Search Results - subject:"threshold cointegration"

Re-examining the saving-investment nexus: threshold cointegration and causality evidence from the ECOWAS

Esso, Loesse - In: Economic Change and Restructuring 45 (2012) 3, pp. 193-220

Bull Econ Stat 58:555–560, <CitationRef CitationID="CR36">1996b</CitationRef>) threshold cointegration tests and the Toda … and Yamamoto (J Econometr 66:225–250, <CitationRef CitationID="CR78">1995</CitationRef>) causality procedure. Threshold … cointegration approach allows estimating changes in the saving-retention coefficients over time. Using yearly data for the period …

Persistent link: https://www.econbiz.de/10010988800

Rising household diesel consumption in the United States: A cause for concern? Evidence on asymmetric pricing

Fosten, Jack - In: Energy Economics 34 (2012) 5, pp. 1514-1522

Papers in the literature have thus far overlooked the projected increase in U.S. diesel car share when looking at asymmetries in petroleum pricing. This paper addresses this issue by comparing retail gasoline and diesel prices in order to see whether they rise faster than they fall given the...

Persistent link: https://www.econbiz.de/10011039583

The asymmetric income effect on household vehicle ownership in Taiwan: A threshold cointegration approach

Jou, Rong-Chang; Huang, Wen-Hsiu; Wu, Yuan-Chan; Chao, … - In: Transportation Research Part A: Policy and Practice 46 (2012) 4, pp. 696-706

This paper uses the asymmetric threshold cointegration test to examine the asymmetric relationship between household …

Persistent link: https://www.econbiz.de/10010576638

An empirical analysis of nonlinear dynamics relationship between the United States and Taiwan stock markets

Lee, Yen-Hsien - In: Zagreb international review of economics & business 15 (2012) 1, pp. 89-101

Persistent link: https://www.econbiz.de/10010236568

Rising household diesel consumption in the United States : a cause for concern? ; evidence on asymmetric pricing

Fosten, Jack - In: Energy economics 34 (2012) 5, pp. 1514-1522

Persistent link: https://www.econbiz.de/10009688015

Threshold cointegration and nonlinear adjustment between CO2 and income : the Environmental Kuznets Curve in Spain, 1857 - 2007

Esteve García, Vicente; Tamarit Escalona, Cecilio R. - In: Energy economics 34 (2012) 6, pp. 2148-2156

Persistent link: https://www.econbiz.de/10009688812

Re-examining the saving-investment nexus : threshold cointegration and causality evidence from the ECOWAS

Esso, Loesse Jacques - In: Economic change and restructuring : empirical and … 45 (2012) 3, pp. 193-220

Persistent link: https://www.econbiz.de/10009581705

Economic integration across borders : the Polish interwar economy 1921-1937

Trenkler, Carsten; Wolf, Nikolaus - 2004

the First World War. Using a pooled regression approach and a threshold cointegration framework we find that the Polish …

Persistent link: https://www.econbiz.de/10010296432

Unit Root Tests in Three-Regime SETAR Models.

Kapetanios, George; Shin, Yongcheol - School of Economics, University of Edinburgh - 2004

-regime self-exciting threshold autoregressive process. Following the threshold cointegration literature we assume that the process …

Persistent link: https://www.econbiz.de/10005086776

Economic integration across borders : the Polish interwar economy 1921-1937

Trenkler, Carsten; Wolf, Nikolaus - Center for Applied Statistics and Econometrics (CASE), … - 2004

the First World War. Using a pooled regression approach and a threshold cointegration framework we find that the Polish …

Persistent link: https://www.econbiz.de/10009228860