoregression Approach. (2012). Ubilava, David.
   In: Agribusiness.
   RePEc:wly:agribz:v:28:y:2012:i:1:p:29-41.

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2. The ACR Model: A Multivariate Dynamic Mixture Autoregression*. (2008). Shephard, Neil ; Rahbek, Anders ; Bec, Frédérique.
   In: Oxford Bulletin of Economics and Statistics.
   RePEc:bla:obuest:v:70:y:2008:i:5:p:583-618.

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3. Exchange Rates and Fundamentals : Is there a Role for Nonlinearities in Real Time?. (2007). Akdoğan, Kurmaş ; Aksoy, Yunus ; Akdogan, Kurmas.
   In: Working Papers.
   RePEc:tcb:wpaper:0703.

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4. Panel data model comparison for empirical saving-investment relations. (2006). Xu, Fang ; Herwartz, Helmut.
   In: Economics Working Papers.
   RePEc:zbw:cauewp:4350.

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5. Modelling the Fisher hypothesis: World wide evidence. (2006). Reimers, Hans-Eggert ; Herwartz, Helmut.
   In: Economics Working Papers.
   RePEc:zbw:cauewp:4136.

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6. Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?. (2006). Akdoğan, Kurmaş ; Aksoy, Yunus ; Akdogan, Kurmas.
   In: Computing in Economics and Finance 2006.
   RePEc:sce:scecfa:12.

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7. Changements de régime pour la persistance et la dynamique du taux dintérêt réel américain. (2006). Million, Nicolas.
   In: Cahiers de la Maison des Sciences Economiques.
   RePEc:mse:wpsorb:v06067.

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8. Testing for a Unit Root against Transitional Autoregressive Models. (2006). Shintani, Mototsugu ; Park, Joon Y..
   In: Levine's Bibliography.
   RePEc:cla:levrem:321307000000000316.

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9. Threshold Random Walks in the U.S. Stock Market. (2006). Serletis, Apostolos ; Lamarche, Jean-Francois ; Koustas, Zisimos.
   In: Working Papers.
   RePEc:brk:wpaper:0602.

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10. Policy-Induced Mean Reversion in the Real Interest Rate?. (2006). Lamarche, Jean-Francois ; Koustas, Zisimos.
    In: Working Papers.
    RePEc:brk:wpaper:0601.

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11. The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests. (2006). Kapetanios, George ; Chortareas, Georgios.
    In: Bank of England working papers.
    RePEc:boe:boeewp:311.

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12. Multivariate STAR Unemployment Rate Forecasts. (2005). Rothman, Philip ; Milas, Costas.
    In: Econometrics.
    RePEc:wpa:wuwpem:0502010.

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13. THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS. (2005). Peel, David ; Paya, Ivan.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2005-23.

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14. Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration. (2005). Wolff, Christian ; van Tol, Michel R.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4958.

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15. Policy-Induced Mean Reversion in the Real Interest Rate?. (2005). Lamarche, Jean-Francois ; Koustas, Zisimos.
    In: Working Papers.
    RePEc:brk:wpaper:0503.

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16. Threshold Cointegration between Stock Returns : An application of STECM Models. (2004). JAWADI, Fredj ; Yousra, Koubaa.
    In: Econometrics.
    RePEc:wpa:wuwpem:0412001.

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17. Modelling the FF/MM rate by threshold cointegration analysis. (2004). Baghli, Mustapha .
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:6:p:533-548.

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18. Estimating threshold vector error-correction models with multiple cointegrating relationships.. (2004). Gascoigne, Jamie.
    In: Working Papers.
    RePEc:shf:wpaper:2004013.

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19. Covered Interest Arbitrage: Then vs. Now. (2004). Weidenmier, Marc ; Miles, William ; Juhl, Ted.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10961.

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20. On Markov error-correction models, with an application to stock prices and dividends. (2004). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:1:p:69-88.

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21. Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models. (2004). Seo, Byeongseon.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:749.

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22. International Diversification Benefits in ASEAN Stock Markets: a Revisit. (2003). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: Finance.
    RePEc:wpa:wuwpfi:0308003.

