Search Results - subject:"nonlinear VECM"

Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift

Tamakoshi, T.; Hamori, Shigeyuki - In: Applied economics letters 23 (2016) 1/3, pp. 151-155

Persistent link: https://www.econbiz.de/10011414493

Asymmetric Inflation Hedge of Housing Return: A Non-linear Vector Error Correction Approach

Kuan-Min, Wang; Yuan-Ming, Lee; T.T. Binh, Nguyen - In: International Real Estate Review 11 (2008) 1, pp. 65-82

Conclusions of past works on the inflation hedging ability of real estate investment are not consistent. The reason for this perplexity might be the neglect of separation between high and low state of inflation, which has a great influence on empirical results. In order to examine the inflation...

Persistent link: https://www.econbiz.de/10005092444

Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis

Tamakoshi, Go; Hamori, Shigeyuki - In: Applied financial economics 24 (2014) 1/3, pp. 139-143

Persistent link: https://www.econbiz.de/10010391461

PPP: Delusion or Reality? Evidence from a Nonlinear Analysis

Jiménez-Martin, Juan; Robles-Fernandez, M. - In: Open Economies Review 21 (2010) 5, pp. 679-704

Persistent link: https://www.econbiz.de/10008776485