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 (not in RePEc) Fuertes, Ana-Maria (City University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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