Search Results - subject:"threshold vector error correction"

Is there a long-run relationship between the unemployment insurance and the labor force participation rate in the USA? : a nonlinear analysis

Ahmed, Haydory Akbar - In: Economia : revista da ANPEC 23 (2022) 1, pp. 25-43

cointegration and estimate a threshold vector error-correction (TVEC) model. The estimates from the TVEC model investigating the …

Persistent link: https://www.econbiz.de/10014418035

Threshold vector error correction model and transaction cost variation

Machado Junior, Pedro C.; Chung, Chanjin; Ng'ombe, John N. - In: Applied economics 56 (2024) 42, pp. 5058-5071

Persistent link: https://www.econbiz.de/10014560520

Are there price asymmetries in the US beef market?

Pozo, Veronica F.; Bachmeier, Lance J.; Schroeder, Ted C. - In: Journal of commodity markets 21 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012807719

Current account sustainability in Latin America considering nonlinearities

Ordoñez-Callamand, Daniel; Melo-Velandia, Luis Fernando; … - 2017

Persistent link: https://www.econbiz.de/10011661720

Behavioural biases and nonlinear adjustment : evidence from the housing market

You, Taewoo - In: Applied economics 52 (2020) 46, pp. 5046-5059

Persistent link: https://www.econbiz.de/10012306537

Price adjustments and transaction costs in the European natural gas market

Garaffa, Rafael; Szklo, Alexandre Salem; Lucena, André … - In: The energy journal 40 (2019) 1, pp. 171-188

Persistent link: https://www.econbiz.de/10011970850

Why Chinese central bank should focus on headline inflation

Su, Zhifang - In: Acta Oeconomica 64 (2014) November, pp. 39-51

In this paper, we explore the change in short-term headline-core inflation dynamic relationship using threshold error correction model, and explain why the Chinese central bank should focus on headline inflation when conducting monetary policy. The results find that: (1) the deviation between...

Persistent link: https://www.econbiz.de/10011094480

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

cointegration relationship between the two variables. The threshold value obtained from the estimation of threshold vector error … correction model equals −3.268. The Granger test indicates that there is evidence of a bi-directional causal relationship between …

Persistent link: https://www.econbiz.de/10010900414

P-star model for India : a nonlinear approach

Chaubal, Aditi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-28

Persistent link: https://www.econbiz.de/10011966087

Governments spending and growth nexus with nonlinear adjustments : re-examining the Croatian and Slovenian case

Bošnjak, Mile - In: Economic research 31 (2018) 1,2, pp. 1607-1618

Persistent link: https://www.econbiz.de/10012391832