The goal of this paper is to introduce a class of tree-structured models that combines aspects of regression trees and smooth transition regression models. The model is called the Smooth Transition Regression Tree (STR-Tree). ...

This paper studies the existence for a set of countries of an inflation threshold above which its effect on economic growth is negative, considering the speed of transition from one inflation regime to the other. Using a ...

This work assesses the forecasts of three nonlinear methods | Markov Switching Autoregressive Model, Logistic Smooth Transition Auto-regressive Model, and Auto-metrics with Dummy Saturation | for the Brazilian monthly ...

This work assesses the forecasts of three nonlinear methods — Markov Switching Autoregressive Model, Logistic Smooth Transition Autoregressive Model, and Autometrics with Dummy Saturation — for the Brazilian monthly ...