Aug 24 2020 Bopjun Gwak   Long-term Inflation Expectations and Central Bank Credibility   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2016 Nidhal Mgadmi , Helmi Hamdi and Houssem Rachdi   Non-Linear Modelling of Money Demand in Tunisia: Evidence from the STAR Model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 29 2016 Ramzi Boussaidi and Abaoub Ezzeddine   The dynamics of Stock price adjustment to fundamentals: an empirical essay via STAR models in the Tunisian stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 27 2012 Ghassen El Montasser and Ahdi Noomen Ajmi   The fractional integrated bi- parameter smooth transition autoregressive model   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 09 2011 Jhih-Hong Zeng , Chun-ping Chang and Chien-chiang Lee   Are Fruit and Vegetable Prices Non-linear Stationary? Evidence from Smooth Transition Autoregressive Models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 02 2009 Stephen Norman   Testing for a unit root against ESTAR nonlinearity with a delay parameter greater than one.   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 05 2008 Jeng-Bau Lin , Jin-Ming Liang and Chin-Chia Liang   Nonlinear Mean Reversion and Arbitrage in the Gold Futures Market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 04 2005 Boriss Siliverstovs   The Bi-parameter Smooth Transition Autoregressive model   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 06 2002 Konstantin A. Kholodilin   Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator   Abstract  Contact Information  Citation  Full Text  -  Note