First Evidence of Asymmetric Cost Pass-through of EU Emissions Allowances: Examining Wholesale Electricity Prices in Germany [PDF]
This paper applies the literature on asymmetric price transmission to the emerging commodity market for EU emissions allowances (EUA). We utilize an error correction model and an autoregressive distributed lag model to measure the relationship between ...
Christian von Hirschhausen +1 more
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First evidence of asymmetric cost pass-through of Eu emissions allowances : examining wholesale electricity prices in Germany [PDF]
, 2007 This paper applies the literature on asymmetric price transmission to the emerging commodity market for EU emissions allowances (EUA). We utilize an error correction model and an autoregressive distributed lag model to measure the relationship between ...
Hirschhausen, Christian von +1 more
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An Evaluation of Foreign Exchange Intervention and Monetary Aggregates in Nigeria (1986- 2003) [PDF]
The paper investigates the impact of foreign exchange intervention in the Nigerian foreign exchange market using an Autoregressive Distributed Lag (ARDL) modeling approach.
Adebiyi, Michael Adebayo
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Financial Development and Economic Growth in Malaysia: The Stock Market Perspective [PDF]
Understanding the causal relationship between financial development and economic growth is important in enhancing the economy of a nation. Using the autoregressive distributed lag (ARDL) bounds test approach, this study finds that stock market ...
Chee Keong Choong +3 more
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Asian Financial Crisis and the J-Curve: Evidence from South Korea [PDF]
Using an error correction version of an autoregressive distributed lag model, we investigate the dynamics of the Korean J-Curve against her eight trading partners.
Artatrana Ratha, Eungmin Kang
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A Comparison of Two Alternative Monetary Approaches to Exchange Rate Determination over the Long-Run [PDF]
The aim of this paper is to compare the conventional monetary model of the exchange rate with an alternative model, which incorporates a stock price measure and is based on Friedman?s money demand function.
Bruce Morley
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Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand [PDF]
The issues of identification, estimation, and statistical inferences of nonstationary time series and simultaneous equation models are reviewed.
Fujiki, Hiroshi, Hsiao, Cheng
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Environmental Kuznets curve and India: Evidence from autoregressive distributed lag model
Theoretical and Applied Economics, 2021 The present study examined the presence of Environmental Kuznets Curve hypothesis in the context of India. The study employed the autoregressive distributed lag model over the period 1971 to 2016. The negative square of GDP indicates that the existence of the EKC hypothesis in India.
openaire +1 more source
Linear and nonlinear time series analysis of the black hole candidate Cygnus X-1
, 1999 We analyze the variability in the X-ray lightcurves of the black hole candidate Cygnus X-1 by linear and nonlinear time series analysis methods. While a linear model describes the over-all second order properties of the observed data well, surrogate data
Belloni, T. +7 more
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Estimating Money Demand Function in Cambodia: ARDL Approach [PDF]
This paper empirically estimates the money demand function in Cambodia. We adopt the money demand model that includes exchange rate. For the analysis, Autoregressive Distributed Lag (ARDL) approach to cointegration is employed.
Samreth, Sovannroeun
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