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A new quadratic asymmetric error correction model: does size matter?
(
Springer Science and Business Media Deutschland GmbH
, 2022 , Article)
We introduce a new quadratic asymmetric error correction model that comprehensively accounts for both sign and size asymmetries. We also propose a test protocol that allows to rigorously identify different sources of ...
Asymmetric effects of oil price shocks on the demand for money in Algeria
(
Elsevier
, 2023 , Article)
This paper investigates the symmetric and asymmetric effects of real oil prices on real money demand in Algeria over the period 1999:Q1–2020:Q1. Using a linear autoregressive distributed lag model (ARDL), and a nonlinear ...