after the German reunification, cointegration is found between both variables suggesting a slightly positive relationship. …

confronted by a quite concentrated dairy sector. We apply an error correction model to test for asymmetric behaviour in the … asymmetric in both the short and the long run, implying that retailers exercise market power over producers. …

employing the Kalman filter. The time-varying cointegration parameters suggest that the security measures indeed impacted price …

There are a number of econometrics tools to deal with the different types of situations in which cointegration can …

There are a number of econometrics tools to deal with the different type of situations in which cointegration can …

saving rate at the top, i.e. the ratio of the saving rate of rich individuals to the aggregate saving rate. The cointegration …