Luiggi Donayre

University of Minnesota - Duluth

Assistant Professor

1318 Kirby Drive

Duluth, MN 55812

United States

  • University of Minnesota - Duluth

SCHOLARLY PAPERS

10

DOWNLOADS

1,011

SSRN CITATIONS

11

CROSSREF CITATIONS

2

Scholarly Papers (10)

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1.

The Asymmetric Effects of Oil Price Shocks on the Canadian Economy

Number of pages: 30 Posted: 21 Feb 2015
Luiggi Donayre and Neil A. Wilmot
University of Minnesota - Duluth and University of Minnesota - Duluth - Department of Economics
Downloads 216 (217,927)
Citation 2

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Oil Shock, Asymmetry, Vector Threshold Autoregressions, Generalized Impulse Response Functions.

2.

Nonlinearities in the U.S. Wage Phillips Curve

Number of pages: 46 Posted: 29 Jul 2015 Last Revised: 02 Dec 2015
Luiggi Donayre and Irina Panovska
University of Minnesota - Duluth and University of Texas at Dallas
Downloads 152 (296,090)
Citation 3

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Threshold Autoregression, Wage Phillips Curve, Wage Inflation, Unemployment

3.

U.S. Wage Growth and Nonlinearities: The Roles of Inflation and Unemployment

Number of pages: 50 Posted: 11 Sep 2016 Last Revised: 18 Jun 2017
Luiggi Donayre and Irina Panovska
University of Minnesota - Duluth and University of Texas at Dallas
Downloads 147 (304,359)
Citation 2

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Wage Phillips Curve, Inflation, Unemployment, Threshold Vector Autoregression

4.

State-Dependent Exchange Rate Pass-Through Behavior

Number of pages: 46 Posted: 20 Jan 2015 Last Revised: 16 Oct 2015
Luiggi Donayre and Irina Panovska
University of Minnesota - Duluth and University of Texas at Dallas
Downloads 138 (319,905)
Citation 5

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exchange rate pass-through, Bayesian Analysis, threshold process, Vector Autoregression, MCMC methods

5.

Causality between Public Debt and Real Growth in the OECD: A Country-by-Country Analysis

Number of pages: 17 Posted: 03 Oct 2015
Luiggi Donayre and Ariuna Taivan
University of Minnesota - Duluth and University of Minnesota - Duluth
Downloads 103 (395,480)

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Public Debt, Economic growth, Canonical Cointegrating Regression, Error Correction Model, Granger Causality

6.

Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples

Number of pages: 22 Posted: 27 Mar 2014 Last Revised: 13 Aug 2017
Luiggi Donayre, Yunjong Eo and James Morley
University of Minnesota - Duluth, Department of Economics, Korea University and University of Sydney - School of Economics
Downloads 101 (400,692)

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Threshold regression; Inverted likelihood ratio; Confidence Interval; Finite-sample inference

7.

On the Behavior of Okun's Law across Business Cycles

Economic Modelling, Forthcoming
Number of pages: 35 Posted: 12 Jun 2020 Last Revised: 06 Apr 2022
Luiggi Donayre
University of Minnesota - Duluth
Downloads 78 (470,268)
Citation 1

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Okun's Law, Unemployment, Threshold Autoregression, Business Cycles.

8.

Recession-Specific Recoveries: L's, U's and Everything in Between

Number of pages: 17 Posted: 27 Sep 2021 Last Revised: 31 Jan 2022
Luiggi Donayre and Irina Panovska
University of Minnesota - Duluth and University of Texas at Dallas
Downloads 39 (646,542)

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Business Cycles, Asymmetry, Recovery, Markov-Switching

9.

Filtering Persistent and Asymmetric Cycles

The B.E. Journal of Macroeconomics
Number of pages: 23 Posted: 08 Jul 2021 Last Revised: 21 Jul 2022
Luiggi Donayre
University of Minnesota - Duluth
Downloads 35 (671,039)

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Business Cycles, Detrending, Persistence, Asymmetry, Markov-Switching

10.

Likelihood-ratio-based Confidence Intervals for Multiple Threshold Parameters

Number of pages: 16
Luiggi Donayre
University of Minnesota - Duluth
Downloads 2

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Confidence Intervals, Multiple-regime threshold regression, Likelihood Ratio, Monte Carlo Simulations.