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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 51 - 60 of 271
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Exchange rate and external reserves in Nigeria : a threshold cointegration analysis
Nwachukwu, Ngozi E.; Ali, Abdulkadir I.; Abdullahi, … - In: CBN journal of applied statistics 7 (2016) 1, pp. 233-254
This paper models the long-run relationship between the Bureau De Change exchange rate and external reserves in Nigeria in a Threshold Vector Error Correction Model (TVECM) framework using daily data that spans from Jan 1, 2014 to Jul 31, 2015. Modeling BDC exchange rate and external reserves...
Persistent link: https://www.econbiz.de/10011534889
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Price transmission in Pakistan's poultry supply chain
Chaudhry, Muhammad Imran; Miranda, Mario J. - In: Journal of agricultural and resource economics : JARE ; … 45 (2020) 2, pp. 282-298
Persistent link: https://www.econbiz.de/10012428499
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Evaluation of import substitution strategy in Indian telecom sector : empirical evidence of non-linear dynamics
Mishra, Brajesh; Ghosh, Sajal; Kanjilal, Kakali - In: Telecommunications policy : the international journal … 44 (2020) 7, pp. 1-20
Persistent link: https://www.econbiz.de/10012521725
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Nonlinear dynamics of gold and the dollar
He, Qing; Guo, Yongxiu; Yu, Jishuang - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012654794
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Interest rates, inflation, and exchange rates in fragile EMEs : a fresh look at the long-run interrelationships
Şen, Hüseyin; Kaya, Ayşe; Kaptan, Savaş; Cömert, … - In: Journal of international trade & economic development : … 29 (2020) 3, pp. 289-318
Persistent link: https://www.econbiz.de/10012203694
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Nonlinear adjustments between exchange rates and external eeserves in Nigeria: A threshold cointegration analysis
Ajibola, Isaiah O.; Udoette, Ubong S.; Omotosho, … - In: CBN Journal of Applied Statistics 06 (2015) 1, pp. 111-132
- 2012Q4. We confirm theexistence of threshold cointegration between the variables in Nigeria, asagainst linear cointegration …
Persistent link: https://www.econbiz.de/10011482604
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Price Conduction Mechanism of China’s Wheat Industry Chain Based on VECM
ZHU, Haiyan - In: Asian Agricultural Research 07 (2015) 01
price have equilibrium relationship. Through threshold co-integration test, it found that there is no threshold co-integration …
Persistent link: https://www.econbiz.de/10011250380
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Nonlinear adjustments between exchange rates and external eeserves in Nigeria : a threshold cointegration analysis
Ajibola, Isaiah O.; Udoette, Ubong S.; Omotosho, … - In: CBN journal of applied statistics 6 (2015) 1, pp. 111-132
- 2012Q4. We confirm theexistence of threshold cointegration between the variables in Nigeria, asagainst linear cointegration …
Persistent link: https://www.econbiz.de/10011473713
Saved in:
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Asymmetries in the revenue-expenditure nexus : new evidence from South Africa
Phiri, A. - In: Empirical economics : a journal of the Institute for … 56 (2019) 5, pp. 1515-1547
Persistent link: https://www.econbiz.de/10012052206
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Oil price fluctuation, stock market and macroeconomic fundamentals : evidence from China before and after the financial crisis
Wei, Yu; Qin, Songkun; Li, Xiafei; Zhu, Sha; Wei, Guiwu - In: Finance research letters 30 (2019), pp. 23-29
Persistent link: https://www.econbiz.de/10012420181
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