Search Results - subject:"threshold cointegration"

Investigating the impact of trade disruptions on price transmission in commodity markets: An application of threshold cointegration

Mann, Janelle; Brewin, Derek - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-7

Threshold cointegration is introduced as an econometric technique to model the impact of trade disruptions on spatial … trade disruptions on prices. The threshold cointegration technique that is employed is flexible in that it allows the number …. We innovate on the threshold cointegration technique by selecting a measure of trade disruptions as the threshold …

Persistent link: https://www.econbiz.de/10013201134

Investigating the impact of trade disruptions on price transmission in commodity markets : an application of threshold cointegration

Mann, Janelle; Brewin, Derek - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-7

Persistent link: https://www.econbiz.de/10012628574

The Greek tourism-led growth revisited: insights and prospects

Lolos, Sarantis E. G.; Palaios, Panagiotis; Papapetrou, … - 2021

Persistent link: https://www.econbiz.de/10012601165

Asymmetric price adjustment and the effects of structural reforms and low demand in the gasoline market: The case of Greece

Bragoudakis, Z.; Sideris, Dimitrios - In: Journal of Applied Economics 24 (2021) 1, pp. 504-522

analysis applies a consistent threshold cointegration technique and makes use of the most recent observations at the lowest …

Persistent link: https://www.econbiz.de/10015334113

Asymmetric price adjustment and the effects of structural reforms and low demand in the gasoline market : the case of Greece

Bragoudakis, Z.; Sideris, Dimitrios - 2021

analysis applies a consistent threshold cointegration technique and makes use of the most recent observations at the lowest …

Persistent link: https://www.econbiz.de/10013174965

Dynamics of capital account and current account in India : evidence from threshold cointegration with asymmetric error correction

Mallick, Lingaraj; Ranjan Behera, Smruti; Murthy, R. V. … - In: Applied economics letters 30 (2023) 4, pp. 423-428

Persistent link: https://www.econbiz.de/10013553561

Long-run relationship between the unemployment rate and the current account balance in the United States : an empirical analysis

Ahmed, Haydory Akbar; Nasser, Tareque - In: Portuguese economic journal 22 (2023) 3, pp. 397-416

Persistent link: https://www.econbiz.de/10014336504

Efficacy of monetary policy in controlling inflation in India in the post reform period : a threshold co-integration approach

Asif, Mohammad; Afreen, Rana - In: International journal of economic policy in emerging … 17 (2023) 3, pp. 389-406

Persistent link: https://www.econbiz.de/10014308662

Threshold cointegration and asymmetries between dividends and earnings news

Sephton, Peter S. - In: Finance research letters 58 (2023) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10014584090

Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR model

Gosińska, Emilia; Leszkiewicz-Kędzior, Katarzyna; … - In: Baltic Journal of Economics 20 (2020) 1, pp. 59-73

The purpose of the paper is to test the hypothesis about asymmetric price transmission between the fuel markets. The distribution chain is considered at three levels: the European wholesale market, the domestic wholesale market, and the domestic retail market. It is shown that between the...

Persistent link: https://www.econbiz.de/10013470744