Results 141 to 150 of about 1,157 (160)

Time-varying threshold cointegration with an application to the Fisher hypothesis

Studies in Nonlinear Dynamics and Econometrics, 2022
Lixiong Yang
exaly  

Testing for cointegration with threshold adjustment in the presence of structural breaks

Studies in Nonlinear Dynamics and Econometrics, 2020
Karsten Schweikert
exaly  

Threshold cointegration and asymmetries between dividends and earnings news

Finance Research Letters, 2023
Peter Sephton
exaly  

Investigating the Impact of Trade Disruptions on Price Transmission in Commodity Markets: An Application of Threshold Cointegration

Journal of Risk and Financial Management, 2021
Janelle Mann, Derek Gerald Brewin
exaly  

Spatial Market Arbitrage and Threshold Cointegration

American Journal of Agricultural Economics, 2003
Peter Sephton
exaly  

ADL tests for threshold cointegration

Journal of Time Series Analysis, 2010
Junsoo Lee
exaly  

Does trade openness affect economic growth in India? Evidence from threshold cointegration with asymmetric adjustment

Cogent Economics and Finance, 2020
Smruti Ranjan Behera, Juan Sapena, Lingaraj Mallick   +2 more
exaly  

A threshold cointegration test with increased power

Mathematics and Computers in Simulation, 2007
Steve Cook
exaly  

A New Class of Bivariate Threshold Cointegration Models

Journal of Business and Economic Statistics, 2017
Jití Gao, Dag Tjøstheim
exaly  

Threshold cointegration and the short-run dynamics of twin deficit behaviour

Research in Economics, 2011
Mark J Holmes
exaly