Lags in the response of gasoline prices to changes in crude oil prices: The role of short-term and long-term shocks

Time Series Analysis.

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Engineering, Data Science, Financial Time Series Analysis +9

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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Mean Growth Rate, Tractable Approach, Macroeconomic Forecasting +17

Sample Splitting and Threshold Estimation

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Econometric Model, Economics, Threshold Models +14

State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications

Sylvia Frühwirth‐Schnatter, Chang‐Jin Kim, Charles R. Nelson · Journal of the American Statistical Association · 2000 · 1.2K citations

Engineering, State-space Models, Bayesian Framework +23

Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?

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