Citations (20)
Keep up to date with the latest research on this topic with citation updates for this article.
Read on this site (9)
Xin Shen, Mark J. Holmes & Steven Lim. (2015) Wealth Effects and Consumption: A Panel VAR Approach. International Review of Applied Economics 29:2, pages 221-237.
Read now
Read now
Alan Carruth & Andrew Dickerson. (2003) An asymmetric error correction model of UK consumer spending. Applied Economics 35:6, pages 619-630.
Read now
Read now
Steven Cook & Sean Holly. (2002) Threshold specification for asymmetric error correction models. Applied Economics Letters 9:11, pages 711-713.
Read now
Read now
Steven Cook & Sean Holly. (2002) A statistical analysis of regime switching under asymmetric error correction. Applied Economics Letters 9:4, pages 275-278.
Read now
Read now
Steven Cook. (2001) Regime switching and the forecasting bias of asymmetric error correction models. Applied Economics Letters 8:9, pages 569-571.
Read now
Read now
Steven Cook. (2000) The alternative asymmetric behaviour of Australian consumers' expenditure. Applied Economics Letters 7:6, pages 349-352.
Read now
Read now
Steven Cook. (2000) Frequency domain and time series properties of asymmetric error correction terms. Applied Economics 32:3, pages 297-304.
Read now
Read now
STEVEN COOK. (1999) Univariate analysis of asymmetry in the DHSY model. Applied Economics Letters 6:8, pages 519-522.
Read now
Read now
STEVEN COOK. (1999) Nonsymmetric error correction revisited. Applied Economics Letters 6:7, pages 467-470.
Read now
Read now
Articles from other publishers (11)
Monica Giulietti, Jesús Otero & Michael Waterson. (2020) Rigidities and adjustments of daily prices to costs: Evidence from supermarket data. Journal of Economic Dynamics and Control 116, pages 103927.
Crossref
Crossref
Chiara Lo Prete & Catherine S. Norman. (2013) Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS. Energy Economics 36, pages 312-321.
Crossref
Crossref
SZYMON WLAZLOWSKI, BIRGER NILSSON, JANE BINNER, MONICA GIULIETTI & NATHAN JOSEPH. (2012) NEW YORK MARK‐UPS ON PETROLEUM PRODUCTS*. The Manchester School 80:2, pages 145-171.
Crossref
Crossref
Olusegun Oladunjoye. (2008) Market structure and price adjustment in the U.S. wholesale gasoline markets. Energy Economics 30:3, pages 937-961.
Crossref
Crossref
Margherita Grasso & Matteo Manera. (2007) Asymmetric error correction models for the oil–gasoline price relationship. Energy Policy 35:1, pages 156-177.
Crossref
Crossref
Donald Bruce, William F. Fox & M. H. Tuttle. (2006) Tax Base Elasticities: A Multi‐State Analysis of Long‐Run and Short‐Run Dynamics. Southern Economic Journal 73:2, pages 315-341.
Crossref
Crossref
Marzio Galeotti, Alessandro Lanza & Matteo Manera. (2003) Rockets and feathers revisited: an international comparison on European gasoline markets. Energy Economics 25:2, pages 175-190.
Crossref
Crossref
Matteo Manera & Margherita Grasso. (2005) Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship. SSRN Electronic Journal.
Crossref
Crossref
Zacharias Bragoudakis & Dimitrios Sideris. (2017) Asymmetric Price Adjustment and the Effect of Structural Reforms in the Gasoline Market in Greece. SSRN Electronic Journal.
Crossref
Crossref
Matteo Manera, Marzio Galeotti & Alessandro Lanza. (2002) Rockets and Feathers Revisited: An International Comparison on European Gasoline Markets. SSRN Electronic Journal.
Crossref
Crossref
Raghbendra Jha & Hari K. Nagarajan. (2000) Noisy Vertical Markets. SSRN Electronic Journal.
Crossref
Crossref