A new quadratic asymmetric error correction model : does size matter?
Year of publication: |
2023
|
---|---|
Authors: | Mnasri, Ayman ; Mrabet, Zouhair ; Alsamara, Mouyad |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 65.2023, 1, p. 33-64
|
Subject: | Asymmetry | Bootstrap | Error correction model | Forecast | Monte Carlo simulations | Okun's law | Quadratic nonlinearity | Kointegration | Cointegration | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model |
-
VARs, cointegration and common cycle restrictions
Anderson, Heather M., (2010)
-
Vars, Cointegration, and Common Cycle Restrictions
Anderson, Heather M., (2012)
-
Chapter 15. Forecasting with Bayesian Vector Autoregression
Karlsson, Sune, (2013)
- More ...
-
Mrabet, Zouhair, (2021)
-
Asymmetric import cost pass-through in GCC countries : evidence from nonlinear panel analysis
Alsamara, Mouyad, (2018)
-
Modelling the asymmetric responses of price level to oil price changes in Qatar
Mrabet, Zouhair, (2019)
- More ...