Search Results - subject:"asymmetric error correction model"

Financial integration in emerging economies : an application of threshold cointegration

Sajid Ali; Ur Rehman, Mobeen; Shahzad, Syed Jawad Hussain; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 4, pp. 213-228

Persistent link: https://www.econbiz.de/10012657687

Production linkages and dynamic fiscal employment effects of the extractive industries : input-output and nonlinear ARDL analyses of Azerbaijani economy

Sadik-Zada, Elkhan; Loewenstein, Wilhelm; Hasanli, Yadulla - In: Mineral economics : raw materials report 34 (2021) 1, pp. 3-18

Persistent link: https://www.econbiz.de/10012486866

The relationship between refined retail oil prices and crude oil prices : a tale of three cities in the Greater Bay Area of China

Choi, Kiki; Liu, Ming-hua; Zhang, Yang - In: The Chinese economy : translations and studies 54 (2021) 3, pp. 157-175

Persistent link: https://www.econbiz.de/10012498295

Liquidity constraints, loss aversion, and Myopia : evidence from Central and Eastern European countries

Rahmanov, Ramiz - 2014

Persistent link: https://www.econbiz.de/10010412916

Liquidity Constraints, Loss Aversion, and Myopia: Evidence from Central and Eastern European Countries

Rahmanov, Ramiz - William Davidson Institute, University of Michigan - 2014

This paper adopts the asymmetric error correction technique to investigate the dynamics of household consumption in Central and Eastern European (CEE) countries. The asymmetric co-integration testing shows that households in all CEE countries but Bulgaria respond asymmetrically to negative and...

Persistent link: https://www.econbiz.de/10010936538

Measuring spatial transmission of white maize prices between South Africa and Mozambique: An asymmetric error correction model approach

Acosta, Alejandro - In: African Journal of Agricultural and Resource Economics 07 (2012) 1

transmission of white maize prices between South Africa and Mozambique using an asymmetric error correction model to estimate the …

Persistent link: https://www.econbiz.de/10011143563

Threshold cointegration, asymmetric causality and Wagner's law : the African experience revisited

Keho, Yaya - In: International journal of economics and finance 9 (2017) 5, pp. 171-180

Persistent link: https://www.econbiz.de/10011675125

Price Transmission along the European Food Supply Chain in Selected Northern-Southern Countries

Chouayet, Wael; Rezitis, Anthony - In: International Journal of Food and Beverage … 1 (2016) 2, pp. 31-48

This study intends to estimate the different characteristics of price transmission and aims to test the hypothesis of price transmission asymmetry based on agricultural, processor and consumer monthly series of price indexes from 2005 to 2012 in 8 European countries from both Southern and...

Persistent link: https://www.econbiz.de/10012044764

Price transmission along the European food supply chain in selected Northern-Southern countries

Chouayet, Wael; Rezitis, Anthony N. - In: International journal of food and beverage … 1 (2016) 2, pp. 31-48

Persistent link: https://www.econbiz.de/10011592077

Liquidity constraints versus loss aversion in household consumption: a simple reconciliation

van Treeck, Till - 2010

produced, depending on the theoretical and econometric framework applied. We then apply a synthetic asymmetric error correction … model that distinguishes short-run and long-run asymmetries and helps reconcile the conflicting results from the previous …

Persistent link: https://www.econbiz.de/10010460494