Search Results - subject:"Threshold Error Correction Model (TECM)"

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Searching for factors of accelerated economic growth : the case of Ireland and Turkey

Boehlke, Jerzy; Fałdzinski, Marcin; Gałecki, Maciej; … - In: European research studies 23 (2020) 1, pp. 292-304

Persistent link: https://www.econbiz.de/10012286749

China-to-FOB price transmission in the rare earth elements market and the end of Chinese export restrictions

Seiler, Volker - In: Energy economics 102 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013162161

Threshold error correction model : a methodological overview

Gałecki, Maciej; Osińska, Magdalena - In: Economic miracles in the European economies, (pp. 151-173). 2019

Persistent link: https://www.econbiz.de/10012061203

A Non-Linear Model of Causality Between the Stock and Real Estate Markets of European Countries

Su, Chi Wei; Chang, Hsu Ling; Zhu, Meng Nan - In: Journal for Economic Forecasting (2011) 1, pp. 41-53

such a long-term relationship does indeed exist under a specific threshold value. We go on to adopt the threshold error-correction … model (TECM) to determine whether a similar relationship is discernible between two specific variables and any non …

Persistent link: https://www.econbiz.de/10009003984

Asymmetric Adjustment in the Lending-Deposit Rate Spread: Evidence from Eastern European Countries

Su, Chi Wei; Chang, Hsu Ling - In: Journal for Economic Forecasting (2010) 2, pp. 165-175

). Based upon our adoption in this study of the threshold error-correction model (TECM), we find solid evidence of an …

Persistent link: https://www.econbiz.de/10008492975