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23. Price transmission and asymmetric adjustment in the Spanish dairy sector. (2003). serra, teresa ; Goodwin, Barry.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:18:p:1889-1899.

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24. Threshold Effects in the US Budget Deficit. (2003). Arestis, Philip ; Cipollini, Andrea.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:18.

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25. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2003). Vahid, Farshid ; Issler, João.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:492.

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26. Nonlinear Permanent - Temporary Decompositions in Macroeconomics and Finance. (2003). Taylor, Mark ; Clarida, Richard.
    In: Economic Journal.
    RePEc:ecj:econjl:v:113:y:2003:i:486:p:c125-c139.

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27. Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece. (2003). Kouretas, Georgios ; Aslanidis, Nektarios.
    In: Working Papers.
    RePEc:crt:wpaper:0311.

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28. Is the Budget Deficit Sustainable when Fiscal Policy is nonlinear? The Case of Spain, 1961-2001. (2003). Esteve, Vicente ; Diaz-Roldan, Carmen ; Bajo-Rubio, Oscar.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2003_32.

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29. Import prices and exchange rate pass-through: theory and evidence from the United Kingdom. (2003). Price, Simon ; Kapetanios, George ; Herzberg, Valerie.
    In: Bank of England working papers.
    RePEc:boe:boeewp:182.

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30. Substituting a Substitute Currency – The Case of Estonia. (2002). Heimonen, Kari.
    In: International Finance.
    RePEc:wpa:wuwpif:0209003.

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31. Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach. (2002). Oh, Man-Suk ; Shin, Dong Wan.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:29:y:2002:i:5:p:771-789.

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32. Nonlinear stochastic trends and economic fluctuations. (2002). Camacho, Maximo.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:274.

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33. The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation. (2002). Thornton, Daniel ; Sarno, Lucio.
    In: Working Papers.
    RePEc:fip:fedlwp:2000-032.

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34. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2002). Vahid, Farshid ; Issler, João.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:450.

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35. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2002). Vahid, Farshid ; Issler, João.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:445.

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36. Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices.. (2001). Vahid, Farshid ; Anderson, Heather.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2001-3.

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37. The non-linear dynamics of output and unemployment in the U.S.. (2001). Violante, Giovanni ; Altissimo, Filippo.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:4:p:461-486.

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38. The missing link: using the NBER recessions indicator to construct coincident and leading indices of economic activity. (2001). Vahid, Farshid ; Issler, João.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:429.

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39. Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?. (2001). Taylor, Mark ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3024.

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40. Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price. (2000). Taylor, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7577.

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41. Long Memory and Regime Switching. (2000). Inoue, Atsushi ; Diebold, Francis.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0264.

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42. Mean-Reversion versus PPP Adjustment: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998. (2000). Bessec, Marie.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1305.

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43. The Nonlinear Dynamics of Output and Unemployment in the US. (2000). Violante, Giovanni ; Altissimo, Filippo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2475.

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44. Impact of Capital Controls and Transaction Costs on the Return Distribution of Dually Traded Securities: Evidence from Chile and Argentina. (2000). Susmel, Raul ; Rabinovitch, Ramon ; Silva, Ana.
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:171.

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45. Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era. (1999). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:404.

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46. Threshold autoregression with a near unit root. (1998). Hansen, Bruce ; Caner, Mehmet.
    In: Working papers.
    RePEc:att:wimass:199827.

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47. Measuring Market Integration: A Model of Arbitrage with an Econometric Application to the Gold Standard, 1879-1913. (1997). Taylor, Alan ; Prakash, Gauri.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6073.

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48. Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckschers Commodity Points Revisited. (1997). Taylor, Alan ; Obstfeld, Maurice.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6053.

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49. Threshold Autoregressions with a Unit Root. (1997). Hansen, Bruce ; Caner, Mehmet.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:381.

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50. Modelling Federal Reserve Discount Policy. (1996). Baum, Christopher ; Karasulu, Meral.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:335.

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