Przeglądanie wg słów kluczowych "threshold cointegration"
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Przeglądanie wg słów kluczowych "threshold cointegration"
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(2016-12-28)In this paper the threshold (T-ECM) and linear (ECM) error correction models are estimated to examine the short-run and long-run Granger causality in terms of asymmetric and symmetric relationship for seven European Union ...
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Oil Prices, Production and Inflation in the Selected EU Countries: Threshold Cointegration Approach (2015-04-16)This paper applies the threshold cointegration technique developed by Enders and Siklos (2001) to investigate the impact of an oil price changes on changes in production and inflation in the presence of structural break ...
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