Search Results - subject:"Asymmetric error correction"

Impact of exchange rate on trade balance of India : evidence from threshold cointegration with asymmetric error correction approach

Mallick, Lingaraj; Ranjan Behera, Smruti; Bhattacharya, … - In: Foreign trade review : FTR ; quarterly journal of … 59 (2024) 2, pp. 279-308

Persistent link: https://www.econbiz.de/10014636037

Asymmetric threshold cointegration and nonlinear adjustment between oil prices and financial stress

Mighri, Zouheir; Al Saggaf, Majid Ibrahim - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 3, pp. 87-105

Persistent link: https://www.econbiz.de/10012064396

Production linkages and dynamic fiscal employment effects of the extractive industries : input-output and nonlinear ARDL analyses of Azerbaijani economy

Sadik-Zada, Elkhan; Loewenstein, Wilhelm; Hasanli, Yadulla - In: Mineral economics : raw materials report 34 (2021) 1, pp. 3-18

Persistent link: https://www.econbiz.de/10012486866

The relationship between refined retail oil prices and crude oil prices : a tale of three cities in the Greater Bay Area of China

Choi, Kiki; Liu, Ming-hua; Zhang, Yang - In: The Chinese economy : translations and studies 54 (2021) 3, pp. 157-175

Persistent link: https://www.econbiz.de/10012498295

Financial integration in emerging economies : an application of threshold cointegration

Ali, Sajid; Ur Rehman, Mobeen; Shahzad, Syed Jawad Hussain - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 213-228

Persistent link: https://www.econbiz.de/10012657687

Liquidity Constraints, Loss Aversion, and Myopia: Evidence from Central and Eastern European Countries

Rahmanov, Ramiz - William Davidson Institute, University of Michigan - 2014

This paper adopts the asymmetric error correction technique to investigate the dynamics of household consumption in … but Bulgaria respond asymmetrically to negative and positive shocks. Further, the estimates of the asymmetric error … correction equations show that despite underdeveloped banking sectors, households in all CEE countries asymmetrically responding …

Persistent link: https://www.econbiz.de/10010936538

Liquidity constraints, loss aversion, and Myopia : evidence from Central and Eastern European countries

Rahmanov, Ramiz - 2014

Persistent link: https://www.econbiz.de/10010412916

The transmission of oil and food prices to consumer prices: Evidence for the MENA countries

Belke, Ansgar; Dreger, Christian - 2013

This paper investigates the effects of global oil and food price shocks to consumer prices in Middle East-North African (MENA) countries using threshold cointegration methods. Oil and food price shocks increase domestic prices in the long run, whereby the impact of food prices dominates. While...

Persistent link: https://www.econbiz.de/10010327256

The Transmission of Oil and Food Prices to Consumer Prices – Evidence for the MENA Countries

Belke, Ansgar; Dreger, Christian - 2013

Persistent link: https://www.econbiz.de/10010331345

The transmission of oil and food prices to consumer prices: Evidence for the MENA countries

Belke, Ansgar; Dreger, Christian - 2013

This paper investigates the effects of global Oil and food price shocks to consumer prices in Middle East-North African (MENA) countries using threshold cointegration methods. Oil and food price shocks increase domestic prices in the long run, whereby the impact of food prices dominates. While...

Persistent link: https://www.econbiz.de/10010369506