dc.contributor.author | Aboura, Sofiane | * |
dc.contributor.author | Boucher, Christophe | * |
dc.date.accessioned | 2009-10-06T13:27:03Z | |
dc.date.available | 2009-10-06T13:27:03Z | |
dc.date.issued | 2008 | |
dc.identifier.uri | https://basepub.dauphine.fr/handle/123456789/2139 | |
dc.language.iso | en | en |
dc.subject | Fed model | en |
dc.subject | Cointegration | en |
dc.subject | Asymmetry | en |
dc.subject.ddc | 332 | en |
dc.subject.classificationjel | G.G1.G12 | en |
dc.title | Testing the Fed and the Graham and Dodd Models : Asymmetric vs Symmetric Adjustment | en |
dc.type | Article accepté pour publication ou publié | |
dc.description.abstracten | We examine the empirical validity of the Fed Model and the Graham and Dodd model for five countries and over a time period spanning three decades by applying the Enders and Granger (1998) and Enders and Siklos (2001) threshold unit-root and cointegration tests. Our results support the hypothesis that the adjustment back to equilibrium is asymmetric. | en |
dc.relation.isversionofjnlname | Applied Economics Letters | |
dc.relation.isversionofjnlvol | 15 | en |
dc.relation.isversionofjnlissue | 2 | en |
dc.relation.isversionofjnldate | 2008-02 | |
dc.relation.isversionofjnlpages | 91-94 | en |
dc.relation.isversionofdoi | 10.1080/13504850600706693 | en |
dc.description.sponsorshipprivate | oui | en |
dc.relation.isversionofjnlpublisher | Routledge Taylor and Francis Group | en |
dc.subject.ddclabel | Economie financière | en |
dc.description.halcandidate | oui | |
dc.description.readership | Recherche | |
dc.description.audience | International | |
dc.relation.Isversionofjnlpeerreviewed | oui | |
hal.person.labIds | 1032 | * |
hal.person.labIds | | * |