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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. …
Persistent link: https://www.econbiz.de/10011725321
There are a number of econometrics tools to deal with the different types of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011555274
time series data for the period 1980-2009. Cointegration and error correction techniques are used for this analysis and …
Persistent link: https://www.econbiz.de/10010283044
This paper utilizes a modified structural VAR (SVAR-X) model to analyse the process of monetary policy reaction function in turbulent period compared to the period of tranquillity. The study finds that it is crucial to distinguish between the response of monetary policy to output growth and...
Persistent link: https://www.econbiz.de/10013362927
We investigate the asymmetric effect of oil and gas resource rent on economic growth of Ghana for the period 2010 to …
Persistent link: https://www.econbiz.de/10014001445
Even though both symmetric and asymmetric conceptions of news impacts are well-established in the disciplines of …
Persistent link: https://www.econbiz.de/10014332480
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 …
Persistent link: https://www.econbiz.de/10011988851
market volatility in Nigeria under symmetric conditional variance. However, there was strong evidence of asymmetric effect …
Persistent link: https://www.econbiz.de/10011994272
. However, our results also suggest a faster pass-through to lending rates than to deposit rates and asymmetric adjustments of …
Persistent link: https://www.econbiz.de/10011994322
models confirm the absence of asymmetric cointegration, hence leading to the conclusion that in the case of Nigeria, there …
Persistent link: https://www.econbiz.de/10012229200