“...This paper stresses the bimodality of the likelihood function of the Mixed causal-noncausal AutoRegressions (MAR), and it is shown that the bimodality issue...”

“...This paper proposes an empirical investigation of the impact of oil price forecast errors on inflation forecast errors for three different sets of recent...”

“...This paper proposes a two-regime Bounce-Back Function augmented Self-Exciting Threshold AutoRegression (SETAR) model which allows for various shapes of...”

“...Progresses in fiscal consolidation programs are often expressed in cyclically-adjusted terms, meaning that business cycles have to be accurately estimated. In...”

“...► We test for Purchasing Power Parity from the ASEAN-5 currencies. ► We use unit root tests against flexible nonlinear stationary alternatives. ► We select the...”

“...We consider modeling the real exchange rate by a stationary three-regime self-exciting threshold autoregressive (SETAR) model with possibly a unit root in the...”

“...Abstract Despite expansionary fiscal and monetary policies, the Japanese real economy has been stagnating since the bubble bursting in the early nineties...”

“...Cointegration is studied for a non-linear autoregressive process characterized by discontinuous and regime-dependent equilibrium or error correction. Here the...”

“...Cet article explore empiriquement l'existence d'un effet rebond en sortie de crise dans les variations de stocks. Le modèle auto-régressif à seuil retenu ici...”