1. Interactional Impact of Defence Expenditure and Political Instability on Economic Growth in Nigeria: Revisited. (2025). Emmanouilidis, Kyriakos ; Dimitraki, Ourania.
   In: Defence and Peace Economics.
   RePEc:taf:defpea:v:36:y:2025:i:4:p:533-554.

   Full description at Econpapers || Download paper

1. Bradley, M.D. and D.W. Jansen (2004). Forecasting with a nonlinear dynamic model of stock returns and industrial production, International Journal of Forecasting, 20(2), 321-342.

2. Cette, Gilbert (1997). “Ecart de positionnement dans le cycle économique : quelques évaluations pour l’économie française ”, Bulletin de la Banque de France, No 38, Février, pp.
   Paper not yet in RePEc: Add citation now
   

3. Chang, K.S. and H. Tong (1986). On estimating thresholds in autoregressive models, Journal of Time Series Analysis, 7, 179-190.

4. Claveria, O and S. Torra (2014). Forecasting tourism demand to Catalonia: Neural network vs. time series models, Economic Modelling, 36, 220-228.

5. Dias, F.C. (2003). Nonlinearities over the business cycle: An application of the Smooth Transition Autoregressive Model to characterize GDP dynamic for Euro-Area and Portugal, Working Paper, No 9-03, Banco de Portugal, Economic Research Department.

6. Escribano, A. and O. Jorda (2001). Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models, Spanish Economic Review, 3(3), 193-209.

7. Fathi, E. (2009). Décrire le cycle économique en Tunisie, Economie et Prévision, 189(3), 7592.
   Paper not yet in RePEc: Add citation now
   

8. Ferrara, L. (2008). L’apport de indicateurs de retournement cyclique à l’analyse conjoncturelle, Bulletin de la Banque de France, No 171.

9. Ferrara, L. (2009). Caractérisation et datation des cycles économiques en zone euro, Revue Economique, 60(3), 703-712.

10. Granger, C.W.J and T. Teräsvirta (1993). Modeling Non-Linear Economic Relationships, Oxford University Press.
    Paper not yet in RePEc: Add citation now
    

11. Hamilton, J.D. (1989). A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle, Econometrica, 57, 357-384.

12. Hoffmaister, A.W. and J.E. Roldos (2001). The Source of Macroeconomics Fluctuations in Developing Countries: Brazil and Korea, Journal of Macroeconomics, 23, 213-239.

13. Kim, S. and H. Kim (2016). A new metric of absolute percentage error for intermittent demand forecasts, International Journal of Forecasting, 32(3), 669-679.

14. Luukkonen, R. and T. Teräsvirta (1991). Testing linearity of economic time series against cyclical asymmetry. Annales dEconomie et de Statistique, 10(21), 125-142.
    Paper not yet in RePEc: Add citation now
    

15. Ndongo, O. and Y. Francis (2007). Les sources des fluctuations macroéconomiques au Cameroun, MPRA, Munich Personal RePc Archive, Paper No :1308, http ://mpra.ub.unimuenchen.

16. OCDE, (2002). “Les changements en cours du cycle économique”, in Perspectives économiques de l’OCDE, No:71, 173-190.
    Paper not yet in RePEc: Add citation now
    

17. Saayman, A. and I. Botha (2017). Non-linear models for tourism demand forecasting, Tourism Economics, 23(3), 594-616.

18. Sarantis, N. (1999). Modeling non-linearities in real effective exchange rates, Journal of International Money and Finance, 18(1), 27-45.

19. Skalin, J. and T. Teräsvirta (1999). Another Look at Swedish Business Cycles, Journal of Applied Econometrics, 14(4), 359-378.

20. Tong, H. (1983). Threshold Model in Non-Linear Time Series Analysis, New-York, SpringerVerlag.
    Paper not yet in RePEc: Add citation now
    
21. Umer, U.M., T. Sevil and G. Sevil (2018). Forecasting performance of smooth transition autoregressive (STAR) model on travel and lisure stock index, The Journal of Finance and Data Science, 4(2), 90-100.
    Paper not yet in RePEc: Add citation now
    

22. Verne, J-F. (2011). An econometric analysis of the output gap fluctuations: The case of Lebanon, Economics Bulletin, 31(2), 1530-1547.

1. Is Price Commitment a Better Solution to Control Carbon Emissions and Promote Technology Investment?. (2023). Chen, Ying-Ju ; Fan, Xiaoshuai.
   In: Management Science.
   RePEc:inm:ormnsc:v:69:y:2023:i:1:p:325-341.

   Full description at Econpapers || Download paper

2. The impact of the Russian-Ukrainian war on global financial markets. (2023). Muradoglu, Yaz ; Muradolu, Yaz Gulnur ; Pappas, Vasileios ; Sivaprasad, Sheeja ; Izzeldin, Marwan ; Petropoulou, Athina.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:87:y:2023:i:c:s105752192300114x.

