Frequency domain and time series properties of asymmetric error correction terms
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References listed on IDEAS
- Holly, Sean & Turner, Paul, 2001.
"Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK,"
Scottish Journal of Political Economy,
Scottish Economic Society, vol. 48(1), pages 69-81, February.
- Arden, R. & Holly, S. & Turner, P., 1997. "Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK," Cambridge Working Papers in Economics 9717, Faculty of Economics, University of Cambridge.
- Andrew Scott, 1995. "Why is consumption so seasonal?," Economics Working Papers 122, Department of Economics and Business, Universitat Pompeu Fabra.
- Arden, R. & Holly, S. & Turner, P., 1997. "The Asymmetric Adjustment of Prices: Theory and Evidence from UK Manufacturing," Cambridge Working Papers in Economics 9715, Faculty of Economics, University of Cambridge.
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- Eliasson, Ann-Charlotte & Teräsvirta, Timo, 2002. "Error correction in DHSY," SSE/EFI Working Paper Series in Economics and Finance 517, Stockholm School of Economics.
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