Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework
作者： Yongcheol Shin , Byungchul Yu , Matthew Greenwood-Nimmo
DOI: 10.1007/978-1-4899-8008-3_9
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摘要: We develop a cointegrating nonlinear autoregressive distributed lag (NARDL) model in which short- and long-run nonlinearities are introduced via positive and negative partial sum …
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