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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 71 - 80 of 271
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Have Indonesian Rubber Processors Formed a Cartel? Analysis of Intertemporal Marketing Margin Manipulation
Kopp, Thomas; Alamsyah, Zulkifli; Fatricia, Raja Sharah; … - 2014
In Indonesia the agricultural sector plays a key role for broad based economic development in rural areas. Rubber is one of the most important crops, and Indonesia is the second largest producer in the world. However, a high level of concentration in the processing industry limits the spread of...
Persistent link: https://www.econbiz.de/10011319101
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The electricity-growth nexus in South Africa: Evidence from asymmetric co-integration and co-feature analysis
Phiri, Andrew; Nyoni, Botha - Volkswirtschaftliche Fakultät, … - 2014
growth in South Africa using quarterly data collected from 1983Q1 to 2013:Q4. In our study, we employ a momentum-threshold co-integration …
Persistent link: https://www.econbiz.de/10011107402
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Thresholds Effect of Money Growth on Inflation in Iran
Mirbagherijam, Mohammad - In: International Journal of Academic Research in Business … 4 (2014) 9, pp. 319-329
This paper surveys the effects of money growth and economic growth on inflation in Iran. We use Threshold Vector Error Correction Model (TVECM) for two sets of bivariate series inflationmoney growth and inflation-economic growth separately and estimate the parameters of TVECMs by quantitative...
Persistent link: https://www.econbiz.de/10011084854
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Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach
Phiri, Andrew; Dube, Wisdom - Volkswirtschaftliche Fakultät, … - 2014
Purpose: This purpose of our paper is to examine asymmetric co-integration effects between nutrition and economic growth for annual South African data from the period 1961-2013. Design/methodology/approach: We deviate from the conventional assumption of linear co-integration and pragmatically...
Persistent link: https://www.econbiz.de/10011113955
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Asymmetric co-integration and causality effects between financial development and economic growth in South Africa
Phiri, Andrew - Volkswirtschaftliche Fakultät, … - 2014
This paper investigates asymmetric co-integration and causality effects between financial development and economic growth for South African data spanning over the period of 1992 to 2013. To this end, we make use of the momentum threshold autoregressive (MTAR) approach which allows for threshold...
Persistent link: https://www.econbiz.de/10011114150
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Purchasing power parity (PPP) between South Africa and her main currency exchange partners: Evidence from asymmetric unit root tests and threshold co-integration analysis
Phiri, Andrew - Volkswirtschaftliche Fakultät, … - 2014
; the evidence presented when examining these PPP effects through the use of threshold cointegration and error correction …
Persistent link: https://www.econbiz.de/10011114417
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The price of gold and the exchange rate: Evidence from threshold cointegration and threshold granger causality analyses for Turkey
Gürış, Burak; Kiran, Burcu - In: Acta Oeconomica 64 (2014) March, pp. 91-101
–2011 by using cointegration and Granger causality analyses. The empirical findings indicate that there is a threshold … cointegration relationship between the two variables. The threshold value obtained from the estimation of threshold vector error …
Persistent link: https://www.econbiz.de/10010900414
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Asymmetric Adjustments in Vertical Price Transmission in the US Beef Sector: Testing for Differences among Product Cuts and Quality Grade
Surathkal, Prasanna; Chung, Chanjin; Han, Sungill - Agricultural and Applied Economics Association - AAEA - 2014
This study examines the dynamic relationship between wholesale and retail prices of beef products, accounting for product differentiation in cuts and quality grades. We test for long-run association in price transmission relationship in presence of asymmetry caused by threshold-type adjustments....
Persistent link: https://www.econbiz.de/10011068533
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Are current account deficits sustainable in EAC countries? Evidence from threshold cointegration
Ndoricimpa, Arcade; Achandi, Esther Leah - In: Economics Bulletin 34 (2014) 3, pp. 1990-2001
in order to test for the sustainability of current account deficits. The study adopts the threshold cointegration test …
Persistent link: https://www.econbiz.de/10011039044
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Asymmetric Price Adjustments in the Fuel Market
Leszkiewicz-Kędzior, Katarzyna; Welfe, Aleksander - In: Central European Journal of Economic Modelling and … 6 (2014) 2, pp. 105-127
with threshold cointegration proved to be an appropriate tool for making an empirical analysis based on the Polish data. As …
Persistent link: https://www.econbiz.de/10010837044
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