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  • Search: subject:"threshold cointegration"
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Year of publication
Subject
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Cointegration 128 Kointegration 124 Threshold cointegration 102 threshold cointegration 76 Schätzung 74 Estimation 72 Threshold Cointegration 35 Economic growth 21 Nichtlineare Regression 20 Nonlinear regression 20 Price 18 South Africa 18 Preis 17 Causality analysis 16 Kausalanalyse 16 Oil price 16 Welt 16 Wirtschaftswachstum 16 World 16 Ölpreis 16 Asymmetric adjustment 14 Börsenkurs 13 Exchange rate 13 Share price 13 Zeitreihenanalyse 13 China 12 Time series analysis 12 Wechselkurs 12 Market integration 11 Purchasing power parity 11 asymmetric adjustment 11 Kaufkraftparität 10 USA 10 Gasoline 9 India 9 Public expenditure 9 Structural breaks 9 Südafrika 9 Theorie 9 United States 9
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Online availability
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Free 135 Undetermined 87 CC license 6
Type of publication
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Article 193 Book / Working Paper 72 Other 6
Type of publication (narrower categories)
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Article in journal 111 Aufsatz in Zeitschrift 111 Working Paper 17 Article 11 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 9 research-article 2 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 171 Undetermined 99 Portuguese 1
Author
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Phiri, Andrew 13 Chang, Tsangyao 8 Mann, Janelle 8 Brosig, Stephan 7 Esteve, Vicente 7 Ghosh, Sajal 6 Kanjilal, Kakali 6 Sephton, Peter S. 6 Baldi, Lucia 5 Chevallier, Julien 5 Mallick, Lingaraj 5 Neto, David 5 Peri, Massimo 5 Ranjan Behera, Smruti 5 Goetz, Linde 4 Welfe, Aleksander 4 Woo, Kai-yin 4 Yahshilikov, Yorbol 4 Bakucs, Lajos Zoltan 3 Dube, Wisdom 3 Eraslan, Sercan 3 Ferto, Imre 3 Glauben, Thomas 3 Jumah, Adusei 3 Kapetanios, George 3 Katrakilides, K. 3 Krishnakumar, Jaya 3 Kunst, Robert M. 3 Lee, Shu-kam 3 Lee, Yen-Hsien 3 Leszkiewicz-Kędzior, Katarzyna 3 Lirio, Viviani Silva 3 Mattos, Leonardo Bornacki de 3 Mighri, Zouheir 3 Mjelde, James W. 3 Ndoricimpa, Arcade 3 Poghosyan, Tigran 3 Rozelle, Scott 3 Seo, Myung Hwan 3 Shin, Yongcheol 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 8 European Association of Agricultural Economists - EAAE 5 Institut d'Economie et Econométrie, Université de Genève 3 Agricultural Economics Society - AES 2 Centro de Estudios Andaluces, Government of Andalusia 2 Departament d'Estructura Econòmica, Facultad de Economía 2 EconWPA 2 Leibniz-Institut für Agrarentwicklung in Transformationsökonomien (IAMO) 2 London School of Economics (LSE) 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Université Paris-Dauphine (Paris IX) 2 Agricultural and Applied Economics Association - AAEA 1 Asociación Española de Economía y Finanzas Internacionales - AEEFI 1 C.E.P.R. Discussion Papers 1 Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin 1 Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Boston College 1 Department of Economics, University of Crete 1 Département d'Économie et Sociologie Rurales, Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2) 1 Econometric Society 1 Ekonomski Institut Zagreb 1 Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA 1 International European Forum on Innovation and System Dynamics in Food Networks 1 Rimini Centre for Economic Analysis (RCEA) 1 School of Economics and Finance, Queen Mary 1 School of Economics and Finance, Tasmanian School of Business and Economics 1 School of Economics, University of Edinburgh 1 University of Bonn, Germany 1 Université Paris-Dauphine 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
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Published in...
