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Modeling Transactions Costs Band and Nonlinear Price Dynamics in Forest Commodity Markets
He, Dequan
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2005
in-sample analysis indicates that the STVECM model performs better than the linear VECM. Results from
generalized
impulse
…
response
functions
(GIs) analysis show that system shocks may, in fact, change the time paths of prices permanently. …
Persistent link: https://www.econbiz.de/10009431303
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