نتایج جستجو برای: threshold error correction model
تعداد نتایج: 2488404 فیلتر نتایج به سال:
mazandaran province is one of the most important agricultural areas in iran. researches findings show that the role of bank credits is really important due to the lack of available funds in agricultural sector. in this study, the relationship between allocation of agricultural bank credits of iran as professional bank section and agricultural employment was studied in the mazandaran province ba...
over the past three decades vertical price transmission analysis has been the subject of considerable attention in applied agricultural conomics. it has been argued that the existence of asymmetric price transmission generates rents for marketing and processing agents. retail prices allegedly move faster upwards than downwards in response to farm level pricemovements. this is an important issue...
the iranian poultry sector has experienced many significant structural changes in recent years. such changes may have influenced price dynamics and transmission of shocks through marketing channels especially on retail markets. this paper investigate price transmission, threshold behavior and asymmetric adjustment in poultry sector of ardebil (ar), east azerbaijan (ea) and west azerbaijan (wa) ...
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 t...
Threshold models have gained much recent attention in applied economics for modeling nonlinear behavior. The appeal for these models is in part due to the observable pattern that many economic variables follow, such as asymmetric adjustment towards equilibrium. Recent developments in model specification derive error-correction models as a specific type of threshold models. This paper summarizes...
In this paper, we investigate the behavior of block errors which arise in data transmission on fading channels. Our approach takes into account the details of the specific coding/modulation scheme and tracks the fading process symbol by symbol. It is shown that a Markov approximation for the block error process (possibly degenerating into an identically distributed (i.i.d.) process for sufficie...
The goal of this paper is to test whether changes in the marketing margin between the farm and the retail prices can result in an asymmetric relationship between the farm and the retail prices in the rice market of Taiwan. By separating the transaction cost variation into two regimes, this paper utilizes a two-regime TVECM with the error correction term serving as the threshold variable to crea...
The paper utilizes a comprehensive approach to threshold cointegration analyse the Israeli per capita Gross Domestic Product (GDP) growth dynamics. time-series data for years 1980–2019 are taken. study uses two-regime error correction model (TECM) test short- and long-term factors. results reveal that Research Development (R&D) expenses measured as percentage of GDP primary driving force in...
Mazandaran province is one of the most important agricultural areas in Iran. Researches findings show that the role of bank credits is really important due to the lack of available funds in agricultural sector. In this study, the relationship between allocation of Agricultural Bank credits of Iran as professional bank section and agricultural employment was studied in the Mazandaran province ba...
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...
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