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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~isPartOf:"Applied economics letters"
~isPartOf:"Research Monographs in Japan-U.S. Business & Economics"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Hamori, Shigeyuki"
~person:"Hsing, Yu"
~person:"Lu, Yang-cheng"
~subject:"Cointegration"
~subject:"Osteuropa"
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Schätzung
Cointegration
Osteuropa
Estimation
17
Kaufkraftparität
5
Purchasing power parity
5
Kointegration
4
Statistical test
4
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Hamori, Shigeyuki
Hsing, Yu
Lu, Yang-cheng
Chang, Tsangyao
34
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15
Wagner, Joachim
15
Gil-Alaña, Luis A.
11
Bahmani-Oskooee, Mohsen
10
Bhaskara Rao, Buddhavarapu
8
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7
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7
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6
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6
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6
Sosvilla-Rivero, Simón
6
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5
Hübler, Olaf
5
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5
Liu, Yu-Shao
5
Siliverstovs, Boriss
5
Tiwari, Aviral Kumar
5
Zhu, Meng-Nan
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4
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3
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3
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3
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Jahrbücher für Nationalökonomie und Statistik
Applied economics letters
Research Monographs in Japan-U.S. Business & Economics
Review of quantitative finance and accounting
Applied economics
5
Applied financial economics
4
Global economy journal : GEJ
3
IDE discussion papers
3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
International journal of financial research
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International journal of transport economics : IJTE
2
Kobe University economic review
2
Prague economic papers : a bimonthly journal of economic theory and policy
2
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2
The empirical economics letters : a monthly international journal of economics
2
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2
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1
Advanced studies in theoretical and applied econometrics : ASTA
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Global stock exchanges : stability, interrelationships, and roles
1
Indian journal of economics & business : IJEB
1
International journal of applied economics and econometrics : IJAEE
1
International journal of economic policy in emerging economies
1
International journal of economic sciences and applied research : IJESAR
1
International journal of economics
1
International journal of economics and business research
1
International journal of economics and finance
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International journal of finance & economics : IJFE
1
International journal of monetary economics and finance
1
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ECONIS (ZBW)
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1
News sentiment and stock market volatility
Hsu, Yen-Ju
;
Lu, Yang-cheng
;
Yang, J. Jimmy
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
Saved in:
2
Dynamic effects of financial spillovers on bank lending : evidence from local projection-based impulse response analysis
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
Applied economics letters
27
(
2020
)
5
,
pp. 400-405
Persistent link: https://www.econbiz.de/10012205499
Saved in:
3
Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift
Tamakoshi, T.
;
Hamori, Shigeyuki
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 151-155
Persistent link: https://www.econbiz.de/10011414493
Saved in:
4
Health-care expenditure, GDP and share of the elderly in Japan : a panel cointegration analysis
Tamakoshi, Tomoko
;
Hamori, Shigeyuki
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 725-729
Persistent link: https://www.econbiz.de/10010530030
Saved in:
5
The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market
Lu, Yang-cheng
;
Fang, Hao
;
Nieh, Chien-chung
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10009629085
Saved in:
6
The sustainability of trade balances in sub-Saharan Africa : panel cointegration tests with cross-section dependence
Hashiguchi, Yoshihiro
;
Hamori, Shigeyuki
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 161-165
Persistent link: https://www.econbiz.de/10009412652
Saved in:
7
Panel cointegration analysis of co-movement between interest rate swap and treasury markets
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied economics letters
19
(
2012
)
13/15
,
pp. 1483-1486
Persistent link: https://www.econbiz.de/10009682484
Saved in:
8
Nonlinear adjustment to purchasing power parity in transition countries : the ADL test for threshold cointegration
Lu, Yang-cheng
;
Chang, Tsangyao
;
Lee, Chia-hao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 629-633
Persistent link: https://www.econbiz.de/10009630585
Saved in:
9
Revisiting purchasing power parity for 16 Latin American countries : panel SURADF tests
Lu, Yang-cheng
;
Chang, Tsangyao
;
Chiu, Chi-chen
;
Tzeng, …
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 251-255
Persistent link: https://www.econbiz.de/10009230079
Saved in:
10
Revisiting purchasing power parity for major oil-exporting countries using panel SURADF tests
Chang, Tsangyao
;
Lu, Yang-cheng
;
Liu, Wen-chi
;
Kang, …
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 63-67
Persistent link: https://www.econbiz.de/10009230321
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