Results 1 to 10 of about 1,176 (159)
Unravelling the nexus between energy prices and exchange rate in Malaysia: Fresh insights from a non-linear perspective using threshold cointegration analysis [PDF]
HeliyonThis paper proposes a nonlinear threshold cointegration framework to study how energy prices affect Malaysia's nominal exchange rate, considering the money supply, income, and interest rate.
Shamaila Butt +4 more
doaj +2 more sources
ADL tests for threshold cointegration [PDF]
Journal of Time Series Analysis, 2010 In this article, we propose new tests for threshold cointegration using an autoregressive distributed lag (ADL) model. The indicators in the threshold model can adopt either a nonstationary or stationary threshold variable. The cointegrating vector is not prespecified in this article.
Junsoo Lee
exaly +2 more sources
Threshold Cointegration and Price Transmission in Commodity Marketsof India
Финансы: теория и практика, 2023 The purpose of this research work is to examine the relationships and price dynamics between agricultural commodities in India, i.e.maize, wheat, barley and soybean.
A. Mishra, P. R. Kumar
doaj +2 more sources
Cogent Economics & Finance, 2020 This paper investigates the long-run equilibrium relationship between economic growth and trade openness in India during the period 1960–2018 using the asymmetric error-correction model with threshold cointegration.
Lingaraj Mallick, Smruti Ranjan Behera
doaj +2 more sources
On the Validity of Tests for Asymmetry in Residual-Based Threshold Cointegration Models [PDF]
Econometrics, 2019 This paper investigates the properties of tests for asymmetric long-run adjustment which are often applied in empirical studies on asymmetric price transmissions. We show that substantial size distortions are caused by preconditioning the test on finding
Karl-Heinz Schild, Karsten Schweikert
doaj +3 more sources
A THRESHOLD COINTEGRATION ANALYSIS OF ASYMMETRIC ADJUSTMENTS IN THE GHANAIAN MAIZE MARKETS [PDF]
Russian Journal of Agricultural and Socio-Economic Sciences, 2012 This paper analyzes the long-run equilibrium relationship between retail and wholesale Ghanaian maize prices with cointegration test assuming asymmetric adjustment.
H. de-Graft Acquah
doaj +3 more sources
Structural Plastic Damage Warning and Real-Time Sensing System Based on Cointegration Theory [PDF]
SensorsStructural damage can affect the long-term operation of equipment. Real-time damage warning for structures can effectively avoid accidents caused by structural damage.
Qiang Gao +4 more
doaj +2 more sources
Asymmetric Price Transmission: A Case of Wheat in India
Agriculture, 2022 In the present paper, horizontal and vertical integration was carried out on the wholesale and retail prices of wheat in the major markets of India. On confirming cointegration between the wholesale and retail prices of wheat in all needs, the vector ...
Ranjit Kumar Paul, Tanmoy Karak
doaj +1 more source
Market integration and price transmission in the regional grain markets in Ethiopia
Journal of Applied Economics, 2022 Persistent increases in basic food prices have become a critical challenge in Ethiopia since 2006. This paper assesses whether the structure of the grain market has contributed to the price increases.
Dejene Gizaw Kidane
doaj +1 more source
Scientific Annals of Economics and Business, 2021 This study uses threshold cointegration technique to ascertain the relationship between United States (US) economic policy uncertainty (EPU) and monetary policy rate (MPR) of each of the four African countries, namely Egypt, Ghana, Namibia and South ...
Prince Mensah Osei, Anokye Adam
doaj +1 more source