   Full description at Econpapers || Download paper

3. Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Ferrari, Davide ; Fezzi, Carlo.
   In: Energy Economics.
   RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042.

   Full description at Econpapers || Download paper

4. A New Bootstrapped Hybrid Artificial Neural Network Approach for Time Series Forecasting. (2022). Fildes, Robert ; Eriolu, Erol.
   In: Computational Economics.
   RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-020-10073-7.

   Full description at Econpapers || Download paper

5. Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment. (2021). Ferraro, Giovanna ; Pierini, Andrea ; Naccarato, Alessia.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03225-y.

   Full description at Econpapers || Download paper

6. Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate. (2021). Verne, Jean-Franois.
   In: International Econometric Review (IER).
   RePEc:erh:journl:v:13:y:2021:i:3:p:71-88.

   Full description at Econpapers || Download paper

7. Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Boughrara, Adel ; Slim, Skander ; Dahmene, Meriam.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

   Full description at Econpapers || Download paper

8. The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. (2021). Muradoglu, Yaz ; Muradolu, Yaz Gulnur ; Pappas, Vasileios ; Sivaprasad, Sheeja ; Izzeldin, Marwan.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000144.

   Full description at Econpapers || Download paper

9. Does Convertible Arbitrage Risk Exposure Vary Through Time?. (2018). Gallagher, Liam ; Hutchinson, Mark ; Obrien, John.
   In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
   RePEc:wsi:rpbfmp:v:21:y:2018:i:04:n:s0219091518500261.

   Full description at Econpapers || Download paper

10. Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets. (2018). Bekiros, Stelios ; Boubaker, Sabri ; Avdoulas, Christos.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2078-z.

    Full description at Econpapers || Download paper

11. Asymmetric Effects of Chinas Monetary Policy on the Stock Market: Evidence from a Nonlinear VAR Mode. (2018). Sun, Yunpeng ; Wang, Xueying.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2018:p:745-761.

    Full description at Econpapers || Download paper

12. Empowering cash managers to achieve cost savings by improving predictive accuracy. (2017). Salas-Molina, Francisco ; Rodriguez-Aguilar, Juan A ; Ll, Josep ; Serra, Joan ; Martin, Francisco J.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:2:p:403-415.

    Full description at Econpapers || Download paper

13. Empowering cash managers to achieve cost savings by improving predictive accuracy. (2016). Salas-Molina, Francisco ; Rodr, Juan A ; Ll, Josep ; Serra, Joan ; Martin, Francisco J.
    In: Papers.
    RePEc:arx:papers:1605.04219.

    Full description at Econpapers || Download paper

14. Price relationships in crude oil futures: new evidence from CFTC disaggregated data. (2013). Chevallier, Julien.
    In: Environmental Economics and Policy Studies.
    RePEc:spr:envpol:v:15:y:2013:i:2:p:133-170.

    Full description at Econpapers || Download paper

15. Asimetrías en el Ajuste del Desalineamiento Cambiario en Chile. (2013). Calderon, Cesar ; Aguirre, Alvaro ; alvaro Aguirre R., .
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:16:y:2013:i:3:p:90-101.

    Full description at Econpapers || Download paper

16. Do macro-economic variables explain stock-market returns? Evidence using a semi-parametric approach. (2012). Mishra, Sagarika ; Singh, Harminder.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:13:y:2012:i:2:d:10.1057_jam.2011.11.

    Full description at Econpapers || Download paper

17. Do Volume Increases and Decreases Have the Same Effect on Labor Hours?. (2012). Bradley, Michael D. ; Perkins, Mary K. ; Colvin, Jeff.
    In: Chapters.
    RePEc:elg:eechap:14533_7.

    Full description at Econpapers || Download paper

18. Stock Market Efficiency, Non-Linearity, Thin Trading and Asymmetric Information in MENA Stock Markets. (2012). Moore, Winston ; Harrison, Barry.
    In: Economic Issues Journal Articles.
    RePEc:eis:articl:112harrison.

    Full description at Econpapers || Download paper

19. Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973.

    Full description at Econpapers || Download paper

20. Nonlinear Adjustment of Emerging Stock Market Returns: Symmetrical or Asymmetrical. (2012). paytakhti oskooe, seyyed ali ; Seyyed Ali Paytakhti Oskooe, .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2012-02-5.

    Full description at Econpapers || Download paper

21. EUAs and CERs: Interactions in a Markov regime-switching environment. (2012). Chevallier, Julien.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-11-00422.

    Full description at Econpapers || Download paper

22. EUAs and CERs : Interactions in a Markov regime-switching environment. (2012). Chevallier, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/7938.

    Full description at Econpapers || Download paper

23. Learning and Estimation of the New Keynesian Phillips Curve Models. (2011). Liu, Dandan.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:78:y:2011:i:2:p:382-396.

