book chapterJan 1, 2014Closed access

Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

YSYongcheol ShinBYByungchul YuMGMatthew Greenwood‐Nimmo

University of York · Dong-A University · +1 more institution

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Topics & keywords

Topics
Keywords
  • Cointegration
  • Autoregressive model
  • Distributed lag
  • Nonlinear system
  • Econometrics
  • Inference
  • Economics
  • Mathematics
UN Sustainable Development Goals
  • Decent work and economic growth
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