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2. Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium. (2010). Grossmann, Axel ; McMillan, David G..
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3. 3-Regime symmetric STAR modeling and exchange rate reversion. (2009). MacDonald, Ronald ; Kim, Hyunsok ; cerrato, mario.
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4. The confusing time-series behaviour of real exchange rates: Are asymmetries important?. (2009). McMillan, David G..
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5. U.S. dollar real exchange rates: Nonlinearity revisited. (2008). Sollis, Robert.
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6. Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives. (2008). Regis, Paulo Jos .
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1. Do on/off time series models reproduce emerging stock market comovements?. (2011). JAWADI, Fredj ; AROURI, Mohamed ; Mohamed el hédi Arouri, .
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2. What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?. (2010). Nguyen, Duc Khuong ; JAWADI, Fredj ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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3. Likelihood-based inference for cointegration with nonlinear error-correction. (2010). Rahbek, Anders ; Kristensen, Dennis.
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4. Threshold cointegration relationships between oil and stock markets. (2009). Leoni, Patrick ; JAWADI, Fredj.
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5. First and second order non-linear cointegration models. (2009). Lange, Theis.
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6. The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications. (2008). .
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7. Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion. (2008). Cincibuch, Martin ; Hornikova, Matrina .
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8. 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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9. On the relationship between nominal exchange rates and domestic and foreign prices. (2007). Peel, David ; Paya, Ivan.
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:17:y:2007:i:2:p:105-117.

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10. Estimating Argentinas imports elasticities. (2007). Nicolini-Llosa, J L ; Paya, Ivan ; Duarte, A.
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11. Estimating Argentinas imports elasticities. (2007). Nicolini-Llosa, J L ; Paya, Ivan ; Duarte, A.
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12. Estimating Argentinas imports elasticities. (2007). Nicolini-Llosa, J L ; Paya, Ivan ; Duarte, A.
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13. Estimating Argentinas imports elasticities. (2007). Nicolini-Llosa, J L ; Paya, Ivan ; Duarte, A.
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14. Nonlinear autoregressive leading indicator models of output in G-7 countries. (2007). Vahid, Farshid ; Athanasopoulos, George ; Anderson, Heather.
    In: Journal of Applied Econometrics.
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15. Measuring the Financial Markets Perception of EMU Enlargement: The Role of Ambiguity Aversion. (2007). Cincibuch, Martin ; Hornikova, Martina .
    In: Working Papers.
    RePEc:cnb:wpaper:2007/13.

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16. Likelihood-Based Inference in Nonlinear Error-Correction Models. (2007). Rahbek, Anders ; Kristensen, Dennis.
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17. Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework. (2006). Maki, Daiki.
    In: Applied Financial Economics.
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18. Nonparametric Econometrics: Theory and Practice. (2006). Li, QI ; Racine, Jeffrey Scott .
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19. Changements de régime pour la persistance et la dynamique du taux dintérêt réel américain. (2006). Million, Nicolas.
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20. On the relationship between Nominal Exchange Rates and domestic and foreign prices. (2006). Paya, Ivan ; Peel, David.
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21. On the relationship between Nominal Exchange Rates and domestic and foreign prices. (2006). Paya, Ivan.
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22. On the relationship between Nominal Exchange Rates and domestic and foreign prices. (2006). Paya, Ivan ; Peel, D.
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23. On the relationship between Nominal Exchange Rates and domestic and foreign prices. (2006). Holden, K ; Paya, Ivan ; Duarte, A.
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24. The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity. (2006). Vahid, Farshid ; Issler, João.
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25. The process followed by PPP data. On the properties of linearity tests. (2005). Peel, David ; Paya, Ivan.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:21:p:2515-2522.

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26. THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS. (2005). Peel, David ; Paya, Ivan.
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27. The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework. (2005). Maki, Daiki.
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28. The Bi-parameter Smooth Transition Autoregressive model. (2005). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2005:i:23:p:1-11.

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29. The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework. (2005). Maki, Daiki.
    In: Economics Bulletin.
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30. The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates. (2005). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
    In: CEPR Discussion Papers.
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31. The Term Spread International Evidence of Non-Linear Adjustment. (2004). Siklos, Pierre ; Haug, Alfred.
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32. Threshold Cointegration between Stock Returns : An application of STECM Models. (2004). JAWADI, Fredj ; Yousra, Koubaa.
    In: Econometrics.
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33. Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity. (2004). Sollis, Robert.
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34. Forecasting the spot prices of various coffee types using linear and non-linear error correction models. (2004). Panagiotidis, Theodore ; Otero, Jesus ; Milas, Costas.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:9:y:2004:i:3:p:277-288.

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35. Time-varying excess returns on UK government bonds: A non-linear approach. (2004). Milas, Costas ; Lekkos, Ilias.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:1:p:45-62.

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36. Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models. (2004). Seo, Byeongseon.
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37. Lajustement à seuil des processus cointégrés. Que sait-on des modèles à trois régimes ?. (2004). Bec, Frédérique ; Ben Salem, Melika.
    In: Revue d'économie politique.
    RePEc:cai:repdal:redp_144_0467.

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38. The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200322.

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39. Forecasting economic and financial time-series with non-linear models. (2003). Swanson, Norman ; Franses, Philip Hans ; Clements, Michael.
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40. Unit Root Tests in Three-Regime SETAR Models. (2003). shin, yongcheol ; Kapetanios, George.
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41. SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo.
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42. The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation. (2002). Thornton, Daniel ; Sarno, Lucio.
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43. Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices.. (2001). Vahid, Farshid ; Anderson, Heather.
    In: Monash Econometrics and Business Statistics Working Papers.
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44. Forecasting the spot prices of various coffee types using linear and non-linear error correction models. (2001). Panagiotidis, Theodore ; Otero, Jesus ; Milas, Costas.
    In: Borradores de Investigación.
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45. Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model. (2001). Liu, Ying.
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46. Limited arbitrage in international wheat markets: threshold and smooth transition cointegration. (2001). Mainardi, Stefano.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:ags:aareaj:117471.

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47. Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes. (2000). Swanson, Norman ; Corradi, Valentina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:96:y:2000:i:1:p:39-73.

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48. The Bi-parameter Smooth Transition AutoRegressive model. (2000). Siliverstovs, Boriss.
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49. Asymmetric Adjustment Costs and The Dynamics of Housing Supply. (1999). Kenny, Geoff.
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50. Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate. (1996). Barkoulas, John ; Baum, Christopher ; Onochie, Joseph.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:320.

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