The relevance of price transmission studies has grown in momentum in the Sub-Saharan Africa region o
Abstract One characteristic of many macroeconomic and financial time series is their asymmetric b
In this paper we combine traditional econometric time series techniques and machine learning algorit
Abstract Acknowledging the link between competitive and efficient spatial agricultural markets an
International audience Since the outbreak of the COVID-19 pandemic, many countries ha
To model inflation rate and crude oil prices, we used Markov Switching intercept heteroscedasticity