Search Results - subject:"Nonlinear Cointegration"

Testing for nonlinear cointegration under heteroskedasticity

Hanck, Christoph; Massing, Till Philipp Georg - In: Econometric reviews 44 (2025) 4, pp. 512-543

Persistent link: https://www.econbiz.de/10015196620

Are money demand equations still alive and kicking? : historical evidence of cointegration for the UK, using nonlinear techniques

Escribano, Álvaro; Rodríguez, Juan-Andrés; Arranz, … - 2025

Persistent link: https://www.econbiz.de/10015395823

Revisiting the relationship between oil price and food prices in the US : evidence from threshold cointegration with asymmetric adjustment

Hamouda, Abderrazek Ben - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 2, pp. 27-36

Persistent link: https://www.econbiz.de/10014495491

Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence

Lin, Yicong; Song, Mingxuan - 2023

. Additionally, we consider situations where the regressors exhibit unit roots, thus delving into a nonlinear cointegration framework …

Persistent link: https://www.econbiz.de/10014469404

Impact of unemployment and governance on poverty in Pakistan : a fresh insight from non-linear ARDL co-integration approach

Meo, Muhammad Saeed; Kumar, Bezon; Chughtai, Sumayya; … - In: Global business review 24 (2023) 5, pp. 1007-1024

Persistent link: https://www.econbiz.de/10014432587

Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Macroeconomic dynamics 27 (2023) 1, pp. 203-223

Persistent link: https://www.econbiz.de/10014247362

Monetary trends in the UK and the USA from 1874 to 2020 : a nonlinear approach to money demand

Escribano, Álvaro; Rodríguez, Juan-Andrés - 2023

Persistent link: https://www.econbiz.de/10014320871

Robust bootstrap inference for linear time-varying coefficient models : some Monte Carlo evidence

Lin, Yicong; Song, Mingxuan - 2023

. Additionally, we consider situations where the regressors exhibit unit roots, thus delving into a nonlinear cointegration framework …

Persistent link: https://www.econbiz.de/10014335549

Does economic policy uncertainty affect exchange rate in China and Japan? : evidence from threshold cointegration with asymmetric adjustment

El Abed, Riadh; Mighri, Zouheir; Hamouda, Abderrazek Ben - In: International journal of economics and financial issues … 12 (2022) 1, pp. 28-36

Persistent link: https://www.econbiz.de/10012802921

Examining rational bubbles in global natural gas prices : evidence from frequency domain estimates

Lawal, Adedoyin Isola; Oseni, Ezekiel; Lawal-Adedoyin, … - In: Energy strategy reviews 44 (2022), pp. 1-7

Natural gas plays important role in the global energy sources, hence understanding its price behavior is important to various economic agents. This study examined whether rational bubbles existed in the three major natural gas markets by employing Fourier unit root tests and a nonparametric rank...

Persistent link: https://www.econbiz.de/10014514550