Matthieu Stigler

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Purpose of this paper is twofold. It is first to offer a rough overview on the field of threshold cointegration, from the seminal paper of Balke and Fomby (1997) to the recent developments. Simultaneously, it is to describe the implementation of the main functionalities for the modeling in the open-source package tsDyn. It provides hence a unique way to get(More)
This paper examines the effectiveness of international capital controls in India over time by analyzing daily return differentials in the nondeliverable forward (NDF) markets using the self-exciting threshold autoregressive (SETAR) methodology. The paper presents a narrative on the evolution of capital controls in India and calculates a new index of capital(More)
Basing on Heidegger's discussion of the opposing, albeit complementary, positions taken by Leibniz and by the seventeenth-century East German mystic Angelus Silesius in respect of the concept of the nature and grounds of knowledge and reason, the author attempts to extend the scope of recent experimental epistemologists such as Varela and v. Foerster,(More)
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