Test for the long-run and short-run asymmetry

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Reference no: EM132311088

Answer the following Questions :

1. Use the same methodology of Shin et al. (2014) to the data attached. This is going to be in a bivariate setting between (ef,lwr), (pm,lwr), (bk,lwr), (wc,lwr),..., etc.

2. Test for the long-run and short-run asymmetry (report the F-stat).

3. Plot the dynamic multipliers.

Article- Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework By Yongcheol Shin and Byungchul Yu.

Attachment:- Data File.rar

Reference no: EM132311088

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