1. Entrepreneurship and unemployment: A nonlinear bidirectional causality?. (2010). Mourelle, Estefanía ; Faria, Joao ; Cuestas, Juan.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:27:y:2010:i:5:p:1282-1291.

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2. Nonlinearities and the Business Cycle in Spanish Imports: A Smooth Transition Regression Approach. (2009). Mourelle, Estefanía ; Cancelo, Jose .
   In: International Advances in Economic Research.
   RePEc:kap:iaecre:v:15:y:2009:i:2:p:245-259:10.1007/s11294-008-9193-4.

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3. Nonlinearities and the Business Cycle in Spanish Imports: A Smooth Transition Regression Approach. (2009). Cancelo, Jose ; Mourelle, Estefania.
   In: International Advances in Economic Research.
   RePEc:kap:iaecre:v:15:y:2009:i:2:p:245-259.

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4. Strategic behaviour and risk taking in football. (2008). Goddard, John ; Dobson, Stephen.
   In: NBS Discussion Papers in Economics.
   RePEc:nbs:wpaper:2008/7.

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5. Entrepreneurship and unemployment: a nonlinear bidirectional causality. (2008). Mourelle, Estefanía ; Cuestas, Juan ; Faria, Joao Ricardo.
   In: NBS Discussion Papers in Economics.
   RePEc:nbs:wpaper:2008/6.

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6. Cyclical Asymmetries in Unemployment Rates: International Evidence. (2007). Cancelo, Jose .
   In: International Advances in Economic Research.
   RePEc:kap:iaecre:v:13:y:2007:i:3:p:334-346.

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1. Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Shakur, Shamim ; Kabir, Humayun M.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2. Main driving factors of the interest rate-stock market Granger causality. (2017). Jareño, Francisco ; Hammoudeh, Shawkat M ; Ferrer, Roman ; Jammazi, Rania ; Jareo, Francisco.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:52:y:2017:i:c:p:260-280.

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3. Reassessing the empirical relationship between the oil price and the dollar. (2016). Mignon, Valérie ; Coudert, Virginie.
   In: Energy Policy.
   RePEc:eee:enepol:v:95:y:2016:i:c:p:147-157.

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4. Dynamic asymmetries in house price cycles: A generalized smooth transition model. (2016). Zanetti Chini, Emilio ; Canepa, Alessandra.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:37:y:2016:i:c:p:91-103.

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5. A multiple threshold analysis of the Feds balancing act during the Great Moderation. (2016). Ahmad, Saad.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:55:y:2016:i:c:p:343-358.

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6. Long memory and structural change in the G7 inflation dynamics. (2016). Belkhouja, Mustapha ; Mootamri, Imene .
   In: Economic Modelling.
   RePEc:eee:ecmode:v:54:y:2016:i:c:p:450-462.

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7. Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined. (2016). Sandberg, Rickard.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:52:y:2016:i:pb:p:699-713.

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8. Propagação Assimétrica de Choques Monetários na Economia Brasileira: Evidências com base em um modelo vetorial não-linear de transição suave.. (2014). RIBEIRO, MARCIO ; Martinez, Thiago Sevilhano ; Cerqueira, Vinicius Dos Santos, .
   In: Revista Brasileira de Economia - RBE.
   RePEc:fgv:epgrbe:v:68:y:2014:i:1:a:3590.

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9. Propagação Assimétrica de Choques Monetários na Economia Brasileira: Evidências com base em um modelo vetorial não-linear de transição suave.. (2014). Vinicius dos Santos Cerqueira, ; Martinez, Thiago Sevilhano ; Ribeiro, Marcio Bruno .
   In: Revista Brasileira de Economia - RBE.
   RePEc:fgv:epgrbe:v:68:n:1:a:2.

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10. Explaining US employment growth after the great recession: The role of output–employment non-linearities. (2014). Mignon, Valérie ; Ferrara, Laurent ; Chinn, Menzie.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:42:y:2014:i:c:p:118-129.

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11. Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality. (2014). Mignon, Valérie ; López Villavicencio, Antonia ; Bouvatier, Vincent ; Lopez-Villavicencio, Antonia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:127-136.

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12. Post-recession US Employment through the Lens of a Non-linear Okuns law. (2013). Mignon, Valérie ; Ferrara, Laurent ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19047.

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13. The “forward premium puzzle” and the sovereign default risk. (2013). Mignon, Valérie ; Coudert, Virginie.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:491-511.

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14. Smooth transition regime shifts and oil price dynamics. (2013). Cifarelli, Giulio.
    In: Energy Economics.
    RePEc:eee:eneeco:v:38:y:2013:i:c:p:160-167.

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15. Does the South African Reserve Bank follow a nonlinear interest rate reaction function?. (2013). Lahiani, Amine ; Baaziz, Yosra ; Labidi, Moez.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:272-282.

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16. Modeling Chinas inflation dynamics: An MRSTAR approach. (2013). Zhang, Lingxiang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:31:y:2013:i:c:p:440-446.

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17. Post-recession US employment through the lens of a non-linear Okun’s law. (2013). Mignon, Valérie ; Ferrara, Laurent ; Chinn, Menzie.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2013-12.

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18. Smooth transition patterns in the realized stock–bond correlation. (2012). Christiansen, Charlotte ; Aslanidis, Nektarios.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:4:p:454-464.

