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 | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach |
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