Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico (Q5881681): Difference between revisions

Latest revision as of 17:47, 30 December 2024

scientific article; zbMATH DE number 7662301

Language	Label	Description	Also known as
English	Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico	scientific article; zbMATH DE number 7662301

Statements

instance of

scholarly article

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title

Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico (English)

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Studies in Nonlinear Dynamics and Econometrics

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publication date

13 March 2023

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zbMATH Keywords

inflation zone targeting

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nonlinear cointegration

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reaction function

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smooth transition models

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1515/snde-2012-0063

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cites work

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

0 references

Error-correction Mechanism Tests for Cointegration in a Single-equation Framework

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Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks

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Nonlinear monetary policy in Europe: fact or myth?

0 references

Index models with integrated time series

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Nonlinear econometric models with cointegrated and deterministically trending regressors

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TESTS FOR NONLINEAR COINTEGRATION

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Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.

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Efficient Tests for an Autoregressive Unit Root

0 references

Q4397010

0 references

Modelling Nonlinear Relationships between Extended-Memory Variables

0 references

Testing for two-regime threshold cointegration in vector error-correction models.

0 references

Autoregressive distributed lag models and cointegration

0 references

Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

0 references

Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests

0 references

Canonical Cointegrating Regressions

0 references

Nonlinear Regressions with Integrated Time Series

0 references

Multiple Time Series Regression with Integrated Processes

0 references

Statistical Inference in Instrumental Variables Regression with I(1) Processes

0 references

Optimal Inference in Cointegrated Systems

0 references

Testing for a unit root in time series regression

0 references

Q4255425

0 references

COINTEGRATING SMOOTH TRANSITION REGRESSIONS

0 references

A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems

0 references

Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom

0 references

Testing and Modeling Multivariate Threshold Models

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Identifiers

zbMATH Open document ID

1506.62498

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Mathematics Subject Classification ID

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0 references

0 references

10.1515/SNDE-2012-0063

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Sitelinks

Mathematics(1 entry)

mardi Publication:5881681

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-.1515/snde-2012-0063
@@ Property / DOI: 10.1515/snde-2012-0063 / rank @@
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+W1508874100
@@ Property / OpenAlex ID: W1508874100 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
+Normal rank
@@ Property / cites work @@
+Error-correction Mechanism Tests for Cointegration in a Single-equation Framework
+Normal rank
@@ Property / cites work @@
+Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks
+Normal rank
@@ Property / cites work @@
+Nonlinear monetary policy in Europe: fact or myth?
+Normal rank
@@ Property / cites work @@
+Index models with integrated time series
@@ Property / cites work: Index models with integrated time series / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear econometric models with cointegrated and deterministically trending regressors
+Normal rank
@@ Property / cites work @@
+TESTS FOR NONLINEAR COINTEGRATION
@@ Property / cites work: TESTS FOR NONLINEAR COINTEGRATION / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Q4397010
@@ Property / cites work: Q4397010 / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling Nonlinear Relationships between Extended-Memory Variables
+Normal rank
@@ Property / cites work @@
+Testing for two-regime threshold cointegration in vector error-correction models.
+Normal rank
@@ Property / cites work @@
+Autoregressive distributed lag models and cointegration
+Normal rank
@@ Property / cites work @@
+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
+Normal rank
@@ Property / cites work @@
+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
+Normal rank
@@ Property / cites work @@
+Canonical Cointegrating Regressions
@@ Property / cites work: Canonical Cointegrating Regressions / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Regressions with Integrated Time Series
@@ Property / cites work: Nonlinear Regressions with Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255425
@@ Property / cites work: Q4255425 / rank @@
+Normal rank
@@ Property / cites work @@
+COINTEGRATING SMOOTH TRANSITION REGRESSIONS
@@ Property / cites work: COINTEGRATING SMOOTH TRANSITION REGRESSIONS / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
+Normal rank
@@ Property / cites work @@
+Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom
+Normal rank
@@ Property / cites work @@
+Testing and Modeling Multivariate Threshold Models
+Normal rank
@@ Property / DOI @@
+.1515/SNDE-2012-0063
@@ Property / DOI: 10.1515/SNDE-2012-0063 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5881681