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  • Search: subject:"Threshold Co-integration"
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Year of publication
Subject
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South Africa 10 Kointegration 8 Cointegration 7 Schätzung 7 Threshold co-integration 7 Economic growth 6 Estimation 6 Threshold Co-integration 4 threshold co-integration 4 Nutrition 3 Purchasing power parity (PPP) 3 Südafrika 3 Asymmetric Threshold Co-integration 2 Asymmetric causality 2 Asymmetric granger-causality 2 Asymmetric threshold co-integration 2 Gummiindustrie 2 Indonesia 2 Indonesien 2 Inflation 2 Kartell 2 Market integration 2 Marktmacht 2 Momentum threshold autoregressive (MTAR) model 2 Natural gas markets 2 Nichtlineare Regression 2 Non-linear Adjustments Relationship 2 Nonlinear regression 2 Preiswettbewerb 2 STECM-GARCH 2 Steady state equilibrium 2 Threshold Error correction (TEC) model 2 Time-varying causality 2 USA 2 United States 2 Wirtschaftswachstum 2 asymmetric price transmission 2 rubber cartel 2 2009-2012 1 ADL test 1
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Online availability
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Free 16 Undetermined 2
Type of publication
All
Article 10 Book / Working Paper 10
Type of publication (narrower categories)
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Working Paper 6 Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 research-article 1
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Language
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English 12 Undetermined 8
Author
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Phiri, Andrew 10 Dube, Wisdom 3 Lee, Yen-Hsien 3 Alamsyah, Zulkifli 2 Brümmer, Bernhard 2 Farag, Markos 2 Fatricia, Raja Sharah 2 Jeddi, Samir 2 Kopp, Jan Hendrik 2 Kopp, Thomas 2 Afreen, Rana 1 Asif, Mohammad 1 Chen, Wen-Yi 1 Esfandiar Maasoumi, Professor Almas Heshmati and Dr Guanghua Wan, Professor 1 Hao, Fang 1 Lusanga, Peter 1 Nyoni, Botha 1 Nyoni, Bothwell 1 ZHU, Haiyan 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4
Published in...
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MPRA Paper 4 Asian Agricultural Research 1 EERI Research Paper Series 1 EERI research paper series 1 EFForTS Discussion Paper Series 1 EFForTS discussion paper series 1 EWI Working Paper 1 Economics Bulletin 1 International Journal of Economics and Financial Issues 1 International Journal of Energy Economics and Policy : IJEEP 1 International journal of economic policy in emerging economies : IJEPEE 1 Journal for Economic Forecasting 1 Journal of Economic Studies 1 Journal of economic studies 1 Working paper / EWI Energiewirtschaftliches Institut an der Universität zu Köln 1 Zagreb International Review of Economics and Business 1 Zagreb international review of economics & business 1
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Source
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RePEc 9 ECONIS (ZBW) 7 EconStor 3 Other ZBW resources 1
Showing 1 - 10 of 20
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Global natural gas market integration in the face of shocks: Evidence from the dynamics of European, Asian, and US gas futures prices
Farag, Markos; Jeddi, Samir; Kopp, Jan Hendrik - 2023
This paper analyzes the integration of the American, European, and Asian natural gas markets over the period 2016-2022, with a focus on how the demand shock caused by the COVID-19 pandemic and the supply shock caused by geopolitical tensions in the European market affected this integration. We...
Persistent link: https://www.econbiz.de/10014494916
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Global natural gas market integration in the face of shocks : evidence from the dynamics of European, Asian, and US gas futures prices
Farag, Markos; Jeddi, Samir; Kopp, Jan Hendrik - 2023
This paper analyzes the integration of the American, European, and Asian natural gas markets over the period 2016-2022, with a focus on how the demand shock caused by the COVID-19 pandemic and the supply shock caused by geopolitical tensions in the European market affected this integration. We...
Persistent link: https://www.econbiz.de/10014327618
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Efficacy of monetary policy in controlling inflation in India in the post reform period : a threshold co-integration approach
Asif, Mohammad; Afreen, Rana - In: International journal of economic policy in emerging … 17 (2023) 3, pp. 389-406
Persistent link: https://www.econbiz.de/10014308662
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The electricity-growth nexus in South Africa : evidence from asymmetric cointegration and co-feature analysis
Nyoni, Bothwell; Phiri, Andrew - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 6, pp. 80-88
Persistent link: https://www.econbiz.de/10011954079
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Nonlinear adjustment effects in the purchasing power parity
Phiri, Andrew - 2017
This study examines nonlinear adjustment effects in the purchasing power parity (PPP) between South Africa and her main currency trading partners; namely, the US, the UK, the Euro area, China and Japan. We use monthly data of the nominal exchange rates and domestic price level data collected...
Persistent link: https://www.econbiz.de/10011853387
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Nonlinear adjustment effects in the purchasing power parity
Phiri, Andrew - 2017
This study examines nonlinear adjustment effects in the purchasing power parity (PPP) between South Africa and her main currency trading partners; namely, the US, the UK, the Euro area, China and Japan. We use monthly data of the nominal exchange rates and domestic price level data collected...
Persistent link: https://www.econbiz.de/10011785059
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Price Conduction Mechanism of China’s Wheat Industry Chain Based on VECM
ZHU, Haiyan - In: Asian Agricultural Research 07 (2015) 01
price have equilibrium relationship. Through threshold co-integration test, it found that there is no threshold co-integration …
Persistent link: https://www.econbiz.de/10011250380
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Have Indonesian Rubber Processors Formed a Cartel? Analysis of Intertemporal Marketing Margin Manipulation
Kopp, Thomas; Alamsyah, Zulkifli; Fatricia, Raja Sharah; … - 2014
In Indonesia the agricultural sector plays a key role for broad based economic development in rural areas. Rubber is one of the most important crops, and Indonesia is the second largest producer in the world. However, a high level of concentration in the processing industry limits the spread of...
Persistent link: https://www.econbiz.de/10011319101
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The electricity-growth nexus in South Africa: Evidence from asymmetric co-integration and co-feature analysis
Phiri, Andrew; Nyoni, Botha - Volkswirtschaftliche Fakultät, … - 2014
growth in South Africa using quarterly data collected from 1983Q1 to 2013:Q4. In our study, we employ a momentum-threshold co-integration …
Persistent link: https://www.econbiz.de/10011107402
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Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach
Phiri, Andrew; Dube, Wisdom - Volkswirtschaftliche Fakultät, … - 2014
Purpose: This purpose of our paper is to examine asymmetric co-integration effects between nutrition and economic growth for annual South African data from the period 1961-2013. Design/methodology/approach: We deviate from the conventional assumption of linear co-integration and pragmatically...
Persistent link: https://www.econbiz.de/10011113955
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