Department of Economics and Business Economics

Timo Teräsvirta

Thresholds and smooth transitions in vector autoregressive models

Research output: Research - peer-reviewBook chapter

Standard

Thresholds and smooth transitions in vector autoregressive models. / Hubrich, Kirstin; Teräsvirta, Timo.

VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims. ed. / Thomas B. Fomby; Lutz Kilian; Anthony Murphy. Cambridge, MA : Emerald Group Publishing Limited, 2013. p. 273-326.

Research output: Research - peer-reviewBook chapter

Harvard

Hubrich, K & Teräsvirta, T 2013, Thresholds and smooth transitions in vector autoregressive models. in TB Fomby, L Kilian & A Murphy (eds), VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims. Emerald Group Publishing Limited, Cambridge, MA, Advances in Econometrics, vol. 32, pp. 273-326. DOI: 101108/S0731-9053(2013)0000031008

APA

Hubrich, K., & Teräsvirta, T. (2013). Thresholds and smooth transitions in vector autoregressive models. In T. B. Fomby, L. Kilian, & A. Murphy (Eds.), VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims (pp. 273-326). Cambridge, MA: Emerald Group Publishing Limited. Advances in Econometrics, Vol.. 32, DOI: 101108/S0731-9053(2013)0000031008

CBE

Hubrich K, Teräsvirta T. 2013. Thresholds and smooth transitions in vector autoregressive models. Fomby TB, Kilian L, Murphy A, editors. In VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims. Cambridge, MA: Emerald Group Publishing Limited. pp. 273-326. (Advances in Econometrics, Vol. 32). Available from: 101108/S0731-9053(2013)0000031008

MLA

Hubrich, Kirstin and Timo Teräsvirta "Thresholds and smooth transitions in vector autoregressive models"., Fomby, Thomas B. Kilian, Lutz Murphy, Anthony (ed.). VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims. Cambridge, MA: Emerald Group Publishing Limited. (Advances in Econometrics, Volume 32). 2013. 273-326. Available: 101108/S0731-9053(2013)0000031008

Vancouver

Hubrich K, Teräsvirta T. Thresholds and smooth transitions in vector autoregressive models. In Fomby TB, Kilian L, Murphy A, editors, VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims. Cambridge, MA: Emerald Group Publishing Limited. 2013. p. 273-326. (Advances in Econometrics, Vol. 32). Available from, DOI: 101108/S0731-9053(2013)0000031008

Author

Hubrich, Kirstin ; Teräsvirta, Timo. / Thresholds and smooth transitions in vector autoregressive models. VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims. editor / Thomas B. Fomby ; Lutz Kilian ; Anthony Murphy. Cambridge, MA : Emerald Group Publishing Limited, 2013. pp. 273-326 (Advances in Econometrics, Vol. 32).

Bibtex

@inbook{c7d830e545174b4ebcad342708a454e2,
title = "Thresholds and smooth transitions in vector autoregressive models",
author = "Kirstin Hubrich and Timo Teräsvirta",
year = "2013",
doi = "101108/S0731-9053(2013)0000031008",
isbn = "978-1-78190-752-8",
pages = "273--326",
editor = "Fomby, {Thomas B.} and Lutz Kilian and Murphy, {Anthony }",
booktitle = "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims",
publisher = "Emerald Group Publishing Limited",

}

RIS

TY - CHAP

T1 - Thresholds and smooth transitions in vector autoregressive models

AU - Hubrich,Kirstin

AU - Teräsvirta,Timo

PY - 2013

Y1 - 2013

U2 - 101108/S0731-9053(2013)0000031008

DO - 101108/S0731-9053(2013)0000031008

M3 - Book chapter

SN - 978-1-78190-752-8

SP - 273

EP - 326

BT - VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims

PB - Emerald Group Publishing Limited

ER -