Search Results - subject:"Threshold vector error correction model"

Is there a long-run relationship between the unemployment insurance and the labor force participation rate in the USA? : a nonlinear analysis

Ahmed, Haydory Akbar - In: Economia : revista da ANPEC 23 (2022) 1, pp. 25-43

Purpose This paper explores the evidence of a long-run co-movement between aggregate unemployment insurance spending and the labor force participation rate in the USA. The unemployment insurance (UI) program tends to expand during an economic downturn and contract during an expansion. UI may...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014418035

Threshold vector error correction model and transaction cost variation

Machado Junior, Pedro C.; Chung, Chanjin; Ng'ombe, John N. - In: Applied economics 56 (2024) 42, pp. 5058-5071

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014560520

Behavioural biases and nonlinear adjustment : evidence from the housing market

You, Taewoo - In: Applied economics 52 (2020) 46, pp. 5046-5059

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012306537

Price adjustments and transaction costs in the European natural gas market

Garaffa, Rafael; Szklo, Alexandre Salem; Lucena, André … - In: The energy journal 40 (2019) 1, pp. 171-188

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011970850

Why Chinese central bank should focus on headline inflation

Su, Zhifang - In: Acta Oeconomica 64 (2014) November, pp. 39-51

In this paper, we explore the change in short-term headline-core inflation dynamic relationship using threshold error correction model, and explain why the Chinese central bank should focus on headline inflation when conducting monetary policy. The results find that: (1) the deviation between...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011094480

The price of gold and the exchange rate: Evidence from threshold cointegration and threshold granger causality analyses for Turkey

Gürış, Burak; Kiran, Burcu - In: Acta Oeconomica 64 (2014) March, pp. 91-101

cointegration relationship between the two variables. The threshold value obtained from the estimation of threshold vector error … correction model equals −3.268. The Granger test indicates that there is evidence of a bi-directional causal relationship between …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010900414

Time-varying efficiency in food and energy markets : evidence and implications

Jebabli, Ikram; Roubaud, David - In: Economic modelling 70 (2018), pp. 97-114

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012027818

Economic theory and econometric methods in spatial market integration analysis

Araujo Enciso, Sergio René - 2012

The study of Spatial Market Integration (SMI) has been of great concern for agricultural economists, with the Takayama and Judge Price and Allocation Model (TJM), in which prices are bounded by the Spatial Equilibrium Condition (SEC), being the core economic theory. The SEC implies that no...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010235158

Asymmetric mispricing and regime-dependent dynamics in index futures and options markets

Lee, Jaeram; Ryu, Doojin - In: Asian economic journal : journal of the East Asian … 30 (2016) 1, pp. 47-65

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011525887

Transaction costs and trade liberalization : an empirical perspective from the MERCOSUR agreement

Valdes, Rodrigo; Cramon-Taubadel, Stephan von; Engler, … - In: Food policy : economics planning and politics of food … 55 (2015), pp. 109-116

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011434514