Threshold autoregression in economics Page 1 Statistics and Its Interface Volume 4 (2011)
123–127 Threshold autoregression in economics Bruce E. Hansen∗ The impact of Howell …

The purpose of this paper is to synthesise the existing literature on study of macroeconomic
variables on the economic growth of BRICS countries in a systematic manner, where GDP …

This paper investigates the convergence in per capita energy use of a group of 25 OECD
countries over the period 1960–2012. Unlike the previous studies, which mainly used unit …

Federal Reserve Bank of St. Louis Review, September/October 2009, 91 (5, Part 1), pp. 397-
402. the issuance of exotic new financial instruments.(ii) A significant portion of these …

Abstract The European Green Deal initiatives refer to pollution reduction and management
of climate changes. The aim of this paper is to analyze the stochastic convergence in per …

This paper examines the pattern of convergence in per capita energy use in a sample of 109-
country covering the period 1971–2013. In addition to the full sample of countries, existence …

This study applies Panel SURKSS test with a Fourier function to investigate the properties of
long-run purchasing power parity (PPP) in fifteen Latin American countries over the period of …

Purpose The purpose of the paper is to examine the impact of exchange rate misalignment
on economic growth in India using annual data from 1980 to 2014. Design/methodology …

This paper investigates episodes of real exchange rate appreciations and depreciations for
a sample of 85 countries from 1960 to 1998. A Markov Switching Model is used to …

This paper analyzes the persistence properties of energy consumption in 107 countries over
the 1971–2011 period. It uses subsampling confidence interval methods that are more …