Dear Tom,
I am trying to apply smooth transition VEC model for my PhD.
I am looking for the codes of 'Rothman, Van Dijk and Franses (2001), Multivariate Star analysis of Money-output Relationship", Macroeconomic Dynamics, 5, 506-532.'
and
Weise (1999), 'The Asymmetric Effects of Monetary Policy: A Nonlinear Vector Autoregression Approach', Journal of Money, Credit and Banking, Vol. 31, 1, 85-108.
ıf you can help me, I will be so grateful..
thank you for your help,
with my bests,
NGumus