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19. Non linear and asymmetric linkages between real growth in the Euro area and global financial market conditions: New evidence. (2012). Teulon, Frédéric ; sahut, Jean-Michel ; Mili, Mehdi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:734-741.

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20. Nonlinear adjustment in the real dollar–euro exchange rate: The role of the productivity differential as a fundamental. (2012). Ordóñez, Javier ; Camarero, Mariam ; Ordez, Javier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:444-449.

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21. Nonlinear expectations in speculative markets – Evidence from the ECB survey of professional forecasters. (2012). Reitz, Stefan ; Rulke, Jan-Christoph ; Stadtmann, Georg.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:9:p:1349-1363.

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22. Heterogeneity in stock prices: A STAR model with multivariate transition function. (2012). Lof, Matthijs.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:12:p:1845-1854.

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23. Multiple equilibria in Spanish unemployment. (2011). Ordóñez, Javier ; Franchi, Massimo ; Ordoez, Javier.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:22:y:2011:i:1:p:71-80.

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24. Exchange rate volatility across financial crises. (2011). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:3010-3018.

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25. An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa. (2011). GUPTA, RANGAN ; Balcilar, Mehmet ; Shah, Zahra B..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899.

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26. Comparación de los modelos SETAR y STAR para el índice de empleo industrial colombiano. (2011). Hoyos, Milena ; Galindo, Mario.
    In: Documentos de Trabajo, Escuela de Economía.
    RePEc:col:000178:008347.

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27. Current account sustainability in the US: What did we really know about it?. (2010). Leon-Ledesma, Miguel ; Christopoulos, Dimitris.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:3:p:442-459.

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28. Do realized betas exhibit up/down market tendencies?. (2009). Brooks, Robert ; Woodward, George.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:18:y:2009:i:3:p:511-519.

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29. Asymmetric effects and long memory in the volatility of Dow Jones stocks. (2009). Scharth, Marcel ; Medeiros, Marcelo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:2:p:304-327.

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30. Forward interest rate premium and asymmetric adjustment: Evidence from 16 countries. (2009). McMillan, David G..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:2:p:258-273.

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31. Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times. (2008). Laakkonen, Helinä ; Lanne, Markku.
    In: MPRA Paper.
    RePEc:pra:mprapa:8296.

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32. Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model. (2008). Smallwood, Aaron.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:7:p:1161-1176.

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33. A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting. (2008). Souza, Reinaldo Castro ; Stevenson, Maxwell ; Amaral, Luiz Felipe .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:4:p:603-615.

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34. The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis. (2008). Taylor, Mark ; Reitz, Stefan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:52:y:2008:i:1:p:55-76.

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35. A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries. (2008). Medeiros, Marcelo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:1:p:104-119.

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36. Tree-structured smooth transition regression models. (2008). Medeiros, Marcelo ; da Rosa, Joel Correa ; Veiga, Alvaro.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:5:p:2469-2488.

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37. An exponential FISTAR model applied to the US real effective exchange rate. (2007). PEGUIN-FEISSOLLE, Anne ; Boutahar, Mohamed ; Mootamri, Imene .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00353836.

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38. Order flow, dealer profitability, and price formation. (2007). Onayev, Zhan ; Locke, Peter.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:85:y:2007:i:3:p:857-887.

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39. Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies. (2007). Suardi, Sandy ; Olekalns, Nilss ; Henry, Ólan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:94:y:2007:i:3:p:383-388.

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40. The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior. (2006). Wohar, Mark ; Rapach, David E..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:2:p:341-361.

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41. STAR and ANN models: forecasting performance on the Spanish Ibex-35 stock index. (2005). Pérez-Rodríguez, Jorge ; Andrada-Felix, Julian ; Torra, Salvador.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:3:p:490-509.

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42. Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models. (2004). PEGUIN-FEISSOLLE, Anne ; Mignon, Valérie ; Dufrénot, Gilles.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:21:y:2004:i:1:p:37-71.

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43. The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation. (2003). Thornton, Daniel ; Sarno, Lucio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:6:p:1079-1110.

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44. Why is it so difficult to beat the random walk forecast of exchange rates?. (2003). Taylor, Mark ; Kilian, Lutz.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:60:y:2003:i:1:p:85-107.

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45. Stability and non-linear dynamics in the broad demand for money in Spain. (2003). Ordóñez, Javier ; Ordonez, Javier .
    In: Economics Letters.
    RePEc:eee:ecolet:v:78:y:2003:i:1:p:139-146.

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46. Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence. (2001). Sarantis, Nicholas.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:17:y:2001:i:3:p:459-482.

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47. The behavior of US public debt: a nonlinear perspective. (2001). Sarno, Lucio.
    In: Economics Letters.
    RePEc:eee:ecolet:v:74:y:2001:i:1:p:119-125.

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48. Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals. (2000). Taylor, Mark ; Peel, David.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53.

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49. Real exchange rate behavior in the Middle East: a re-examination. (2000). Sarno, Lucio.
    In: Economics Letters.
    RePEc:eee:ecolet:v:66:y:2000:i:2:p:127-136.

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50. Stochastic growth: Empirical evidence from the G7 countries. (1999). Sarno, Lucio.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:21:y:1999:i:4:p:691-712.

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