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Essays in Applied Macroeconomics: Asymmetric Price Adjustment, Exchange Rate and Treatment Effect
Jansen, Dennis (contributor); Li, Qi (contributor) - 2008
This dissertation consists of three essays. Chapter II examines the possibleasymmetric response of gasoline prices to crude oil price changes using an errorcorrection model with GARCH errors. Recent papers have looked at this issue. Some ofthese papers estimate a form of error correction model,...
Persistent link: https://www.econbiz.de/10009465185
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Asymmetric and non linear adjustment in the revenue expenditure models
Legrenzi, G; Milas, C - 2002
The purpose of this paper is to empirically analyse the revenue-expenditure models of publicfinance by considering the possibility of non-linear and asymmetric adjustment. A long-runrelationship between general government expenditure and revenues is identified for Italy.Following system-wide...
Persistent link: https://www.econbiz.de/10009465474
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Non-Linearities And Fractional Integration In The Us Unemployment Rate
Caporale, GM; Gil-Alana, LA - 2004
. However, any suitable model should also include business cycle asymmetries, with implications for both forecasting and policy-making. …
Persistent link: https://www.econbiz.de/10009481459
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Non-Linearities And Fractional Integration In The Us Unemployment Rate
Caporale, GM; Gil-Alana, LA - 2005
business cycle asymmetries, with implications for both forecasting and policy-making. …
Persistent link: https://www.econbiz.de/10009481461
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Non-Linearities and Fractional Integration in the US Unemployment Rate
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2004
more activist stabilisation policies. However, any suitable model should also include business cycle asymmetries, with …
Persistent link: https://www.econbiz.de/10009442364
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Price Transmission Asymmetries in the Spanish Lamb Sector
Ben Kaabia, Monia; Gil, Jose Maria; Boshnjaku, L. - 2002
The analysis of asymmetries in the price transmission mechanism at different levels of the marketing chain provides …
Persistent link: https://www.econbiz.de/10009443831
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Dynamic Asymmetries in the Australian Labour Market
Bodman, Philip M. - 2002
linear modeling has been applied to the data. The triples test is used to test for 'steepness' and 'deepness' asymmetries at …
Persistent link: https://www.econbiz.de/10009448021