Details about Luiggi Donayre

Access statistics for papers by Luiggi Donayre.

Last updated 2023-08-08. Update your information in the RePEc Author Service.

Short-id: pdo373

Working Papers

2014

1. Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples
   Working Papers, University of Sydney, School of Economics
   See also Journal Article Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2018) View citations (3) (2018)
2. Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?
   Working Papers, UW-Whitewater, Department of Economics View citations (1)

Journal Articles

2023

1. Filtering Persistent and Asymmetric Cycles
   The B.E. Journal of Macroeconomics, 2023, 23, (1), 473-495

2022

2. On the behavior of Okun's law across business cycles
   Economic Modelling, 2022, 112, (C) View citations (2)

2021

3. Recession-specific recoveries: L’s, U’s and everything in between
   Economics Letters, 2021, 209, (C) View citations (3)

2018

4. Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples
   Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 11 View citations (3)
   See also Working Paper Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples, Working Papers (2014) (2014)
5. U.S. wage growth and nonlinearities: The roles of inflation and unemployment
   Economic Modelling, 2018, 68, (C), 273-292 View citations (5)

2017

6. Causality between Public Debt and Real Growth in the OECD: A Country-by-country Analysis
   Economic Papers, 2017, 36, (2), 156-170 View citations (14)

2016

7. Nonlinearities in the U.S. wage Phillips curve
   Journal of Macroeconomics, 2016, 48, (C), 19-43 View citations (16)
8. Outliers and persistence in threshold autoregressive processes
   Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (1), 37-56 View citations (6)
9. State-dependent exchange rate pass-through behavior
   Journal of International Money and Finance, 2016, 64, (C), 170-195 View citations (28)
10. The Asymmetric Effects of Oil Price Shocks on the Canadian Economy
    International Journal of Energy Economics and Policy, 2016, 6, (2), 167-182 View citations (22)

2015

11. Do monetary policy shocks generate TAR or STAR dynamics in output?
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (2), 227-247 View citations (1)

2014

12. ESTIMATED THRESHOLDS IN THE RESPONSE OF OUTPUT TO MONETARY POLICY: ARE LARGE POLICY CHANGES LESS EFFECTIVE?
    Macroeconomic Dynamics, 2014, 18, (1), 41-64 View citations (9)