Smooth transitions, asymmetric adjustment and unit roots

Cuestas, J.C. and Ordóñez, J. (2014) Smooth transitions, asymmetric adjustment and unit roots. Applied Economics Letters, 21 (14). ISSN 1466-4291

Abstract

Metadata

Authors/Creators:
  • Cuestas, J.C.
  • Ordóñez, J.
Copyright, Publisher and Additional Information: © 2014 Taylor & Francis. This is an author produced version of a paper subsequently published in Applied Economics Letters. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: unit roots, nonlinear trends, exponential smooth transition autoregressive model, structural change, C12, C32
Dates:
  • Published: 9 April 2014
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 12 Jan 2015 11:25
Last Modified: 02 Nov 2015 22:02
Published Version: http://dx.doi.org/10.1080/13504851.2014.902016
Status: Published
Publisher: Taylor & Francis (Routledge)
Identification Number: https://doi.org/10.1080/13504851.2014.902016

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