Results 31 to 40 of about 1,248 (231)

Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR model

open access: yesBaltic Journal of Economics, 2020
The purpose of the paper is to test the hypothesis about asymmetric price transmission between the fuel markets. The distribution chain is considered at three levels: the European wholesale market, the domestic wholesale market, and the domestic retail ...
Emilia Gosińska   +2 more
doaj   +1 more source

Testing threshold cointegration in Wagner's Law: The role of military spending [PDF]

open access: yesEconomic Modelling, 2016
This paper uses historical data since mid-19th century to test the validity of Wagner's Law for the Italian economy. Unlike the previous studies, we accommodate possible nonlinear asymmetric effects of total gov- erment spending and GDP toward their long-run equilibrium.
CAVICCHIOLI, MADDALENA   +1 more
openaire   +2 more sources

Integração espacial de mercados na presença de custos de transação: um estudo para o mercado de boi gordo em Minas Gerais e São Paulo

open access: yesRevista de Economia e Sociologia Rural, 2009
As análises de integração dos mercados de commodities agrícolas, que são baseadas apenas em informações sobre preços, são limitadas, por desconsiderarem os efeitos dos custos de transação no processo de ajustamento dos preços.
Leonardo Bornacki de Mattos   +2 more
doaj   +1 more source

The linkage between globalisation and financial inclusion: Do inequality and institutions matter?

open access: yesEconomic Journal of Emerging Markets, 2020
This paper examines the effect of the globalization threshold on financial inclusion in 40 selected countries during 2000-2018. A principal component analysis (PCA) and a static panel threshold (SPT) are utilized.
Malik Cahyadin
doaj   +3 more sources

Evaluating the exchange rate and commodity price nexus in Malaysia: evidence from the threshold cointegration approach

open access: yesFinancial Innovation, 2020
This paper examines the long- and short-run dynamics of asymmetric adjustment between the nominal exchange rate and commodity prices, namely oil, palm oil, rubber, and natural gas prices, in Malaysia using monthly data from January 1994 to December 2017.
Shamaila Butt   +3 more
doaj   +1 more source

Extended Threshold Error Correction Model of economic growth in Israel

open access: yesBulletin of Geography. Socio-Economic Series, 2022
The paper utilizes a comprehensive approach to threshold cointegration to analyse the Israeli per capita Gross Domestic Product (GDP) growth dynamics. The time-series data for the years 1980–2019 are taken.
Magdalena Osińska   +5 more
doaj   +1 more source

Investing in the wine market: a country-level threshold cointegration approach [PDF]

open access: yesQuantitative Finance, 2013
In recent years, investments in commodities, via commodity futures and commodity index funds, have grown rapidly.
L. Baldi, M. Peri, D. Vandone
openaire   +2 more sources

Financial development and economic growth in Nigeria: asymmetric cointegration and threshold analysis

open access: yesForum Scientiae Oeconomia, 2020
This study examines the nonlinear relationship between financial development and economic growth in Nigeria, covering the period from 1980 to 2018, in an effort to explain the direction of linearities and determine the exact threshold policy points for ...
Raymond Osi Alenoghena   +2 more
doaj   +1 more source

Using threshold co-integration to estimate asymmetric price transmission in the Turkish milk market

open access: yesNew Medit, 2021
We investigate the price dynamics between retail milk price and raw milk price in the Turkish fluid milk market. The study uses monthly fluid milk prices for 14 years between January 2003 and December 2016.
Berna Tuncay, Ozgur Bor
doaj   +1 more source

Does a Specialized Niche Market Vegetable Processor Enjoy Bargaining Power?

open access: yesAgribusiness, EarlyView.
ABSTRACT Agribusiness companies may achieve competitive advantage through specialization within niche markets. One such niche is the fresh‐cut fruit and vegetable market, which has been steadily growing in Germany. This study examines whether the specialization of a German fresh‐cut producer grants it with market power within this niche market.
Nikolas Bublik   +3 more
wiley   +1 more source

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