Search Results - subject:"Asymmetric threshold cointegration"

An Empirical Analysis of Nonlinear Dynamics Relationship between the United States and Taiwan Stock Markets

Lee, Yen-Hsien - In: Zagreb International Review of Economics and Business 15 (2012) 1, pp. 89-101

threshold co-integration relationship between the U.S. and Taiwan stock markets. Moreover, this paper further fi nds that this … relationship by STAR model between the U.S. and Taiwan stock market. The fi ndings indicate that there exists an asymmetric …

Persistent link: https://www.econbiz.de/10010676174

Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries

Wang, Kuan-Min - In: Annals of Economics and Finance 11 (2010) 1, pp. 95-137

This paper examines the impact of expected and unexpected impulses of monetary policy on the interest pass-through mechanism in nine Asian countries and the United States. It also investigates the asymmetry and rigidity of the pass-though process. The EC-EGARCH-M model is created for analyzing...

Persistent link: https://www.econbiz.de/10010554857

Nutrition and economic growth in South Africa: a threshold co-integration approach

Dube, Wisdom; Phiri, Andrew - In: Journal of Economic Studies 42 (2015) 1, pp. 138-156

Purpose – The purpose of this paper is to examine asymmetric co-integration effects between nutrition and economic growth for annual South African data from the period 1961-2013. Design/methodology/approach – The authors deviate from the conventional assumption of linear co-integration and...

Persistent link: https://www.econbiz.de/10014864441

Nutrition and economic growth in South Africa : a threshold co-integration approach

Dube, Wisdom; Phiri, Andrew - In: Journal of economic studies 42 (2015) 1, pp. 138-156

Persistent link: https://www.econbiz.de/10011349062

Interest rate pass-through in Turkey and impact of global financial crisis : asymmetric threshold cointegration analysis

Yüksel, Ebru; Metin-Özcan, Kıvılcım - In: Journal of business economics and management 14 (2013) 1, pp. 98-113

Persistent link: https://www.econbiz.de/10009732730

The asymmetric income effect on household vehicle ownership in Taiwan: A threshold cointegration approach

Jou, Rong-Chang; Huang, Wen-Hsiu; Wu, Yuan-Chan; Chao, … - In: Transportation Research Part A: Policy and Practice 46 (2012) 4, pp. 696-706

This paper uses the asymmetric threshold cointegration test to examine the asymmetric relationship between household …

Persistent link: https://www.econbiz.de/10010576638

An empirical analysis of nonlinear dynamics relationship between the United States and Taiwan stock markets

Lee, Yen-Hsien - In: Zagreb international review of economics & business 15 (2012) 1, pp. 89-101

Persistent link: https://www.econbiz.de/10010236568