Smooth Transition
نویسندگان
چکیده
منابع مشابه
Smooth Transition Exponential Smoothing
Adaptive exponential smoothing methods allow a smoothing parameter to change over time, in order to adapt to changes in the characteristics of the time series. However, these methods have tended to produce unstable forecasts and have performed poorly in empirical studies. This paper presents a new adaptive method, which enables a smoothing parameter to be modelled as a logistic function of a us...
متن کاملWeighted Smooth Transition Regressions
A new procedure is developed for modelling and testing nonlinearity of a smooth transition form, allowing the possibility that the transition variable is a weighted function of lagged observations. This is achieved through use of a beta function and requires speci cation of only the maximum permissable lag. Nonlinearity testing uses a search over the beta function parameters, with inference exp...
متن کاملSmooth-Transition GARCH Models
The asymmetric response of conditional variances to positive versus negative news has been traditionally modeled with threshold specifications that allow only two possible regimes: low or high volatility. In this paper, the possibility of intermediate regimes is considered and modeled with the introduction of a smooth-transition mechanism in a GARCH specification. One important property of this...
متن کاملNonlinear Study of Educational Effects on Iran's Economic Growth: Approach of Smooth Transition Regression
In the new models of economic growth, the role of human capital has been emphasized as one of the pillars for growth and development. Generally, increasing the level of education and training costs will lead to an increase in human capital that will ultimately show itself in economic growth. The main objective of the research is to examine the two factors of educational level and educational ex...
متن کاملAsymmetric Behavior of Inflation in Iran: New Evidence on Inflation Persistence Using a Smooth Transition Model
T his paper investigates the asymmetric behavior of inflation. We use logistic smooth transition autoregressive (LSTAR) model to characterize the regime-switching behavior of Iran’s monthly inflation during the period May 1990 to December 2013. We find that there is a triple relationship between the inflation level, its fluctuations and persistence. The findings imply that the behavi...
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ژورنال
عنوان ژورنال: International Journal for Innovation Education and Research
سال: 2018
ISSN: 2411-2933,2411-3123
DOI: 10.31686/ijier.vol6.iss11.1233