Additional information is available for the following registered author(s):

• Gerard Pfann
• Alvaro Escribano Prof.

Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 15 (1998)
Issue (Month): 2 (April)
Pages: 197-216
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:ecmode:v:15:y:1998:i:2:p:197-216

Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/30411

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research

Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," BORRADORES DE INVESTIGACIÓN 002737, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
   Other versions:
   • Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 277-288. [Downloadable!]
2. Mark J. Holmes & Theodore Panagiotidis, 2009. "Cointegration and asymmetric adjustment: Some new evidence concerning the behaviour of the US current account," Discussion Paper Series 2009_11, Department of Economics, University of Macedonia, revised May 2009. [Downloadable!]
   Other versions:
   • Mark J. Holmes & Theodore Panagiotidis, 2009. "Cointegration And Asymmetric Adjustment: Some New Evidence Concerning The Behaviour Of The Us Current Account," Working Paper Series 16-09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
   • Mark J. Holmes & Theodore Panagiotidis, 2009. "Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 9(1). [Downloadable!]
3. David McMillan & Angela Black, 2001. "Nonlinear error correction in spot and forward exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 137(4), pages 737-750, December. [Downloadable!] (restricted)
   Other versions:
   • David McMillan & Angela J Black, 2001. "Non Linear Error Correction in Spot and Forward Exchange Rates," CRIEFF Discussion Papers 0103, Centre for Research into Industry, Enterprise, Finance and the Firm.
4. David McMillan, 2008. "Non-linear cointegration and adjustment: an asymmetric exponential smooth-transition model for US interest rates," Empirical Economics, Springer, vol. 35(3), pages 591-606, November. [Downloadable!] (restricted)
5. Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
   Other versions:
   • Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, EconWPA. [Downloadable!]
   • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
   • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008. [Downloadable!]
6. Sean Holly & Paul Turner & Melvyn Weeks, 2003. "Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression," Computational Economics, Springer, vol. 21(3), pages 195-202, June. [Downloadable!] (restricted)
7. Jesus Otero & Manuel Ramirez, 2002. "On the determinants of the inflation rate in Colombia: a disequilibrium market approach," BORRADORES DE INVESTIGACIÓN 003296, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
8. Gilles Dufrenot & Valerie Mignon, 2004. "Modeling the French Consumption Function Using SETAR Models," Economics Bulletin, Economics Bulletin, vol. 3(20), pages 1-16. [Downloadable!]
9. Gabriella Legrenzi & Costas Milas, 2005. "Non-linear adjustments in fiscal policy," Keele Economics Research Papers KERP 2005/04, Centre for Economic Research, Keele University. [Downloadable!]
   Other versions:
   • Gabriella Legrenzi & Costas Milas, 2004. "Non-linear adjustments in fiscal policy," City University Economics Discussion Papers 04/06, Department of Economics, City University, London. [Downloadable!]
10. Gabriella Legrenzi & Costas Milas, 2002. "Asymmetric and non-linear adjustment in the revenue-expenditure models," Public Policy Discussion Papers 02-03, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    Other versions:
    • Gabriella Legrenzi & Costas Milas, 2002. "Asymmetric and non-linear adjustment in the revenue-expenditure models," Economics and Finance Discussion Papers 02-03, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
11. Raghbendra Jha & Hari K. Nagarajan, 2002. "Noisy Vertical Markets," ASARC Working Papers 2002-04, Australian National University, Australia South Asia Research Centre. [Downloadable!]
12. Kenny, Geoff, 1999. "Asymmetric Adjustment Costs and The Dynamics of Housing Supply," Research Technical Papers 3/RT/99, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
13. Theo Panagiotidis & Mark J Holmes, 2005. "Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account," Money Macro and Finance (MMF) Research Group Conference 2005 29, Money Macro and Finance Research Group. [Downloadable!]
14. Gabriella Deborah Legrenzi, 2009. "Asymmetric and Non-Linear Adjustments in Local Fiscal Policy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
    • Gabriella Legrenzi & Costas Milas, 2006. "Asymmetric and Non-Linear Adjustments in Local Fiscal Policy," Keele Economics Research Papers KERP 2006/16, Centre for Economic Research, Keele University. [Downloadable!]

Did you know? You too can volunteer for RePEc, for example by encouraging others to use our services.

This page was last updated on 2009-12-3.