Search Results - subject:"STECM"

Did you mean: subject:"steam" (552 results)

On the interplay between microfinance and sustainable development : evidence from MENA countries

Moussa, Wajdi; Mgadmi, Nidhal; Bejaoui, Azza; Sadraoui, … - In: Iranian economic review : journal of University of Tehran 26 (2022) 4, pp. 876-884

Persistent link: https://www.econbiz.de/10013531084

Oil and S&P 500 Markets: Evidence from the Nonlinear Model

Lee, Yen-Hsien; Hao, Fang - In: International Journal of Economics and Financial Issues 2 (2012) 3, pp. 272-280

oil prices, we employ a STECM to analyze the short-run return dynamics when there are deviations from the equilibrium …

Persistent link: https://www.econbiz.de/10010556618

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

This paper investigates the co-integration and causal relationships by threshold model and non-linear adjustments relationship by STAR model between the U.S. and Taiwan stock market. The fi ndings indicate that there exists an asymmetric threshold co-integration relationship between the U.S. and...

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

What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?

Arouri, Mohamed; Jawadi, Fredj; Nguyen, Duc Khuong - In: Journal of Macroeconomics 36 (2013) C, pp. 175-187

-correction models (STECM). We find evidence to support the increasing synchronization of these rates over the period 2005–2009 as well …

Persistent link: https://www.econbiz.de/10010875204

What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?

Arouri, Mohamed; Jawadi, Fredj; Nguyen, Duc Khuong - In: Journal of macroeconomics 36 (2013), pp. 175-187

Persistent link: https://www.econbiz.de/10009751099

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

Threshold Cointegration between Stock Returns : An application of STECM Models

Fredj, Jawadi; Yousra, Koubaa - EconWPA - 2004

econometrics. In such a context, we estimate a Smooth Transition Error Correction Model (STECM). We introduce the DowJones as an …

Persistent link: https://www.econbiz.de/10005062563