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2018 ◽  
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pp. 519-543 ◽  
Author(s):  
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Morten Ørregaard Nielsen
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scholarly journals Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR model

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Author(s):  
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Katarzyna Leszkiewicz-Kędzior ◽  
Aleksander Welfe
Keyword(s):  
Var Model ◽  
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scholarly journals Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

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