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International Journal of Forecasting, ISSN 0169-2070, 04/2019, Volume 35, Issue 2, pp. 458 - 473
This paper considers Bayesian estimation of the threshold vector error correction (TVECM) model in moderate to large dimensions. Using the lagged cointegrating... 
Non-linear modeling | Exchange rate modeling | Multivariate cointegration | Shrinkage priors | Markov processes | Monte Carlo method | Money | Models | Analysis
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2002, Volume 110, Issue 2, pp. 293 - 318
Journal Article
Eurasian Economic Review, ISSN 1309-422X, 8/2016, Volume 6, Issue 2, pp. 215 - 274
The nexus between stock markets and exchange rates is examined in the case of eight European countries. The sample consists of four economies with national... 
Economics | H56 | Effective exchange rates | Capital markets | G15 | Economics, general | Non-linear cointegration | Economic models | Renminbi | Stock exchanges | Financial analysis | Money markets | Securities markets | Profits | International finance | Economic statistics | International trade | Prices | Foreign exchange rates | Investments | Currency | Foreign exchange markets | Causality | Interest rates
Journal Article
Quality & Quantity, ISSN 0033-5177, 6/2012, Volume 46, Issue 4, pp. 1261 - 1270
This study has two main purposes. First one is the necessity of taking minimum wages into account, if there is a purpose to analyze the relationship between... 
Productivity | Wage | Non linear | C32 | Social Sciences, general | Methodology of the Social Sciences | J31 | TAR unit root | TAR cointegration | TESTS | SOLOW CONDITION | REAL WAGES | STATISTICS & PROBABILITY | MODEL | THRESHOLD COINTEGRATION | INFLATION | PURCHASING-POWER-PARITY | NONLINEAR ADJUSTMENT | SOCIAL SCIENCES, INTERDISCIPLINARY | UNEMPLOYMENT | Minimum wage | Labor market | Wages | Unemployment | Statistics
Journal Article
Finance Research Letters, ISSN 1544-6123, 11/2019, p. 101356
Journal Article
Economic Modelling, ISSN 0264-9993, 10/2014, Volume 42, pp. 20 - 28
This paper has investigated the determinants of total consumer credit for the USA over the period 1968:Q1 to 2011:Q3. Using Breitung's (2001) non-parametric... 
Federal funds rate | US economy | Linear and non-linear cointegration | Total consumer credit | REGRESSION | STRUCTURAL-CHANGE | UNIT-ROOT HYPOTHESIS | PURCHASING POWER PARITY | ADJUSTMENT | ESTIMATOR | OIL-PRICE SHOCK | ECONOMICS | GREAT CRASH | RANK-TESTS | PARAMETER | Consumer credit | Analysis | Methods | Investigations
Journal Article
Expert Systems With Applications, ISSN 0957-4174, 2010, Volume 37, Issue 1, pp. 2 - 11
Journal Article
International Journal of Global Energy Issues, ISSN 0954-7118, 2013, Volume 36, Issue 5-6, pp. 277 - 292
This paper aims to investigate the possible linkage and non-linear interaction between crude oil and stock markets using cointegration and causality tests.... 
Stock market | Cointegration | Crude oil | Non-linear analysis | Granger causality | Conduction | Asia Pacific region | Nonlinearity | Markets | Raw materials | Australia | Indonesia
Journal Article
International Review of Economics and Finance, ISSN 1059-0560, 2009, Volume 18, Issue 1, pp. 142 - 161
We document a significant threshold cointegrating relationship among effective nominal exchange rates and import prices. Using quarterly data for five... 
Exchange rate pass-through | OECD | Non-linear estimation | Threshold cointegration | Equilibrium pass-through | UNITED-STATES | BUSINESS, FINANCE | INDUSTRY | ECONOMICS | Exchange rate pass-through Non-linear estimation Threshold cointegration Equilibrium pass-through OECD
Journal Article
Global Economic Review, ISSN 1226-508X, 06/2012, Volume 41, Issue 2, pp. 147 - 162
In this study, we search for evidence of empirical validity of long-run purchasing power parity (PPP) in case of eight developing countries. We consider both a... 
non-linearities | C22 | developing countries | F31 | rank tests | non-linear cointegration | Purchasing power parity | EXCHANGE-RATE | ECONOMICS | UNIT-ROOT TESTS | ADJUSTMENT | INTERVENTION | EAST | RANK-TESTS | Purchasing power | Economic models | Cointegration analysis | Developing countries--LDCs
Journal Article
Journal of Cleaner Production, ISSN 0959-6526, 01/2017, Volume 142, pp. 600 - 612
Journal Article
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 02/2018, Volume 491, pp. 984 - 994
This paper aims to examine the dynamic linkages among the gold market, US dollar and crude oil market. The analysis also delves more deeply into the effect of... 
Gold market | Non-linear asymmetric Granger causality | US dollar | Crude oil market | Fractional cointegration | DCC-MGARCH | CROSS-CORRELATION APPROACH | MOVEMENTS | PRICE | PHYSICS, MULTIDISCIPLINARY | RETURNS | DEPENDENCE | FRACTIONAL SYSTEMS | EXCHANGE-RATE | STOCK-MARKET | VOLATILITY PERSISTENCE | COINTEGRATING RANK | Investment analysis | Dollar (United States)
Journal Article
Energy Economics, ISSN 0140-9883, 03/2013, Volume 36, pp. 686 - 697
The objective of this paper is to contribute towards the understanding of the linear and non-linear causal linkages between energy consumption and economic... 
Non-linear Granger causality | Energy consumption | Economic growth | COUNTRIES | OUTPUT | REAL GDP | CHINA | CO2 EMISSIONS | PANEL-DATA | CARBON EMISSIONS | COINTEGRATION | INCOME | UNIT-ROOT | ECONOMICS | Economic aspects | Analysis
Journal Article
International Entrepreneurship and Management Journal, ISSN 1554-7191, 9/2012, Volume 8, Issue 3, pp. 325 - 342
Journal Article