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Energy economics 9 Applied economics 8 MPRA Paper 8 Economics Bulletin 6 The empirical economics letters : a monthly international journal of economics 6 Energy Economics 5 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 International Journal of Energy Economics and Policy : IJEEP 4 2008 International Congress, August 26-29, 2008, Ghent, Belgium 3 Economic Modelling 3 Energy Policy 3 International journal of economics and finance 3 Journal for Economic Forecasting 3 Journal of Applied Economics 3 Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 3 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 3 Applied economics letters 2 Applied financial economics 2 Argumenta oeconomica 2 Brazilian Journal of Rural Economy and Sociology (RESR) 2 CBN Journal of Applied Statistics 2 CBN journal of applied statistics 2 Cahiers du Département d'Econométrie 2 Dynamic Econometric Models 2 Econometrics 2 Economic Working Papers at Centro de Estudios Andaluces 2 Economic change and restructuring : empirical and policy research on the transitional and emerging economies 2 Economic modelling 2 Economics Papers from University Paris Dauphine 2 Empirical Economics 2 Finance research letters 2 IAMO Discussion Papers 2 International journal of finance & economics : IJFE 2 Journal of Macroeconomics 2 Journal of international trade & economic development : an international and comparative review 2 Journal of macroeconomics 2 LSE Research Online Documents on Economics 2 STICERD - Econometrics Paper Series 2 Working Paper / Bank of Greece 2 Working Papers / Departament d'Estructura Econòmica, Facultad de Economía 2
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Source
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ECONIS (ZBW) 122 RePEc 119 EconStor 19 BASE 9 Other ZBW resources 2
Showing 101 - 110 of 271
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Asymmetries in import-retail cost pass-through : analysis of the seafood value chain in Germany
Ankamah-Yeboah, Isaac; Bronnmann, Julia - In: Aquaculture economics & management : official journal … 21 (2017) 1, pp. 71-87
Persistent link: https://www.econbiz.de/10011714855
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Nonlinearities in Wagner's law : further evidence from South Africa
Phiri, Andrew - In: International journal of sustainable economy 9 (2017) 3, pp. 231-249
Persistent link: https://www.econbiz.de/10011740466
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A comparative analysis on the wealth effect between in the stock market and in the housing market in China
Liu, Lin; Shi, Kai - In: International journal of economics and finance 9 (2017) 11, pp. 118-127
Persistent link: https://www.econbiz.de/10011764313
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Analysis of threshold cointegration with asymmetric adjustments in the Hong Kong grocery industry
Woo, Kai-yin; Lee, Shu-kam; Shum, Paul - In: Applied economics 49 (2017) 55, pp. 5591-5600
Persistent link: https://www.econbiz.de/10011845220
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Effects of the structural change on transaction costs between North America natural gas spot markets
Duangnate, Kannika; Mjelde, James W. - In: Applied economics 49 (2017) 7, pp. 650-663
Persistent link: https://www.econbiz.de/10011810871
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Cointegration and spatial price transmission among wheat and wheat-flour markets in Afghanistan
Hassanzoy, Najibullah; Itô, Shôichi; Isoda, Hiroshi; … - In: Applied economics 49 (2017) 30, pp. 2939-2955
Persistent link: https://www.econbiz.de/10011819784
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Threshold cointegration, asymmetric causality and Wagner's law : the African experience revisited
Keho, Yaya - In: International journal of economics and finance 9 (2017) 5, pp. 171-180
Persistent link: https://www.econbiz.de/10011675125
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Modeling threshold effects in stock price co-movements : a vector nonlinear cointegration approach
Chlibi, Souhir; Jawadi, Fredj; Sellami, Mohamed - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 1, pp. 47-63
Persistent link: https://www.econbiz.de/10011650219
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Asymmetric adjustment speed and roles in the US Phillips curve
Cai, Yifei - In: The empirical economics letters : a monthly … 16 (2017) 7, pp. 647-653
Persistent link: https://www.econbiz.de/10011802227
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Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread : a threshold vector error correction approach
Evgenidis, Anastasios; Tsagkanos, Athanasios; … - In: Research in international business and finance 39 (2017), pp. 267-279
Persistent link: https://www.econbiz.de/10011876475
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