Regression modelEconometrics / time series

Nonlinear Vector Error Correction Model (Nonlinear VECM)

The Nonlinear VECM extends the standard linear VECM by allowing the speed of adjustment toward long-run equilibrium to differ depending on the sign, magnitude, or regime of deviations from that equilibrium. It captures asymmetric or threshold-driven dynamics in cointegrated time-series systems that a standard VECM would miss.

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Sources

  1. Enders, W., & Granger, C. W. J. (1998). Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates. Journal of Business & Economic Statistics, 16(3), 304–311. DOI: 10.1080/07350015.1998.10524769
  2. Granger, C. W. J., & Lee, T. H. (1989). Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models. Journal of Applied Econometrics, 4(S1), S145–S159. DOI: 10.1002/jae.3950040512

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Referenced by

ScholarGateNonlinear VECM (Nonlinear Vector Error Correction Model). Retrieved 2026-06-04 from https://scholargate.app/tr/econometrics/nonlinear-vecm