Search Results - subject:"Nonlinear ARDL model"

Asymmetric price transmission along the food marketing chain : a focus on the recent price war

Jouf, Chouaib - 2020

Persistent link: https://www.econbiz.de/10012242216

Asymmetries in effects of domestic inflation drivers in the Baltic States: a Phillips curve-based nonlinear ARDL approach

Mihajlović, Vladimir; Marjanovic, Gordana - In: Baltic journal of economics 20 (2020) 1, pp. 94-116

This study investigates asymmetry in the impact of domestic inflation drivers in the Baltic States, focusing on the output gap and unemployment gap. We aim to reveal how positive and negative changes in these economic activity indicators affect the inflation rate by employing a nonlinear...

Persistent link: https://www.econbiz.de/10012257606

Oil price fluctuations and energy commodity prices : an analysis of asymmetric effects

Thai-Ha Le; Youngho, Chang; Park, Donghyun - In: The Singapore economic review 67 (2022) 6, pp. 1811-1833

Persistent link: https://www.econbiz.de/10014240133

On the relationship between Asian exchange rates and stock prices : a nonlinear analysis

Nusair, Salah A.; Al-Khasawneh, Jamal A. - In: Economic change & restructuring 55 (2022) 1, pp. 361-400

Persistent link: https://www.econbiz.de/10012817338

The effect of fiscal policy on economic growth in South Africa : a nonlinear ARDL model analysis

Nuru, Naser Yenus; Gereziher, Hayelom Yrgaw - In: Journal of economic and administrative sciences 38 (2022) 2, pp. 229-245

Persistent link: https://www.econbiz.de/10013366332

Exploring the asymmetric impact of economic policy uncertainty on China's carbon emissions trading market price : do different types of uncertainty matter?

Li, Xin; Li, Zheng; Su, Chi-Wei; Umar, Muhammad; Shao, … - In: Technological forecasting & social change : an … 178 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013349076

Dynamic relationship between exchange rates and stock prices for the G7 countries : a nonlinear ARDL approach

Nusair, Salah A.; Olson, Dennis O. - In: Journal of international financial markets, … 78 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013357282

The asymmetric effect of crude oil prices on stock prices in major international financial markets

Jiang, Wei; Liu, Yan - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012821296

China's interest rate pass-through after the interest rate liberalization : evidence from a nonlinear autoregressive distributed lag model

Li, Xiao-Lin; Si, Dengkui; Ge, Xinyu - In: International review of economics & finance : IREF 73 (2021), pp. 257-274

Persistent link: https://www.econbiz.de/10012692235

Does trade policy related uncertainty affect international trade? : evidence from the US-China commodity trade

Ongan, Serdar; Gocer, Ismet - In: China economic journal : the official journal of the … 13 (2020) 3, pp. 364-375

Persistent link: https://www.econbiz.de/10012384424