Measuring Asymmetric Nature of Beta Using a Smooth Linear Transformation
نویسندگان
چکیده
منابع مشابه
Asymmetric Behavior of Inflation in Iran: New Evidence on Inflation Persistence Using a Smooth Transition Model
T his paper investigates the asymmetric behavior of inflation. We use logistic smooth transition autoregressive (LSTAR) model to characterize the regime-switching behavior of Iran’s monthly inflation during the period May 1990 to December 2013. We find that there is a triple relationship between the inflation level, its fluctuations and persistence. The findings imply that the behavi...
متن کاملasymmetric behavior of inflation in iran: new evidence on inflation persistence using a smooth transition model
t his paper investigates the asymmetric behavior of inflation. we use logistic smooth transition autoregressive (lstar) model to characterize the regime-switching behavior of iran’s monthly inflation during the period may 1990 to december 2013. we find that there is a triple relationship between the inflation level, its fluctuations and persistence. the findings imply that the behavior of infla...
متن کاملA New Unit Root Test against Asymmetric ESTAR Nonlinearity with Smooth Breaks
T his paper proposes a new unit root test against the alternative of symmetric or asymmetric exponential smooth transition autoregressive (AESTAR) nonlinearity that accounts for multiple smooth breaks. We provide small sample properties which indicate the test statistics have good empirical size and power. Also, we compared small sample properties of the test statistics with Christop...
متن کاملClassifying Smooth Cubic Surfaces up to Projective Linear Transformation
We would like to study the space of smooth cubic surfaces in P when each surface is considered only up to projective linear transformation. Brundu and Logar ([1], [2]) define an action of the automorphism group of the 27 lines of a smooth cubic on a certain space of cubic surfaces parametrized by P in such a way that the orbits of this action correspond bijectively to the orbits of the projecti...
متن کاملA Crystallization-Induced Asymmetric Transformation using Racemic Phenyl Alanine Methyl Ester Derivatives as Versatile Precursors to Prepare Amino Acids
L-Tyrosine and L-Dopa are the precursors in the biological synthesis of amine neurotransmitters. On the other hand, phenylalanine as an aromatic amino acid (AAA) is a precursor in the synthesis of L-Tyrosine and L-Dopa. For some substrates such as amino acids, resolution by the formation of diastereomers offers an attractive alternative. Among different methods in this case, crystallization-ind...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Theoretical Economics Letters
سال: 2019
ISSN: 2162-2078,2162-2086
DOI: 10.4236/tel.2019.96128