The nonlinear ARDL model is applied to monthly price data to analyse vertical price
transmission among farm and retail markets for a variety of dairy products in Finland. The …

By using a recently developed nonlinear cointegration methodology, and a sample that
encompasses more than thirty years of monthly data, we investigate whether the …

In this paper, we investigate the sustainability of the current account deficits using an
asymmetric cointegration approach, with an application to Egypt. We assess the mean …

Using monthly data of 79 Russian regions from 2003 to 2017, we study the long-run
relationship of the retail gasoline prices with the crude oil price and the nominal exchange …

This paper employs the nonlinear autoregressive distributed lag (NARDL) model to
investigate possible short-and long-run asymmetry in the pricing-to-market (PTM) behavior …

After the 2008 World Crisis, there is a view that the economic recovery has not been
adequate. In this context, the debate on hysteresis and especially investment hysteresis has …

Estimating time-varying thresholds as a proxy for exporter's predicted exchange rates, this
study proposes a new approach to analyse possible asymmetric behaviour of exchange rate …

Purpose In recent decades, New World winemakers have increased their wine export to
European markets and became considerable market players in the EU. Therefore, this paper …

This article uses a nonlinear autoregressive distributed lag (NADRL) model introduced by
Shin, Yu, and Greenwood-Nimmo (2014) to assess the role that the exchange rate plays in …

Few studies to date have investigated the extent of linkages between long-run asymmetries
in bilateral trade and fluctuations in real exchange rates and importer demand in non-oil …