Nonlinear adjustment in PPP—evidence from threshold cointegration
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- Mohammad Reza Kohansal & Sasan Torabi, 2015. "Investigating Symmetrical and Asymmetrical Cointegration of the Factors Affecting the Passenger Rail Demand in Tehran Province," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(5), pages 70-80, May.
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More about this item
KeywordsPPP; Asymmetric adjustment; Threshold cointegration; C22; F31; F41;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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