Luiggi Donayre

University of Minnesota - Duluth

Assistant Professor

1318 Kirby Drive

Duluth, MN 55812

United States

SCHOLARLY PAPERS

6

DOWNLOADS

689

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (6)

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 163 (182,259)
Citation 2

Abstract:

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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 130 (219,326)
Citation 2

Abstract:

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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 124 (227,452)

Abstract:

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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 117 (237,480)
Citation 3

Abstract:

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

5.

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, The University of Sydney - School of Economics and University of Sydney
Downloads 82 (300,760)

Abstract:

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

6.

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 73 (321,839)

Abstract:

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