Luiggi Donayre

20142018
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Autoregressive Process Mathematics
Threshold Parameter Mathematics
Monetary Policy Mathematics
Likelihood Ratio Mathematics
Additive Outliers Mathematics
Persistence Mathematics
Outlier Mathematics
Confidence interval Mathematics

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Research Output 2014 2018

2 Citations (Scopus)

Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples

Donayre, L., Eo, Y. & Morley, J., Feb 23 2018, In : Studies in Nonlinear Dynamics and Econometrics. 22, 1, 20160084.

Research output: Contribution to journalArticle

Threshold Parameter
Likelihood Ratio
Confidence interval
confidence
coverage
1 Citation (Scopus)

U.S. wage growth and nonlinearities: The roles of inflation and unemployment

Donayre, L. & Panovska, I., Jan 1 2018, In : Economic Modelling. 68, p. 273-292 20 p.

Research output: Contribution to journalArticle

Unemployment
Nonlinearity
Inflation
Wage growth
Wages
3 Citations (Scopus)

Causality between Public Debt and Real Growth in the OECD: A Country-by-country Analysis

Donayre, L. & Taivan, A., Jan 1 2017, In : Economic Papers. 36, 2, p. 156-170 15 p.

Research output: Contribution to journalArticle

Causality
Public debt
Debt
Economic growth
Welfare state
5 Citations (Scopus)

Nonlinearities in the U.S. wage Phillips curve

Donayre, L. & Panovska, I., Jun 1 2016, In : Journal of Macroeconomics. 48, p. 19-43 25 p.

Research output: Contribution to journalArticle

Nonlinearity
Wages
Phillips curve
Inflation
Unemployment rate
1 Citation (Scopus)

Outliers and persistence in threshold autoregressive processes

Ahmad, Y. & Donayre, L., Feb 1 2016, In : Studies in Nonlinear Dynamics and Econometrics. 20, 1, p. 37-56 20 p.

Research output: Contribution to journalArticle

Autoregressive Process
Additive Outliers
Persistence
Outlier
persistence