Giliola Frey

Fondazione Eni Enrico Mattei (FEEM)

C.so Magenta 63

Milano, 20123

Italy

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Econometric Models of Asymmetric Price Transmission

FEEM Working Paper No. 100.05
Number of pages: 85 Posted: 09 Nov 2005
Matteo Manera and Giliola Frey
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Fondazione Eni Enrico Mattei (FEEM)
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Citation 13

Abstract:

Price asymmetries, Cointegration, Partial adjustment, Threshold regime switching

Econometric Models of Asymmetric Price Transmission

Journal of Economic Surveys, Vol. 21, Issue 2, pp. 349-415, April 2007
Number of pages: 67 Posted: 21 Mar 2007
Giliola Frey and Matteo Manera
Fondazione Eni Enrico Mattei (FEEM) and University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
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Citation 13
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Abstract: