Search Results - subject:"M/TAR model"

New assessment of economic integration in East Asia : application of industry-specific G-PPP model

Kawasaki, Kentaro; Satō, Kiyotaka - 2020

Persistent link: https://www.econbiz.de/10014375368

Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks

Holmes, Mark J.; Iregui, Ana Maria; Otero, Jesús - Department of Economics, Waikato Management School - 2015

Using a sample of Colombian banks, we examine retail interest rate adjustment in response to changes in wholesale interest rates. Interest rate pass-through running from wholesale to retail rates is found to be both partial and heterogeneous across banks. This suggests that the effectiveness of...

Persistent link: https://www.econbiz.de/10011268396

The Structural Change in the Supply Chain of Oil Palm – A Case of North Sumatra Province, Indonesia

Nakajima, Toru; Matsuda, H.; Rifin, Amzul - European Association of Agricultural Economists - EAAE - 2010

existence of APT implies the existence of market power. We apply the (Momentum) Threshold Autoregressive ((M-)TAR) model to …

Persistent link: https://www.econbiz.de/10008693370