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Bayesian estimation of cointegrating thresholds in the term structure of interest rates

Balcombe, Kelvin G. - In: Empirical economics : a journal of the Institute for … 31 (2006) 2, pp. 277-289

Persistent link: https://www.econbiz.de/10003333333

Retesting symmetry and homogeneity in a cointegrated demand system with bootstrapping : the case of meat demand in Greece

Balcombe, Kelvin G. - In: Empirical economics : a journal of the Institute for … 29 (2004) 2, pp. 451-462

Persistent link: https://www.econbiz.de/10002080140

Bayesian estimation and selection of nonlinear vector error correction models : the case of the sugar-ethanol-oil nexus in Brazil

Balcombe, Kelvin G.; Rapsomanikis, Georgios - In: American journal of agricultural economics 90 (2008) 3, pp. 658-668

Persistent link: https://www.econbiz.de/10003727814

Threshold effects in price transmission : the case of Brazilian wheat, maize, and soya prices

Balcombe, Kelvin G.; Bailey, Alastair; Brooks, Jonathan - In: American journal of agricultural economics 89 (2007) 2, pp. 308-323

Persistent link: https://www.econbiz.de/10003458315

Testing symmetry and homogeneity in the almost ideal demand system with co-integrated data using fully modified estimation and the bootstrap

Tiffin, Richard; Balcombe, Kelvin G. - In: Journal of agricultural economics 56 (2005) 2, pp. 253-270

Persistent link: https://www.econbiz.de/10003121717

Fully modified estimation with cross-equation restrictions

Balcombe, Kelvin G.; Tiffin, Richard - In: Economics letters 74 (2002) 2, pp. 257-263

Persistent link: https://www.econbiz.de/10001638119

Improved interval estimation of long run response from a dynamic linear model : a highest density region approach

Kim, Jae H.; Fraser, Iain M.; Hyndman, Rob J. - 2010

Persistent link: https://www.econbiz.de/10009579699

Bayesian Estimation and Selection of Nonlinear Vector Error Correction Models : The Case of the Sugar-Ethanol-Oil Nexus in Brazil

Balcombe, Kelvin G.; Rapsomanikis, George - 2015

Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially...

Persistent link: https://www.econbiz.de/10014217316