Money-output causality revisited - a Bayesian logistic smooth transition VECM perspective [PDF]
, 2012 This article proposes a Bayesian approach to examining money-output causality within the context of a logistic smooth transition vector error correction model.
Gefang, D
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Nonlinear Error Correction Models [PDF]
, 2002 The relationship between cointegration and error correction (EC) models is well characterized in a linear context, but the extension to the nonlinear context is still a challenge.
Escribano, Álvaro, Mira, Santiago
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Non-linear error correction, asymmetric adjustment and cointegration [PDF]
, 1998 This article links the intertemporal choice model with the non-linear error correction (NEC) model. It has three main components. First, it outlines a model of non-linear error correction, in which the linear error correction term ?Xt (the vector time ...
Pfann, Gerard, Escribano, Álvaro
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Cointegration Between Macroeconomic Variables and Sectoral Indices Movement in Bursa Malaysia [PDF]
Global Journal Al-Thaqafah, 2017 This paper examines the cointegration between sectoral indices in Bursa Malaysia and the selected macroeconomic variables, namely, oil price (OP), gold price (GP), and exchange rate (ER), during the period 1995- 2014.
Jaafar Pyeman, Ismail Ahmad
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Indonesia Export, Import, and Demand for Domestic Commodities under Economics Liberalisation
Economic Journal of Emerging Markets, 2011 The aim of this research is to identify the behaviour of export, import and domestic commodities demand in liberalization era both in the long run and the short run.
Andi Irawan
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ANALYSIS OF THE TRANSMISSION OF PRICES IN THE BEEF, MAIZE AND SOYBEAN MARKETS OF MATO GROSSO
Economia & Região, 2018 The present study aimed to analyse the transmission of price between cattle, corn and soybeans markets in Mato Grosso, Brazil, in the period January/2012 to December/2015, based on a time series analysis.
Nágela Bueno dos Santos +2 more
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Forecasting Financial System Stability Using Vector Error Correction Model Approach
Cauchy: Jurnal Matematika Murni dan Aplikasi, 2020 Indonesia is one of the developing countries whose economic system is still very dependent on other developed countries. This reliance often becomes one of the causes of the occurrence of economic turmoil sectors that interfere with financial system ...
Setiawan Setiawan +4 more
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Electronic Payment and Economic Growth in Indonesia
JDE (Journal of Developing Economies), 2021 The purpose of this study is to investigate the effect of non-cash payment transactions on economic growth in Indonesia and to see the responses from supporting variables, such as the velocity of money and the price of transactions. This study involves a
Wasiaturrahma Wasiaturrahma +1 more
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Public-private income gap in Brazil: a counterfactual analysis
Economia & Região, 2017 The study investigated the gap of public-private income through the Decomposition of OaxacaBlinder, quantile regression and Melly’s Quantile Decomposition through the PNAD data of 2013.
Raphael Gomes Brasil +1 more
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Nonlinear error correction, asymmetric adjusment and cointegration [PDF]
, 1991 This paper has three main components. First, it outlines a model of nonlinear error correction (NEC) in which the linear error correction term a'Xt (the vector time series Xt is cointegrated, a is the cointegrating vector) is replaced by the nonlinear ...
Pfann, Gerard, Escribano, Álvaro
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