Threshold Cointegration and the PPP Hypothesis
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- Arnade, Carlos & Hoffman, Linwood, 2016. "Maize Price Relationships in a Changing International Market: Have Brazil and/or Ukraine Crossed a Threshold?," 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 250116, Agricultural and Applied Economics Association.
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"Non-Linearities and Unit Roots in G7 Macroeconomic Variables,"
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More about this item
KeywordsNonlinearity; cointegration; Setar models;
StatisticsAccess and download statistics
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