Thresholds and smooth transitions in vector autoregressive models

Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review

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, 2013. p. 273-326 (Advances in Econometrics, Vol. 32).

Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review

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, Cambridge, MA, Advances in Econometrics, vol. 32, pp. 273-326. https://doi.org/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). Emerald Group Publishing. Advances in Econometrics Vol. 32 https://doi.org/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. pp. 273-326. (Advances in Econometrics, Vol. 32). https://doi.org/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 (editors). VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims. Cambridge, MA: Emerald Group Publishing. (Advances in Econometrics, Vol. 32). 2013, 273-326. https://doi.org/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. 2013. p. 273-326. (Advances in Econometrics, Vol. 32). 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, 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 Ter{\"a}svirta",

year = "2013",

doi = "101108/S0731-9053(2013)0000031008",

language = "English",

isbn = "978-1-78190-752-8",

series = "Advances in Econometrics",

publisher = "Emerald Group Publishing",

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",

}

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

T3 - Advances in Econometrics

SP - 273

EP - 326

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

A2 - Fomby, Thomas B.

A2 - Kilian, Lutz

A2 - Murphy, Anthony

PB - Emerald Group Publishing

CY - Cambridge, MA

ER -

Department of Economics and Business Economics