Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules

DOI10.1515/snde-2017-0114OpenAlexW2895749955MaRDI QIDQ2697054

Ming Lin, Yanli Zhu, Hai-Qiang Chen

Publication date: 17 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2017-0114

zbMATH Keywords

model selectionMarkov chain Monte CarloBayesian inferencethreshold modeltime-varying threshold value

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items

Threshold model with a time‐varying threshold based on Fourier approximation

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