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IV ECM threshold cointegration tests and nonlinear monetary policy in Korea

Enders, Walter; Lee, Junsoo; Strazicich, Mark - In: Han gug gae bal yeon gu 29 (2007) 2, pp. 135-157

Persistent link: https://www.econbiz.de/10003641415

IV threshold cointegration tests and the Taylor rule

Enders, Walter; Im, KyungSo; Lee, Junsoo; Strazicich, Mark - In: Economic modelling 27 (2010) 6, pp. 1463-1472

Persistent link: https://www.econbiz.de/10008825735

Cointegration and threshold adjustment

Enders, Walter (contributor); Siklos, Pierre L. (contributor) - 1998 - Rev. Mar 7/05

Persistent link: https://www.econbiz.de/10003734433

Threshold cointegration and purchasing power parity in the pacific nations

Enders, Walter; Chumrusphonlert, Kamol - In: Applied economics 36 (2004) 9, pp. 889-896

Persistent link: https://www.econbiz.de/10002091459

Is the Taylor rule missing? : A statistical investigation

Bunzel, Helle (contributor); Enders, Walter (contributor) - 2005

Persistent link: https://www.econbiz.de/10003172239

Cointegration and threshold adjustment

Enders, Walter; Siklos, Pierre L. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 166-176

Persistent link: https://www.econbiz.de/10001568815

Cointegration and Threshold Adjustment

Enders, Walter; Siklos, Pierre L. - 2001

The Engle-Granger test for cointegration is extended by assuming that the error correction terms are asymmetric. Two variants are considered: a simple threshold autoregressive (TAR) model, where the positive and negative disequilibria are the error corrections, and the momentum threshold...

Persistent link: https://www.econbiz.de/10014145753