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Measurement of the persistence in trade balance based on panel smooth transition regression model

Liu, Shiao-yen; Pan, Sheng-chieh; Wu, Po-chin - In: The empirical economics letters : a monthly … 12 (2013) 1, pp. 7-16

Persistent link: https://www.econbiz.de/10010258007

The threshold effect of central bank's intervention on the nexus of trade balance and macroeconomic determinants

Wu, Po-Chin; Lee, Chung-Chih - In: The empirical economics letters : a monthly … 13 (2014) 7, pp. 763-772

Persistent link: https://www.econbiz.de/10010520430

Nonlinear dynamics of financial development on trade balance

Belen, Muhammet - In: International journal of economics and finance 8 (2016) 5, pp. 286-292

Persistent link: https://www.econbiz.de/10011487636

Modelling nonlinearities in cointegration relationships

Schweikert, Karsten - 2017

Persistent link: https://www.econbiz.de/10012795244

Unemployment and input prices : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000

following the classical approach based on I(0) stationarity or I(1) cointegrating relationships, we use fractional integration/cointegration … three variables are I(1). But we only find cointegration in the presence of autocorrelated disturbances, which means that … opposed to classical cointegration, which implies long memory and slow reversion to equilibrium. This suggests that an …

Persistent link: https://www.econbiz.de/10009614880

Fractional integration and the dynamics of UK unemployment

Gil-Alaña, Luis A.; Henry, S. G. B. - 2000

This article is concerned with the dynamic behaviour of UK unemployment. However, instead of using traditional approaches based on I(0) stationary or I(1) (integrated and/or cointegrated) models, we use the fractional integration framework. In doing so, we allow for a more careful study of the...

Persistent link: https://www.econbiz.de/10009582384