Asymmetric adjustment from structural booms and slumps.

DOI10.1016/S0165-1765(02)00144-1zbMath1158.91469OpenAlexW1995155950MaRDI QIDQ1852931

Pierre L. Siklos

Publication date: 21 January 2003

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00144-1

zbMATH Keywords

CointegrationAsymmetryBoomsSlumps

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (2)

A threshold cointegration test with increased power ⋮ Co-movements and asymmetric volatility in the Portuguese and U.S. Stock markets

Cites Work

• Structural analysis of vector error correction models with exogenous \(I(1)\) variables
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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