Testing for sign and amplitude asymmetries using threshold autoregressions

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2006
Volume: 30
Issue: 4
Pages: 623-654

Authors (2)

Coakley, Jerry (University of Essex) Fuertes, Ana-Maria (City University)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:dyncon:v:30:y:2006:i:4:p:623-654
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25