Essays about: "Logistic Smooth Transition Vector Autoregressive"
Found 1 essay containing the words Logistic Smooth Transition Vector Autoregressive.
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1. Investigating Non-Linear Exchange Rate Pass-Through in Sweden: Estimates from a Logistic Smooth Transition Vector Autoregressive Model
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : This paper provides novel estimations of a non-linear exchange rate pass-through dependent on inflation for Sweden using a logistic smooth transition vector autoregressive model. The model enables smooth transitions between high and low inflation regimes, mirroring the dynamics of the economy and capturing regime-specific effects. READ MORE
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