Search Results - subject:"threshold cointegration"

Asymmetric threshold cointegration and nonlinear adjustment between oil prices and financial stress

Mighri, Zouheir; Al Saggaf, Majid Ibrahim - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 3, pp. 87-105

Persistent link: https://www.econbiz.de/10012064396

On the validity of tests for asymmetry in residual-based threshold cointegration models

Schild, Karl-Heinz; Schweikert, Karsten - In: Econometrics : open access journal 7 (2019) 1/12, pp. 1-13

This paper investigates the properties of tests for asymmetric long-run adjustment which are often applied in empirical studies on asymmetric price transmissions. We show that substantial size distortions are caused by preconditioning the test on finding sufficient evidence for cointegration in...

Persistent link: https://www.econbiz.de/10012025641

Time-varying threshold cointegration with an application to the Fisher hypothesis

Yang, Lixiong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 2, pp. 257-274

Persistent link: https://www.econbiz.de/10013334720

Emerging issues in fiscal sustainability in India : a study of central government finances : 1979-1980 to 2018-2019

Rath, Anita; Sachan, Arpit - In: South Asian journal of macroeconomics and public finance 11 (2022) 1, pp. 39-68

Persistent link: https://www.econbiz.de/10013256596

The electricity-growth nexus in South Africa : evidence from asymmetric cointegration and co-feature analysis

Nyoni, Bothwell; Phiri, Andrew - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 6, pp. 80-88

Persistent link: https://www.econbiz.de/10011954079

The relationship between the oil price shocks and the stock markets : the example of commonwealth of independent states countries

Syzdykova, Aziza - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 6, pp. 161-166

Persistent link: https://www.econbiz.de/10011954268

Electricity consumption and green mortgage : new insights into the threshold cointegration relationship

Lee, Nicholas; Su, Hsiang-Jane; Lin, Ming-Chin - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 2, pp. 39-46

Persistent link: https://www.econbiz.de/10011850486

Economic growth in Ireland in 1980-2014 : a threshold cointegration approach

Boehlke, Jerzy; Fałdziński, Marcin; Gałecki, Maciej; … - In: Argumenta oeconomica 41 (2018) 2, pp. 157-188

Persistent link: https://www.econbiz.de/10012284768

Gold - silver nexus : a threshold cointegration approach

Mighri, Zouheir Ahmed; Al Saggaf, Majid Ibrahim - In: International journal of economics and financial issues … 8 (2018) 5, pp. 210-219

Persistent link: https://www.econbiz.de/10011979867

Decoupling economic growth from carbon dioxide emissions in the EU countries

Piłatowska, Mariola; Włodarczyk, Aneta - In: Montenegrin journal of economics 14 (2018) 1, pp. 7-26

Persistent link: https://www.econbiz.de/10012021678