3Kim, D. H., Osbom, D. R., Semier, M., 2002. Nonlinearity in the Fed's monetary policy rule. CGBCR Discussion Paper 018, 1-36.
4Lin, C. - F., Terasvirta, T., 1994. Testing the Constanvy of Regression Parameters Against Continuous Structural Change, Journal of Econometrics, 62, 211-228.
5Luuldconen, R. , Saikkonen, P., Tergsvirta, T., 1988a. Testing Linearity against Smooth Transition Autoregression, Biometrika, 75,491-499.
6McCanum, B. T., 1994. Monetary policy and the term structure of interest rates. NBER Working Paper 4938, 1-26.
7McMiUan, D. G. , 2003. Non-linear predictability of UK stock market returns. Oxford Bulletin of Economics and Statistics, Vol. 65, pp.557-573.
8Seikkonen, P., Luukkonen, R., 1988. Lngrange Multiplier Tests for Testing Non-llnearities in Time Series Models, Scandinavian Journal of Statistics, 15, 55-68.
9Saikkonen, P. , Luukkonen, R., 1991. Power properties of a time series linearity test against some simple bilinear alternatives. Statistica Sinica 1(1991), pp.453--464.
10Sensier, M., Osborn, D.R., Ocal, N., 2002. Asymmetric interest rate effects for the UK real economy. Oxford Bulletin of Economics and Statistics, Vol. 64, pp.315-339.