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

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. …

time series data for the period 1980-2009. Cointegration and error correction techniques are used for this analysis and …

economic agents react to these changes differently, recent studies argue for the adoption of an asymmetric approach to the … (ARDL) and Nonlinear Autoregressive Distributed Lag (NARDL) techniques to investigate asymmetric effects of exchange rate … asymmetric relationship with export diversification in Ghana. The study revealed that other drivers of export diversification in …

market volatility in Nigeria under symmetric conditional variance. However, there was strong evidence of asymmetric effect …

. However, our results also suggest a faster pass-through to lending rates than to deposit rates and asymmetric adjustments of …

demand is crucial to ensure the monetary policy remains prudent. This study examined the asymmetric impact of exchange rate …

models confirm the absence of asymmetric cointegration, hence leading to the conclusion that in the case of Nigeria, there …

September 2020 in comparison to the precrisis period from 1 January 2016 to 30 January 2020, in a nonlinear and asymmetric … justifies our study using the nonlinear and asymmetric model. As far as a sustainable safe haven is concerned, Dash and Ripple …