Results 221 to 230 of about 1,248 (231)

Threshold cointegration and spatial price transmission when expectations matter

Agricultural Economics (United Kingdom), 2018
Sérgio H Lence, Fabio Gaetano Santeramo
exaly  

Can the PPP stand on the BRICS? The ADL test for threshold cointegration

Applied Economics Letters, 2012
Chia-Hao Lee, Ken Hung
exaly  

An empirical study on the threshold cointegration of Chinese A and H cross-listed shares

Journal of Applied Statistics, 2015
Haiqiang Chen, Yanli Zhu
exaly  

Threshold cointegration and asymmetries between dividends and earnings news

Finance Research Letters, 2023
openaire   +1 more source

Threshold Cointegration Model with Non-stationary Threshold Variable

JunYi Peng-Zhou, Xiaojun Song
openaire   +1 more source

The asymmetric income effect on household vehicle ownership in Taiwan: A threshold cointegration approach

Transportation Research, Part A: Policy and Practice, 2012
Rong-Chang Jou
exaly  

ARMS RACE BETWEEN TURKEY AND GREECE: A THRESHOLD COINTEGRATION ANALYSIS

Defence and Peace Economics, 2009
Nadir Öcal, Julide Yildirim
exaly  

Threshold cointegration between inflation and US capacity utilization

Applied Economics, 2017
Steven P Cassou
exaly  

Nonlinear adjustment to purchasing power parity in transition countries: the ADL test for threshold cointegration

Applied Economics Letters, 2012
Chia-Hao Lee
exaly  

Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap

Mathematics and Computers in Simulation, 2008
exaly