Search Results - subject:"TAR cointegration"

Evidence on PPP with China along the belt and road using the three-regime TAR cointegration tests

Woo, Kai-yin; Lee, Shu-kam; Shum, Paul Kwok - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2391-2405

Persistent link: https://www.econbiz.de/10012585575

Do retail gasoline prices adjust symmetrically to crude oil price changes? the case of the Greek oil market

Bragoudakis, Zacharias; Sideris, Dimitrios - In: Economic Bulletin (2012) 37, pp. 7-21

The present paper investigates whether Greek gasoline prices respond symmetrically to changes in international oil prices. The study uses all available observations and applies the TAR (Threshold Auto-Regressive) methodology, which is considered to be the most reliable econometric technique...

Persistent link: https://www.econbiz.de/10010855032

The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach

Bildirici, Melike; Alp, Aykaç - In: International Journal of Applied Econometrics and … 5 (2008) 1, pp. 93-110

Hansen (2001). Then we discussed the long run nonlinear relationship between wages and productivity by employing the TAR … cointegration analysis developed by Hansen and Seo (2002). …

Persistent link: https://www.econbiz.de/10005607419

Minimum wage is efficient wage in Turkish labor market: TAR–cointegration analysis

Bildirici, Melike; Alp, Elçin Aykaç - In: Quality & Quantity: International Journal of Methodology 46 (2012) 4, pp. 1261-1270

Persistent link: https://www.econbiz.de/10010556984

Türkiye’de Turizm Sektörünün Tarihsel Gelişimi ve Turizm Talebi İle Hizmet Sektörü Arasındaki İlişkinin Analizi

alp, Elçin Aykaç - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2009

service sector was tested by TAR Cointegration analysis. …

Persistent link: https://www.econbiz.de/10008466979