Luiggi Donayre

University of Minnesota - Duluth

Assistant Professor

1318 Kirby Drive

Duluth, MN 55812

United States

SCHOLARLY PAPERS

9

DOWNLOADS

817

SSRN CITATIONS
Rank 48,090

SSRN RANKINGS

Top 48,090

in Total Papers Citations

12

CROSSREF CITATIONS

2

Scholarly Papers (9)

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 190 (198,057)
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 139 (257,694)
Citation 3

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 134 (265,182)
Citation 2

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 124 (281,004)
Citation 5

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, Department of Economics, Korea University and University of Sydney - School of Economics
Downloads 91 (346,523)
Citation 1

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 85 (361,408)

Abstract:

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

7.

On the Behavior of Okun's Law across Business Cycles

Number of pages: 34 Posted: 12 Jun 2020 Last Revised: 17 Aug 2021
Luiggi Donayre
University of Minnesota - Duluth
Downloads 38 (538,671)
Citation 1

Abstract:

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

8.

Hamilton Versus Hamilton: Spurious Nonlinearities

Number of pages: 44 Posted: 08 Jul 2021 Last Revised: 10 Sep 2021
Luiggi Donayre
University of Minnesota - Duluth
Downloads 9 (719,436)

Abstract:

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Business Cycles, Asymmetry, Output Gap, Markov-Switching, Threshold Autoregression

9.

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

Number of pages: 17
Luiggi Donayre and Irina Panovska
University of Minnesota - Duluth and University of Texas at Dallas
Downloads 7

Abstract:

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Business Cycles, Asymmetry, Recovery, Markov-Switching