    Full description at Econpapers || Download paper

24. Nonlinearities in central and eastern European stock markets. (2011). Moore, Winston ; Harrison, Barry.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:18:y:2011:i:14:p:1363-1366.

    Full description at Econpapers || Download paper

25. Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model. (2011). Hsu, Kuang-Chung ; Chiang, Hui-Chu.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:51:y:2011:i:4:p:339-349.

    Full description at Econpapers || Download paper

26. A model of carbon price interactions with macroeconomic and energy dynamics. (2011). Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1295-1312.

    Full description at Econpapers || Download paper

27. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

    Full description at Econpapers || Download paper

28. Nonlinearities in Stock Returns for Some Recent Entrants to the EU. (2010). Moore, Winston ; Harrison, Barry.
    In: NBS Discussion Papers in Economics.
    RePEc:nbs:wpaper:2010/1.

    Full description at Econpapers || Download paper

29. Modeling Stock Returns in the South African Stock Exchange: a Nonlinear Approach. (2010). Bonga-Bonga, Lumengo.
    In: EcoMod2010.
    RePEc:ekd:002596:259600034.

    Full description at Econpapers || Download paper

30. Non-linear Dynamics in the Chilean Stock Market: Evidence on Traded Volumes and Returns. (2010). JARAMILLO, PATRICIO ; Rodrigo F. Aranda L., ; Patricio Jaramillo G., .
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:13:y:2010:i:3:p:67-94.

    Full description at Econpapers || Download paper

31. EFORECASTING FINANCIAL INDEXES WITH MODEL OF COMPOSITE EVENTS INFLUENCE. (2009). Sveshnikov, Sergey ; Bocharnikov, Victor.
    In: Journal of Applied Economic Sciences.
    RePEc:ush:jaessh:v:4:y:2009:i:3(9)_fall2009:76.

    Full description at Econpapers || Download paper

32. Non-linear relation between industrial production and business surveys data. (2009). Bruno, Giancarlo.
    In: MPRA Paper.
    RePEc:pra:mprapa:42337.

    Full description at Econpapers || Download paper

33. A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting. (2009). Fantazzini, Dean ; Maggi, Mario A. ; de Giuli, Maria Elena ; Bianchi, Carluccio ; Carta, Alessandro .
    In: Quaderni di Dipartimento.
    RePEc:pav:wpaper:105.

    Full description at Econpapers || Download paper

34. Non-linear relation between industrial production and business surveys data. (2009). Bruno, Giancarlo.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:119.

    Full description at Econpapers || Download paper

35. Non-linear predictability in stock and bond returns: when and where is it exploitable?. (2009). Hyde, Stuart ; Guidolin, Massimo ; Ono, Sadayuki ; McMillan, David.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-010.

    Full description at Econpapers || Download paper

36. Non-linear predictability in stock and bond returns: When and where is it exploitable?. (2009). Hyde, Stuart ; Guidolin, Massimo ; Ono, Sadayuki ; McMillan, David.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:2:p:373-399.

    Full description at Econpapers || Download paper

37. Linear and threshold forecasts of output and inflation using stock and housing prices. (2008). Tkacz, Greg ; Wilkins, Carolyn.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:27:y:2008:i:2:p:131-151.

    Full description at Econpapers || Download paper

38. Common nonlinearities in long-horizon stock returns: Evidence from the G-7 stock markets. (2008). Mollick, Andre ; Kim, Sei-Wan ; Nam, Kiseok.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:19:y:2008:i:1:p:19-31.

    Full description at Econpapers || Download paper

39. Nonlinear Dynamic in the Chilean Stock Market: Evidence from Returns and Trading Volume. (2008). JARAMILLO, PATRICIO ; Aranda, Rodrigo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:463.

    Full description at Econpapers || Download paper

40. Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies. (2008). Hyde, Stuart ; Bredin, Don.
    In: European Financial Management.
    RePEc:bla:eufman:v:14:y:2008:i:2:p:315-346.

    Full description at Econpapers || Download paper

41. Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35. (2007). Valderas Jaramillo, Juan Manuel ; Velasco, F. ; Olmedo, E..
    In: Estudios de Economia Aplicada.
    RePEc:lrk:eeaart:25_3_11.

    Full description at Econpapers || Download paper

42. 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

    Full description at Econpapers || Download paper

43. Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices. (2006). Tkacz, Greg ; Wilkins, Carolyn.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-25.

    Full description at Econpapers || Download paper

44. 25 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; Gooijer, Jan G. ; De Gooijer, Jan G..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050068.

    Full description at Econpapers || Download paper

45. Forecasting economic variables with nonlinear models. (2005). Teräsvirta, Timo.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0598.

    Full description at Econpapers || Download paper

46. Forecasting economic and financial time-series with non-linear models. (2004). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:2:p:169-183.

    Full description at Econpapers || Download paper

47. Forecasting economic and financial time-series with non-linear models. (2003). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200309.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 13:15:53 || Missing content? Let us know