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  • Search: subject:"TAR model"
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Year of publication
Subject
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TAR model 9 Autoregression (AR) model 3 Electricity price forecasting 3 Threshold Autoregression (TAR) model 3 asymmetric price transmission 3 co-integration 3 10-year yield 2 Asymmetry 2 Demand and Price Analysis 2 Electricity load 2 Industrial Organization 2 International Relations/Trade 2 Malaysian CPO and CPO-F 2 Marketing 2 Pakistan 2 Pricing efficiency and structural break 2 Research Methods/ Statistical Methods 2 Symmetric and asymmetric models 2 T-bond 2 TAR Model 2 U.S. soybeans 2 VECM and TAR model 2 bias-correction 2 deposit rate 2 interest rate pass-through 2 intermediation premium 2 lending rate 2 market structure 2 non-linear time series 2 rolling window 2 times series 2 (Momentum) Threshold Autoregressive ((M-)TAR) model. 1 Agribusiness 1 Agricultural and Food Policy 1 Asymmetric Price Transmission (APT) 1 Cointegration 1 Community/Rural/Urban Development 1 Dynamic Adjustment 1 ECM 1 EU countries 1
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Online availability
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Free 21
Type of publication
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Book / Working Paper 15 Article 5 Other 1
Type of publication (narrower categories)
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Working Paper 3 Arbeitspapier 2 Article 2 Graue Literatur 2 Non-commercial literature 2 Article in journal 1 Aufsatz in Zeitschrift 1
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Language
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English 14 Undetermined 7
Author
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Misiorek, Adam 3 Nakajima, Toru 3 Ali, Muhammad Mahboob 2 Bin Haron, Razali 2 Nedelea, Alexandru Mircea 2 Nguyen, Chu V. 2 Ponyatovskyy, Vladyslav 2 Salami, Monsurat Ayojimi 2 Weißbach, Rafael 2 Weron, Rafal 2 Zimmermann, Guido 2 BONJEAN, Catherine ARAUJO 1 BRUN, Jean-François 1 Bignon, Vincent 1 Chen, Jinzhao 1 Hockly, Dale 1 Holmes, Mark J. 1 Horváth, Csilla 1 Iregui, Ana Maria 1 Kawasaki, Kentaro 1 Kleemann, Linda 1 Krekó, Judit 1 Kuo, Biing-Shen 1 Lambert, Bongani 1 Matsuda, H. 1 Mikkola, Anne 1 Naszódi, Anna 1 Otero, Jesús 1 Phiri, Andrew 1 Rifin, Amzul 1 Rodrigues, Jose 1 Satō, Kiyotaka 1 T.P. Koirala Ph.D. 1 Taljard, Tjaart 1 Ugolini, Stefano 1 Van Heerden, Dorathea 1
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Institution
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 3 Agricultural and Applied Economics Association - AAEA 1 Centre d'Études et de Recherches sur le Développement International (CERDI), École d'Économie 1 Department of Economics, Waikato Management School 1 European Association of Agricultural Economists - EAAE 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Magyar Nemzeti Bank (MNB) 1 Nepal Rastra Bank 1 Suomen Pankki 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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HSC Research Reports 3 116th Seminar, October 27-30, 2010, Parma, Italy 1 2007 1 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 Documents de travail / Banque de France 1 Economics: The Open-Access, Open-Assessment E-Journal 1 Journal of Capital Markets Studies (JCMS) 1 Journal of capital markets studies 1 MNB Working Papers 1 MPRA Paper 1 RIETI discussion paper series 1 Research Discussion Papers / Suomen Pankki 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Working Papers / Centre d'Études et de Recherches sur le Développement International (CERDI), École d'Économie 1 Working Papers in Economics 1
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Source
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RePEc 12 BASE 3 ECONIS (ZBW) 3 EconStor 3
Showing 1 - 10 of 21
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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
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Long-term relationship of crude palm oil commodity pricing under structural break
Salami, Monsurat Ayojimi; Bin Haron, Razali - In: Journal of capital markets studies 2 (2018) 2, pp. 162-174
Purpose - The purpose of this paper is to examine the pricing efficiency of the Malaysian crude palm oil (CPO) market before and after the structural break. This study uses the daily closing price of CPO and CPO futures (CPO-F) for the period ranging from June 2009 to August 2016 while taking...
Persistent link: https://www.econbiz.de/10012114503
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Long-term relationship of crude palm oil commodity pricing under structural break
Salami, Monsurat Ayojimi; Bin Haron, Razali - In: Journal of Capital Markets Studies (JCMS) 2 (2018) 2, pp. 162-174
Purpose - The purpose of this paper is to examine the pricing efficiency of the Malaysian crude palm oil (CPO) market before and after the structural break. This study uses the daily closing price of CPO and CPO futures (CPO-F) for the period ranging from June 2009 to August 2016 while taking...
Persistent link: https://www.econbiz.de/10015327876
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The Behaviors of Lending, Deposit Rates and Intermediation Premium of Pakistani Banks with Different Types of Ownership Structures
Nguyen, Chu V.; Ali, Muhammad Mahboob; Nedelea, … - 2017
This study applies Enders and Siklos’ (2001) procedure to test for the long-run asymmetric co-integrating relationship and short-run dynamic Granger causality between Pakistani lending and deposit rates set by public, private, foreign, specialized, and all banks combined over the period...
Persistent link: https://www.econbiz.de/10011617970
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Beneath the gold points : European financial market integration, 1844-1870
Bignon, Vincent; Chen, Jinzhao; Ugolini, Stefano - 2017
Persistent link: https://www.econbiz.de/10011748761
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The Behaviors of Lending, Deposit Rates and Intermediation Premium of Pakistani Banks with Different Types of Ownership Structures
Nguyen, Chu V.; Ali, Muhammad Mahboob; Nedelea, … - 2017
This study applies Enders and Siklos’ (2001) procedure to test for the long-run asymmetric co-integrating relationship and short-run dynamic Granger causality between Pakistani lending and deposit rates set by public, private, foreign, specialized, and all banks combined over the period...
Persistent link: https://www.econbiz.de/10015336507
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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
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Knowing where organic markets move next: An analysis of developing countries in the pineapple market
Kleemann, Linda - In: Economics: The Open-Access, Open-Assessment E-Journal 8 (2014) 2014-14, pp. 1-34
As consumers' demand for organic products grows, selling organic products potentially opens up profitable market participation options for farmers in developing countries. This paper studies two aspects of profitability for the producers. It uses hedonic demand theory and empirical analysis to...
Persistent link: https://www.econbiz.de/10010335664
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Chocolate price fluctuations may cause depression: an analysis of price pass-through in the cocoa chain
BRUN, Jean-François; BONJEAN, Catherine ARAUJO - Centre d'Études et de Recherches sur le Développement … - 2014
The aim of this paper is to explore the channels of transmission of the fluctuations in the world price of cocoa to the consumer of chocolate bars in France. This case study can be considered as an illustration of a more general pattern of asymmetric vertical price transmission in the...
Persistent link: https://www.econbiz.de/10011071034
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Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model
Van Heerden, Dorathea; Rodrigues, Jose; Hockly, Dale; … - Volkswirtschaftliche Fakultät, … - 2013
autoregressive (TAR) model and corresponding asymmetric unit root tests, our study demonstrates how the stock market indexes evolve …
Persistent link: https://www.econbiz.de/10011110409
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