Citations (33)
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Lingxiang Zhang. (2016) Performance of unit-root tests for non linear unit-root and partial unit-root processes. Communications in Statistics - Theory and Methods 45:15, pages 4528-4536.
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Atanu Ghoshray & Madhusudan Ghosh. (2011) How Integrated is the Indian Wheat Market?. The Journal of Development Studies 47:10, pages 1574-1594.
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Hassan Mohammadi. (2011) Long-run relations and short-run dynamics among coal, natural gas and oil prices. Applied Economics 43:2, pages 129-137.
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ChuV. Nguyen & AnisulM. Islam. (2010) Asymmetries in the Thai lending–deposit rate spread: an econometric analysis. Applied Economics Letters 17:13, pages 1229-1236.
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Hiroshi Ono. (2008) Searching for nonlinear effects and fiscal sustainability in G-7 countries. Applied Economics Letters 15:6, pages 457-460.
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Steven Cook. (2008) Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power. Communications in Statistics - Simulation and Computation 37:4, pages 756-765.
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Steven Cook. (2008) Finite-sample power properties of threshold cointegration tests. Applied Economics Letters 15:1, pages 27-30.
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Hassan Mohammadi, Murat Cak & Demet Cak. (2007) Capital mobility and foreign debt sustainabilty: some evidence from Turkey. Applied Economics 39:19, pages 2441-2449.
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Steven Cook & Neil Manning. (2004) Size distortion of asymmetric unit root tests in the presence of level shifts. Journal of Statistical Computation and Simulation 74:11, pages 811-819.
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Steven Cook & Sean Holly. (2002) Threshold specification for asymmetric error correction models. Applied Economics Letters 9:11, pages 711-713.
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Articles from other publishers (23)
Atanu Ghoshray & Sushil Mohan. (2021) Coffee price dynamics: an analysis of the retail-international price margin. European Review of Agricultural Economics 48:4, pages 983-1006.
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Ayşegül Çorakcı, Furkan Emirmahmutoglu & Tolga Omay. (2015) Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence. Empirica 44:1, pages 91-120.
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Guo-qing ZHAO & Qiong WU. (2015) Nonlinear dynamics of pork price in China. Journal of Integrative Agriculture 14:6, pages 1115-1121.
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Bradley T. Ewing & Mark A. Thompson. (2010) A STATE‐LEVEL ANALYSIS OF BUSINESS CYCLE ASYMMETRY. Bulletin of Economic Research 64:3, pages 367-376.
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Hassan Mohammadi & Mohammad R. Jahan-Parvar. (2010) Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models. Journal of Economics and Finance 36:3, pages 766-779.
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Steve Cook. (2012) Simulation Analysis of Threshold Autoregressive Unit Root Tests. ISRN Probability and Statistics 2012, pages 1-12.
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JOSHY EASAW & ATANU GHOSHRAY. (2011) ‘THE ISLAND MAN'S BEHAVIOR’: SOME MICROFOUNDATIONS OF HOW HOUSEHOLDS FORM MACROECONOMIC EXPECTATIONS*. The Manchester School 79:4, pages 789-810.
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Hassan Mohammadi. (2009) Electricity prices and fuel costs: Long-run relations and short-run dynamics. Energy Economics 31:3, pages 503-509.
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Luis A. Gil-Alana. (2008) Government Expenditures and Revenues: Evidence of Fractional Cointegration in an Asymmetric Modeling. International Advances in Economic Research 15:2, pages 143-155.
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Atanu Ghoshray. (2009) On Price Dynamics for Different Qualities of Coffee. Review of Market Integration 1:1, pages 103-118.
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Joshy Easaw & Atanu Ghoshray. (2008) The cyclical nature of Consumer Sentiments Indices in the US and UK. The Journal of Socio-Economics 37:5, pages 1994-1998.
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Peter V. SchaefferEugene Kouassi. 2008. Commodity Modeling and Pricing. Commodity Modeling and Pricing
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Steven Cook. (2008) Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues. Mathematics and Computers in Simulation 77:1, pages 109-116.
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Joshy Z. Easaw & Atanu Ghoshray. (2007) Confidence or competence: Do presidencies matter for households’ subjective preferences?. European Journal of Political Economy 23:4, pages 1025-1037.
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Atanu Ghoshray. (2007) An Examination of the Relationship Between U.S. and Canadian Durum Wheat Prices. Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie 55:1, pages 49-62.
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Margherita Grasso & Matteo Manera. (2007) Asymmetric error correction models for the oil–gasoline price relationship. Energy Policy 35:1, pages 156-177.
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Steven Cook. (2006) The impact of GARCH on asymmetric unit root tests. Physica A: Statistical Mechanics and its Applications 369:2, pages 745-752.
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James E. Payne & Hassan Mohammadi. (2006) Are Adjustments in the U.S. Budget Deficit Asymmetric? Another Look at Sustainability. Atlantic Economic Journal 34:1, pages 15-22.
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Robert Sollis. (2004) Asymmetric adjustment and smooth transitions: a combination of some unit root tests. Journal of Time Series Analysis 25:3, pages 409-417.
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Steven Cook. (2016) The Convergence of Regional House Prices in the UK. Urban Studies 40:11, pages 2285-2294.
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Matteo Manera & Margherita Grasso. (2005) Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship. SSRN Electronic Journal.
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Pierre L. Siklos & Walter Enders. (1998) Cointegration and Threshold Adjustment. SSRN Electronic Journal.
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Atanu Ghoshray. (2011) Underlying Trends and International Price Transmission of Agricultural Commodities. SSRN Electronic Journal.
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