. "23510" . . . "Applications of threshold and smooth transition models to economic phenomena" . "P(GA402/05/2394)" . "The paper shows how threshold or smooth transition models can be successfully applied to several economic phenomena, even those considered challenging for a long time. In this paper, a special attention is devoted to the relationship between stock-index futures price and spot price (based on the cost-of-carry model). The shift from univariate to multivariate approach, i.e. from threshold or smooth transition autoregressive models to nonlinear cointegration and error-correction models is also reflected."@en . "Aplikace prahov\u00FDch model\u016F a model\u016F a plynul\u00FDm p\u0159echodem na ekonomick\u00E9 jevy"@cs . "Aplikace prahov\u00FDch model\u016F a model\u016F a plynul\u00FDm p\u0159echodem na ekonomick\u00E9 jevy"@cs . . "threshold autoregressive models; smooth transition models; nonlinear cointegration; cost of carry model"@en . "Applications of threshold and smooth transition models to economic phenomena"@en . "3"^^ . "90-92" . . "RIV/49777513:23510/06:00000001!RIV07-GA0-23510___" . "465901" . "Baden-Baden" . "Zagreb" . "Applications of threshold and smooth transition models to economic phenomena" . "RIV/49777513:23510/06:00000001" . "2006-01-01+01:00"^^ . . . "Pre-conference proceedings of the special focus symposium on the 4th Catallactics: Quantitative-behavioural modelling of human actions and interactions on markets" . "953-99326-3-7" . . . . "1"^^ . . . . . "ECNSI" . "The paper shows how threshold or smooth transition models can be successfully applied to several economic phenomena, even those considered challenging for a long time. In this paper, a special attention is devoted to the relationship between stock-index futures price and spot price (based on the cost-of-carry model). The shift from univariate to multivariate approach, i.e. from threshold or smooth transition autoregressive models to nonlinear cointegration and error-correction models is also reflected." . . "1"^^ . "[4E870D520010]" . . "Cl\u00E1nek se zab\u00FDv\u00E1 ot\u00E1zkou,jak prahov\u00E9 modely a modely s plynul\u00FDm p\u0159echodem mohou b\u00FDt \u00FAsp\u011B\u0161n\u011B aplikov\u00E1ny na nejr\u016Fzn\u011Bj\u0161\u00ED ekonomick\u00E9 jevy. Zvl\u00E1\u0161tn\u00ED pozornost je v\u011Bnov\u00E1na modelov\u00E1n\u00ED vztahu mezi cenami futures na akciov\u00FD index a spotov\u00FDm kurzem."@cs . "Applications of threshold and smooth transition models to economic phenomena"@en . . "Kuchynka, Alexandr" .