Who is responsible for asymmetric fuel price adjustments? : an application of the threshold cointegrated VAR model
Year of publication: |
2020
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Authors: | Gosińska, Emilia ; Leszkiewicz-Kędzior, Katarzyna ; Welfe, Aleksander |
Published in: |
Baltic journal of economics. - Riga : [Verlag nicht ermittelbar], ISSN 2334-4385, ZDB-ID 2386270-1. - Vol. 20.2020, 1, p. 59-73
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Subject: | Threshold cointegration | threshold cointegrated VAR | modified Hansen-Seo method | fuel pricing | asymmetric price adjustments | Kointegration | Cointegration | VAR-Modell | VAR model | Preis | Price | Theorie | Theory | Benzin | Gasoline | Schätzung | Estimation | Preisrigidität | Price stickiness |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/1406099X.2020.1746114 [DOI] hdl:10419/267577 [Handle] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C32 - Time-Series Models ; D40 - Market Structure and Pricing. General ; Q40 - Energy. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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