Household consumption and exchange rate extreme dynamics : multiple asymmetric threshold non-linear autoregressive distributed lag model perspective
Emmanuel Uche, Bisharat Hussain Chang, Lionel Effiom
| Year of publication: |
2023
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| Authors: | Uche, Emmanuel ; Chang, Bisharat Hussain ; Effiom, Lionel |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 3, p. 3437-3450
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| Subject: | asymmetry | exchange rate | African emerging economies | household consumption | multiple asymmetric non-linear autoregressive distributed lagnon-linear autoregressive distributed lag | Wechselkurs | Exchange rate | Kointegration | Cointegration | Privater Konsum | Private consumption | Theorie | Theory | Lag-Modell | Lag model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Autokorrelation | Autocorrelation | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2601 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327758