equilibrium degree of pass-through assumptions are considered. More specifically, using a vector threshold cointegration model, we …

presented as a theoreticalbackground. A methodology is developed for finding a threshold cointegration modelthat accounts for …

integration among regional wheat markets. We applied threshold cointegration technique to assess the co-movement between time … möglich ist. Mit Hilfe von Verfahren der threshold cointegration analysis werden Zusammenhänge in den Preisentwicklungen …

integration among regional wheat markets. We applied threshold cointegration technique to assess the co-movement between time … Verfahren der threshold cointegration analysis werden Zusammenhänge in den Preisentwicklungen zwischen drei wichtigen …

integration among regional wheat markets. We applied threshold cointegration technique to assess the co-movement between time … von Verfahren der threshold cointegration analysis werden Zusammenhänge in den Preisentwicklungen zwischen drei wichtigen …

models have exhibited a great deal of empirical relevance. A leading example is the threshold cointegration model introduced … for threshold cointegration with those developed for conventional cointegration. In the univariate framework, we compare … acts as a kind of transaction barrier in the used car markets. In other words, in the band type threshold cointegration …

integration among regional wheat markets. We applied threshold cointegration technique to assess the co-movement between time … Getreidehandel zwischen diesen Regionen möglich ist. Mit Hilfe von Verfahren der threshold cointegration analysis werden …

accounts for a possible non-linear relationship through the use of threshold cointegration techniques. Our results confirm the …