A threshold garch model for chilean economic uncertainty

HIGHLIGHTS

• who: Diego Chu00e1vez and colleagues from the Instituto Estadu00edstica, Facultad Ciencias, Universidad Valparau00edso, Valparau00edso , have published the paper: A Threshold GARCH Model for Chilean Economic Uncertainty, in the Journal: (JOURNAL)
• what: In this paper, we modeled Chilean economic perception time series using three kinds of models.
• how: In this paper an autoregressive moving average (ARMA) model with generalized autoregressive conditional heteroscedasticity (TGARCH) innovations is considered to model Chilean economic uncertainty time series. The survey developed in_(Acuu00f1a 2017) considered the main sector of Chile`s economy in g j.
• future: An . . .
  

   

  

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