Nonlinear Vector Error Correction Models in Price Transmission Analysis: Threshold Models vs. Markov-Switching Models
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References listed on IDEAS
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More about this item
Keywordsprice transmission; threshold vector error correction model; Markov-switching vector error correction model; Demand and Price Analysis;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-11-25 (All new papers)
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