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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 121 - 130 of 271
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Rational bubbles in G-7 countries : an empirical note based on the ADL test for threshold cointegration
Chou, Ming Che; Chang, Tsangyao - In: The empirical economics letters : a monthly … 15 (2016) 9, pp. 921-931
Persistent link: https://www.econbiz.de/10011718522
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A note on threshold cointegration dynamics in the Australian term structure of interest rates
Mighri, Zouheir - In: The empirical economics letters : a monthly … 15 (2016) 8, pp. 801-809
Persistent link: https://www.econbiz.de/10011718596
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Co-movement of international crude oil price and Indian stock market : evidences from nonlinear cointegration tests
Ghosh, Sajal; Kanjilal, Kakali - In: Energy economics 53 (2016), pp. 111-117
Persistent link: https://www.econbiz.de/10011660478
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Do OECD countries' health expenditures catch up to that of US?
Güriş, Burak; Yaşgül, Yaşar Serhat; Tıraşoğlu, … - In: The empirical economics letters : a monthly … 15 (2016) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10011580297
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
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Asymmetric price transmission within the Argentinean stock market : an asymmetric threshold cointegration approach
Mighri, Zouheir; Mansouri, Fayçal - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1115-1149
Persistent link: https://www.econbiz.de/10011554374
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An investigation into the dynamic relationship between international and China's crude oil prices
Chan, Hing-lin; Woo, Kai-yin - In: Applied economics 48 (2016) 22/24, pp. 2215-2224
Persistent link: https://www.econbiz.de/10011590477
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Compelling evidence of an environmental Kuznets curve in the United Kingdom
Sephton, Peter S.; Mann, Janelle - In: Environmental & resource economics : the official … 64 (2016) 2, pp. 301-315
Persistent link: https://www.econbiz.de/10011592023
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Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Yang, Ming-Hsien - In: Economic analysis and policy : EAP ; journal of the … 51 (2016), pp. 86-89
Persistent link: https://www.econbiz.de/10011529613
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Public revenue-expenditure nexus in South Africa : are there asymmetries?
Baharumshah, Ahmad Zubaidi; Alhaji Jibrilla, Aliyu; … - In: The South African journal of economics 84 (2016) 4, pp. 520-537
Persistent link: https://www.econbiz.de/10011657016
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