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Re-examining the asymmetric gasoline pricing mechanism in EU: a note on a panel threshold analysis

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  • Chaoyi Chen
  • Michael Polemis
  • Thanasis Stengos

Abstract

We employ a pooled panel threshold model within an error correction framework to re-investigate the ‘rockets and feathers’ hypothesis. The empirical results confirm the superiority of the threshold model compared to the baseline linear specifications, while attributing the asymmetric gasoline adjustment mechanism to Exchange Rate Pass Through (ERPT).

Suggested Citation

  • Chaoyi Chen & Michael Polemis & Thanasis Stengos, 2020. "Re-examining the asymmetric gasoline pricing mechanism in EU: a note on a panel threshold analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 27(10), pages 778-783, June.
    • Handle: RePEc:taf:apeclt:v:27:y:2020:i:10:p:778-783
    DOI: 10.1080/13504851.2019.1645274
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    Cited by:

    1. Malkidis, Stavros & Fountas, Stilianos, 2020. "Liquid fuel price adjustment in Greece: A two-stage, threshold cointegration approach," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).

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