HIGHLIGHTS
- who: User from the North West University, South Africa have published the paper: Threshold Cointegration and Nonlinear Causality test between Inflation Rate and Repo Rate, in the Journal: (JOURNAL)
- what: This study investigated a cointegration and nonlinear causality relationships between inflation and repo rates of South Africa using the data spanning the period of January 2002 to March 2016. This study explores the threshold vector error correction method (TVECM) Johansen cointegration and follows up with a Diks and Panchenko nonparametric nonlinear causality test. The study contributes to academic paradigm by filling a void in practical . . .
If you want to have access to all the content you need to log in!
Thanks :)
If you don't have an account, you can create one here.