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  • Search: subject:"nonlinear vector error correction"
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Year of publication
Subject
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cointegration 11 Markov-switching 6 Cointegration 5 nonlinear vector error correction model 5 nonlinear vector error-correction model 5 Agricultural and Food Policy 4 Biodiesel 4 Demand and Price Analysis 4 Kointegration 4 Purchasing power parity 4 Estimation 3 Schätzung 3 asymmetric adjustment 3 Geldpolitische Transmission 2 Interest rate 2 Interest rate pass-through 2 Monetary transmission 2 Nichtlineare Regression 2 Nonlinear regression 2 Nonlinear vector error correction 2 Resource /Energy Economics and Policy 2 Yield curve 2 Zins 2 Zinsstruktur 2 biodiesel 2 nonlinear vector error correction 2 regime dependent model 2 regime-dependent model 2 regimedependent model 2 1973-2009 1 Deutschland 1 Euro area 1 Eurozone 1 Exchange rate 1 Forecasting model 1 France 1 Frankreich 1 Germany 1 Großbritannien 1 Inflation 1
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Online availability
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Free 10 Undetermined 3
Type of publication
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Book / Working Paper 8 Article 4 Other 2
Type of publication (narrower categories)
All
Working Paper 4 Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 11 Undetermined 3
Author
All
Busse, Stefan 6 Ihle, Rico 6 Beckmann, Joscha 4 Brummer, Bernhard 2 Brümmer, Bernard 2 Popiel, Michal Ksawery 2 Hauzenberger, Niko 1 Huber, Florian 1 Pfarrhofer, Michael 1 Popiel, Michal 1 Zörner, Thomas 1
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Institution
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Agricultural and Applied Economics Association - AAEA 1 Institut für Agrarökonomie, Georg-August-Universität Göttingen 1 International Association of Agricultural Economists - IAAE 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1
Published in...
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Ruhr Economic Papers 2 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 2 2009 Conference, August 16-22, 2009, Beijing, China 1 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 DARE Discussion Papers 1 Diskussionsbeitrag 1 Queen's Economics Department Working Paper 1 Queen's Economics Department working paper 1 The North American Journal of Economics and Finance 1 The North American journal of economics and finance : a journal of financial economics studies 1
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Source
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RePEc 5 ECONIS (ZBW) 4 EconStor 3 BASE 2
Showing 1 - 10 of 14
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Stochastic model specification in Markov switching vector error correction models
Hauzenberger, Niko; Huber, Florian; Pfarrhofer, Michael; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10012507433
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Interest rate pass-through: A nonlinear vector error-correction approach
Popiel, Michal - 2015
to 2015 using a nonlinear vector error-correction model. In contrast to empirical frameworks used in previous studies …
Persistent link: https://www.econbiz.de/10011583195
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Cover Image
Interest rate pass-through : a nonlinear vector error-correction approach
Popiel, Michal Ksawery - 2015
to 2015 using a nonlinear vector error-correction model. In contrast to empirical frameworks used in previous studies …
Persistent link: https://www.econbiz.de/10011392140
Saved in:
Cover Image
Interest rate pass-through : a nonlinear vector error-correction approach
Popiel, Michal Ksawery - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 5, pp. 1-20
Persistent link: https://www.econbiz.de/10011897618
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Cover Image
Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices
Beckmann, Joscha - 2011
Although the literature on purchasing power parity (PPP) is rich in controversy, the relative contribution of prices and nominal exchange rates to real exchange rate movements which restore PPP disequilibria has rarely been put under any close scrutiny. Using monthly data from 1973:01 to 2009:12...
Persistent link: https://www.econbiz.de/10010287337
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Cover Image
Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices
Beckmann, Joscha - Rheinisch-Westfälisches Institut für … - 2011
Although the literature on purchasing power parity (PPP) is rich in controversy, the relative contribution of prices and nominal exchange rates to real exchange rate movements which restore PPP disequilibria has rarely been put under any close scrutiny. Using monthly data from 1973:01 to 2009:12...
Persistent link: https://www.econbiz.de/10009246532
Saved in:
Cover Image
Interdependencies between fossil fuel and renewable energy markets: the German biodiesel market
Busse, Stefan; Brümmer, Bernard; Ihle, Rico - 2010
With this paper, we provide the first quantitative investigation of vertical price transmission in the biodiesel supply chain in Germany with the focus on the developments during the food crisis and the impact of subsidized US biodiesel exports. With the strong promotion of the production and...
Persistent link: https://www.econbiz.de/10010304691
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The Pattern of Integration between Fossil Fuel and Vegetable Oil Markets: The Case of Biodiesel in Germany
Busse, Stefan; Brummer, Bernhard; Ihle, Rico - 2010
With this paper, we provide the first quantitative investigation of vertical price transmission in the biodiesel supply chain in Germany with the focus on the developments during the food crisis and the impact of subsidized US biodiesel exports. With the strong promotion of the production and...
Persistent link: https://www.econbiz.de/10009446075
Saved in:
Cover Image
Interdependencies between fossil fuel and renewable energy markets: the German biodiesel market
Busse, Stefan; Brümmer, Bernard; Ihle, Rico - Institut für Agrarökonomie, Georg-August-Universität … - 2010
With this paper, we provide the first quantitative investigation of vertical price transmission in the biodiesel supply chain in Germany with the focus on the developments during the food crisis and the impact of subsidized US biodiesel exports. With the strong promotion of the production and...
Persistent link: https://www.econbiz.de/10009021915
Saved in:
Cover Image
The Pattern of Integration between Fossil Fuel and Vegetable Oil Markets: The Case of Biodiesel in Germany
Busse, Stefan; Brummer, Bernhard; Ihle, Rico - Agricultural and Applied Economics Association - AAEA - 2010
With this paper, we provide the first quantitative investigation of vertical price transmission in the biodiesel supply chain in Germany with the focus on the developments during the food crisis and the impact of subsidized US biodiesel exports. With the strong promotion of the production and...
Persistent link: https://www.econbiz.de/10009020406
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