Blay, James Kofi; Nayak, Akshata; Abunyuwah, Isaac; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-13
Hyderabad were examined using monthly wholesale prices from January 2011 to December 2018. Market middlemen response to price … shocks was examined through the framework of momentum threshold autoregressive model and a regime-switch asymmetric threshold … threshold co-integration and asymmetric response adjustment path both in the short and long run. The study results indicated …