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Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship

Neto, David - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 909-928

Persistent link: https://www.econbiz.de/10011377316

Testing and estimating time-varying elasticities of Swiss gasoline demand

Neto, David - In: Energy economics 34 (2012) 6, pp. 1755-1762

Persistent link: https://www.econbiz.de/10009687888

Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank's monetary policy strategy

Neto, David - In: International economics : a journal published by CEPII … 144 (2015), pp. 83-94

Persistent link: https://www.econbiz.de/10011525395

Testing Uncovered Interest Rate Parity and Term Structure Using a Three-Regime Threshold Unit Root VECM : An Application to the Swiss 'Isle' of Interest Rates

Krishnakumar, Jaya - 2014

In this article, a three-regime multivariate threshold vector error correction model with a ‘band of inaction' is formulated to examine uncovered interest rate parity (UIRP) and expectation hypothesis of the term structure (EHTS) of interest rates for Switzerland. Combining both UIRP and EHTS...

Persistent link: https://www.econbiz.de/10013043901