SemOpenAlex |

SemOpenAlex

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2558425772> ?p ?o ?g. }

Showing items 1 to 83 of 83 with 100 items per page.

W2558425772 endingPage "148" @default.
W2558425772 startingPage "133" @default.
W2558425772 abstract "This paper explores a model, called the time-varying in thresholdmodel with two regimes and which allows the regression coefficients to change overtime. This model take the advantage of the Kalman filter allowing the parametersto vary over time. We apply our model to analyze the effect of bank credit onGDP growth and inflation because the financial time series data revealed strongsigns of non-linearity and the context of the global economy has clearly changedin various dimensions. Note right away that the conventional threshold regressionmodel appropriates when the relationship between dependent and independentvariable seems constant, at least during the estimation period. Otherwise, a time-varying parameter non-linear model should be considered, especially in the contextof structural change in the macroeconomics data. The main finding of this studyreveals that there exists obvious important role the bank credit plays in the growthof the economy and inflation and there is a difference in behavior between regimes. However, after 2005 the effect from bank credit on GDP growth and inflation arequite smooth partly due to change in the monetary policy is called inflation targeting and reform the credit regulations of the commercial bank to more caution." @default.
W2558425772 created "2016-12-08" @default.
W2558425772 creator A5048596375 @default.
W2558425772 creator A5058887761 @default.
W2558425772 creator A5082529615 @default.
W2558425772 creator A5083286447 @default.
W2558425772 date "2016-11-25" @default.
W2558425772 modified "2023-09-28" @default.
W2558425772 title "Time-Varying Threshold Regression Model Using the Kalman Filter Method" @default.
W2558425772 hasPublicationYear "2016" @default.
W2558425772 type Work @default.
W2558425772 sameAs 2558425772 @default.
W2558425772 citedByCount "0" @default.
W2558425772 crossrefType "journal-article" @default.
W2558425772 hasAuthorship W2558425772A5048596375 @default.
W2558425772 hasAuthorship W2558425772A5058887761 @default.
W2558425772 hasAuthorship W2558425772A5082529615 @default.
W2558425772 hasAuthorship W2558425772A5083286447 @default.
W2558425772 hasConcept C10138342 @default.
W2558425772 hasConcept C105795698 @default.
W2558425772 hasConcept C121332964 @default.
W2558425772 hasConcept C126285488 @default.
W2558425772 hasConcept C139719470 @default.
W2558425772 hasConcept C149782125 @default.
W2558425772 hasConcept C151730666 @default.
W2558425772 hasConcept C157286648 @default.
W2558425772 hasConcept C162324750 @default.
W2558425772 hasConcept C178350159 @default.
W2558425772 hasConcept C200941418 @default.
W2558425772 hasConcept C2779343474 @default.
W2558425772 hasConcept C33332235 @default.
W2558425772 hasConcept C33923547 @default.
W2558425772 hasConcept C63382987 @default.
W2558425772 hasConcept C83546350 @default.
W2558425772 hasConcept C83873408 @default.
W2558425772 hasConcept C86803240 @default.
W2558425772 hasConceptScore W2558425772C10138342 @default.
W2558425772 hasConceptScore W2558425772C105795698 @default.
W2558425772 hasConceptScore W2558425772C121332964 @default.
W2558425772 hasConceptScore W2558425772C126285488 @default.
W2558425772 hasConceptScore W2558425772C139719470 @default.
W2558425772 hasConceptScore W2558425772C149782125 @default.
W2558425772 hasConceptScore W2558425772C151730666 @default.
W2558425772 hasConceptScore W2558425772C157286648 @default.
W2558425772 hasConceptScore W2558425772C162324750 @default.
W2558425772 hasConceptScore W2558425772C178350159 @default.
W2558425772 hasConceptScore W2558425772C200941418 @default.
W2558425772 hasConceptScore W2558425772C2779343474 @default.
W2558425772 hasConceptScore W2558425772C33332235 @default.
W2558425772 hasConceptScore W2558425772C33923547 @default.
W2558425772 hasConceptScore W2558425772C63382987 @default.
W2558425772 hasConceptScore W2558425772C83546350 @default.
W2558425772 hasConceptScore W2558425772C83873408 @default.
W2558425772 hasConceptScore W2558425772C86803240 @default.
W2558425772 hasLocation W25584257721 @default.
W2558425772 hasOpenAccess W2558425772 @default.
W2558425772 hasPrimaryLocation W25584257721 @default.
W2558425772 hasRelatedWork W1551222289 @default.
W2558425772 hasRelatedWork W1599954789 @default.
W2558425772 hasRelatedWork W1605192949 @default.
W2558425772 hasRelatedWork W1807193133 @default.
W2558425772 hasRelatedWork W1812117103 @default.
W2558425772 hasRelatedWork W1877993785 @default.
W2558425772 hasRelatedWork W1999592151 @default.
W2558425772 hasRelatedWork W2000538464 @default.
W2558425772 hasRelatedWork W2185444310 @default.
W2558425772 hasRelatedWork W2331520264 @default.
W2558425772 hasRelatedWork W2369227565 @default.
W2558425772 hasRelatedWork W2564912613 @default.
W2558425772 hasRelatedWork W2997211243 @default.
W2558425772 hasRelatedWork W3045166089 @default.
W2558425772 hasRelatedWork W3122733773 @default.
W2558425772 hasRelatedWork W3123795068 @default.
W2558425772 hasRelatedWork W3125785665 @default.
W2558425772 hasRelatedWork W3125835023 @default.
W2558425772 hasRelatedWork W2164090414 @default.
W2558425772 hasRelatedWork W2187494758 @default.
W2558425772 isParatext "false" @default.
W2558425772 isRetracted "false" @default.
W2558425772 magId "2558425772" @default.
W2558425772 workType "article" @default.