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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 171 - 180 of 271
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Biodiesel and vegetable oil market in European Union: some evidences from threshold cointegration analysis
Peri, Massimo; Baldi, Lucia - 2008
In this paper we analyse the long-runrelationships between vegetable oils prices andconventional diesel price in EU during the period 2005-2007. We utilise recent developments on thresholdcointegration approach to investigate if asymmetricdynamic adjusting processes exist among rapeseed...
Persistent link: https://www.econbiz.de/10009445687
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How effective is the EU Entry Price System for Fresh Fruits and Vegetables?
Goetz, Linde; Grethe, Harald - 2008
The EU protects EU growers of 15 kinds offresh fruits and vegetables against international competitionnot only by the means of ad valorem tariffs of up to 20%,but also by the EU entry-price system (EPS), which isdesigned to restrict imports below the product-specific,politically designated entry...
Persistent link: https://www.econbiz.de/10009445709
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Considering threshold effects in the long-run equilibrium in a vector error correction model: An application to the German apple market
Goetz, Linde; von Cramon-Taubadel, Stephan - 2008
is unique in explicitly testing the nullhypothesis of linear cointegration against the alternativeof threshold … cointegration based on the Gonzalo ANDPITARAKIS (2006) test. The model is applied to appleprice data on wholesale markets in Hamburg …
Persistent link: https://www.econbiz.de/10009445737
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How effective is the EU Entry Price System for Fresh Fruits and Vegetables?
Goetz, Linde; Grethe, Harald - European Association of Agricultural Economists - EAAE - 2008
The EU protects EU growers of 15 kinds of fresh fruits and vegetables against international competition not only by the means of ad valorem tariffs of up to 20%, but also by the EU entry-price system (EPS), which is designed to restrict imports below the product-specific, politically designated...
Persistent link: https://www.econbiz.de/10005483617
Saved in:
Cover Image
Biodiesel and vegetable oil market in European Union: some evidences from threshold cointegration analysis
Peri, Massimo; Baldi, Lucia - European Association of Agricultural Economists - EAAE - 2008
during the period 2005- 2007. We utilise recent developments on threshold cointegration approach to investigate if asymmetric … the two-regime threshold cointegration model exist only in favour of rapeseed oil-diesel price pair. Therefore, this …
Persistent link: https://www.econbiz.de/10005483640
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Asimetrías en la transmisión de precios en el sector del tomate en España
Ben Kaabia, Monia; Roig, Gil; Maria, Jose - In: Economia Agraria y Recursos Naturales 08 (2008) 1
RESUMEN: El objetivo de este trabajo consiste en analizar el proceso de transmisión de precios a lo largo de la cadena comercial en el sector del tomate en España. Para ello se han considerado el precio percibido por el productor y el pagado por el consumidor. El enfoque metodológico adoptado...
Persistent link: https://www.econbiz.de/10005041258
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Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging
Jumah, Adusei; Kunst, Robert M. - Department of Economics and Finance Research and … - 2008
-linear VAR with threshold cointegration based on data from Germany, Japan, UK, and the U.S. Following a traditional comparative …
Persistent link: https://www.econbiz.de/10005823250
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Transmisión Vertical de Precios en el Sector de la Carne Vacuna en Argentina.
Rossini, Gustavo; Guiguet, Edith Depetris - In: Revista de Analisis Economico – Economic Analysis Review 23 (2008) 2, pp. 3-19
passed on more rapidly and completely than input price decreases. A threshold cointegration approach was used to test …
Persistent link: https://www.econbiz.de/10009293689
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Cover Image
Considering threshold effects in the long-run equilibrium in a vector error correction model: An application to the German apple market
Goetz, Linde; von Cramon-Taubadel, Stephan - European Association of Agricultural Economists - EAAE - 2008
threshold cointegration based on the Gonzalo AND PITARAKIS (2006) test. The model is applied to apple price data on wholesale …
Persistent link: https://www.econbiz.de/10005330118
Saved in:
Cover Image
Symmetric transmission of prices in the retail gasoline market in Brazil
Silva, André Suriane da; Vasconcelos, Cláudio Roberto … - In: Energy Economics 43 (2014) C, pp. 11-21
This study aimed to analyze the existence of asymmetric transmission of prices in the Brazilian gasoline market following a regional approach, using a disaggregated data set for the period between May 2004 and February 2011. The main result finds evidence of symmetric price transmission in...
Persistent link: https://www.econbiz.de/10011100135
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