Concepedia

Asymmetric Cointegration

Asymmetric Cointegration is a cointegration framework that models long-run equilibrium relationships between non-stationary time series while allowing for differential adjustment dynamics in response to positive and negative deviations.

172

Publications

9.3K

Citations

364

Authors

259

Institutions

Publications per year

2017–2026

95

Parents

Publications

172

Cointegration and Threshold Adjustment

Walter Enders, Pierre L. Siklos · Journal of Business and Economic Statistics · 2001 · 1.1K citations

, , +9

Oil prices and economic activity: An asymmetric cointegration approach

Sandrine Lardic, Valérie Mignon · Energy Economics · 2006 · 405 citations

, , +12

Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

Yongcheol Shin, Byungchul Yu, Matthew Greenwood‐Nimmo · SSRN Electronic Journal · 2011 · 322 citations · Full text

, , +10

Do exchange rate changes improve the trade balance: An asymmetric nonlinear cointegration approach

Augustine C. Arize, John Malindretos, Emmanuel U. Igwe · International Review of Economics & Finance · 2017 · 289 citations

, , +14

What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration

Constantinos Katrakilidis, Emmanouil Trachanas · Economic Modelling · 2012 · 287 citations

, , +16

1–5 of 172

Authors

364

  1. MB
    Mohsen Bahmani‐Óskooee

    University of Wisconsin–Milwaukee, United States

    9 publications · 215 citations

    9

    h-index

  2. MQ
    Md. Qamruzzaman

    United International University, Bangladesh

    5 publications · 181 citations

    5

    h-index

  3. KM
    Khalid M. Kisswani

    Gulf University for Science & Technology, Kuwait

    5 publications · 120 citations

    5

    h-index

  4. ÁE
    Álvaro Escribano

    Universidad Carlos III de Madrid, Spain

    4 publications · 237 citations

    4

    h-index

  5. TC
    Tsangyao Chang

    Feng Chia University, Taiwan

    4 publications · 65 citations

    4

    h-index

1–5 of 364

Institutions

259

  1. University of Wisconsin–Milwaukee

    Milwaukee, United States

    9 h-index

    12 publications

    316 citations

  2. Feng Chia University

    Taichung, Taiwan

    6 h-index

    7 publications

    145 citations

  3. United International University

    Dhaka, Bangladesh

    5 h-index

    9 publications

    374 citations

  4. Gulf University for Science & Technology

    Kuwait City, Kuwait

    5 h-index

    6 publications

    134 citations

  5. Universidad Carlos III de Madrid

    Madrid, Spain

    4 h-index

    5 publications

    247 citations

  6. University of the Punjab

    Lahore, Pakistan

    4 h-index

    5 publications

    401 citations

  7. Universiti Putra Malaysia

    Seri Kembangan, Malaysia

    4 h-index

    10 publications

    276 citations

  8. Prince Sattam Bin Abdulaziz University

    Al Kharj, Saudi Arabia

    3 h-index

    4 publications

    192 citations

1–8 of 259

Venues

  1. Applied Economics

    13 publications · 621 citations

    12

    h-index

  2. Energy Economics

    4 publications · 664 citations

    4

    h-index

  3. Applied Economics Letters

    4 publications · 135 citations

    4

    h-index

  4. Journal of Economic Studies

    JES · 4 publications · 139 citations

    4

    h-index

  5. Sustainability

    4 publications · 139 citations

    4

    h-index

1–5