Re-examining the Asymmetric Gasoline Pricing Mechanism in EU: A Panel Threshold Analysis

We employ a pooled panel threshold model along the lines of Seo and Shin (2016) within an error correction framework to re-investigate the “rockets and feathers” hypothesis. The empirical results confirm the superiority of the threshold model compared to the baseline linear specifications, while attributing the asymmetric gasoline adjustment mechanism to Exchange Rate Pass Through (ERPT).

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Year of publication:	2018-08-29
Authors:	Chen, Chaoyi ; Polemis, Michael ; Stengos, Thanasis

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Chen, Chaoyi and Polemis, Michael and Stengos, Thanasis (2018): Re-examining the Asymmetric Gasoline Pricing Mechanism in EU: A Panel Threshold Analysis.
Classification:	C24 - Truncated and Censored Models ; L16 - Industrial Organization and Macroeconomics; Macroeconomic Industrial Structure; Industrial Price Indices
Source:	BASE

Persistent link: https://www.econbiz.de/10015261866