Purpose The purpose of this study is to develop, test and examine econometric methodology for Sharīʿah-compliant duration models Islamic banks. Design/methodology/approach research evaluates all existing from Sharīʿah’s perspective develops a four-stage framework testing models. consists multiple regression, Johansen co-integration, error correction model, vector model (VECM) threshold (TVECM)....

This paper investigates market integration and asymmetric price transmission in the world rice export markets. Using monthly rice prices from Thailand, Vietnam, and United States, we employ the Johansen test and estimate the threshold vector error correction model (TVECM). Our main findings are that export prices in the three countries are cointegrated, with Thailand and the United States the p...

Bu çalışmada, 2003:01-2019:08 dönemi için Türkiye’de katılım bankalarının reel ekonomi üzerindeki asimetrik etkisinin incelenmesi amaçlanmaktadır. kapsamda bankaları tarafından kullandırılan fonların ekonomik göstergeler etkileri Hansen-Seo eşbütünleşme testi ve eşik değişkenli vektör hata düzeltme modeli (TVECM) aracılığıyla analiz edilmiştir. Elde edilen bulgular, fon miktarının düşük olduğu ...

با توجه به وجود آثار رفاهی در بحث انتقال قیمت، بررسی تقارن بین شاخص های قیمت، دلالت های سیاستی مهمی را می نمایاند. از این رو، هدف این پژوهش بررسی ارتباط نامتقارن بین شاخص قیمت تولیدکننده (ppi) و شاخص قیمت مصرف کننده (cpi) در ایران با استفاده از روش همگرایی آستانه ای هانسن و سئو (2002) و همچنین رابطه علیت بین دو متغیر است. بدین منظور ابتدا وجود رابطه بلندمدت و رابطه علیت بین دو متغیر با استفاده ...

in this paper, nonlinear adjustments and price transmission mechanism between the two levels of wholesale and retail for the egg market has been examined under the threshold vector error correction model (tvecm) framework using hansen and seo (2002)’s two-regimes). the unit root test showed that both wholesale and retail egg price series were integrated of order one . the johansen co-integratio...

  In this paper asymmetric price transmission mechanism and nonlinear adjustment between producer and retail prices of milk were examined in Zanjan Province of Iran. For this purpose, a Two-Regime Threshold Vector Error Correction Model (TVECM) and a Sup-LM Test developed by Hansen and Seo (2002) were employed for checking presence of a threshold effect. Application of unit root tests indicated...