Household consumption and exchange rate extreme dynamics : multiple asymmetric threshold non-linear autoregressive distributed lag model perspective
Year of publication: |
2023
|
---|---|
Authors: | Uche, Emmanuel ; Chang, Bisharat Hussain ; Effiom, Lionel |
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 |
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