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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~person:"Caporale, Guglielmo Maria"
~person:"Chang, Tsangyao"
~subject:"Asymmetric granger causality test"
~subject:"USA"
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Zeitreihenanalyse
Asymmetric granger causality test
USA
Estimation
12
Schätzung
12
Einheitswurzeltest
6
Kaufkraftparität
6
Purchasing power parity
6
Unit root test
6
Cointegration
4
Kointegration
4
Causality analysis
3
Economic growth
3
G7 countries
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G7-Staaten
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Interest rate parity
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Kausalanalyse
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United States
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Zinsparität
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Autocorrelation
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Autokorrelation
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Estimation theory
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Fourier function
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Purchasing Power Parity
2
Quantile Unit Root Test
2
Schätztheorie
2
Statistical test
2
Statistischer Test
2
ADL test
1
Asia
1
Asien
1
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Zimmermann, Klaus F.
Caporale, Guglielmo Maria
Chang, Tsangyao
Azar, Samih Antoine
2
Hossain, Md. Sharif
2
Mitra, Rajarshi
2
Wang, Mei-Chih
2
Adrangi, Bahram
1
Alhenawi, Yasser
1
Amorin, Anderson Luis Walker
1
Ari, Ayse
1
Aruna, Mothkuri
1
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1
Bhandari, Avishek
1
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1
Cagli, Efe Çaglar
1
Castañeda, Daniela
1
Chang, Hai Yen
1
Chang, Yu-Cheng
1
Chen, Chin-Shyan
1
Chen, Chun-chih
1
Chen, Shyh-wei
1
Chin, Chun-tsung
1
Chin, Kuo-Hsuan
1
Chiu, Chien-Liang
1
Cozzucoli, Paolo Carmelo
1
Dash, Aruna Kumar
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Doğru, Bülent
1
Giacalone, Massimiliano
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Gil-Alaña, Luis A.
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1
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1
Hsueh, Hsin-Pei
1
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1
Humphries, Veronika
1
Johnston, Tammy
1
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The empirical economics letters : a monthly international journal of economics
CESifo working papers
42
Economics and finance working paper series
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
CESifo Working Paper Series
14
DIW Berlin Discussion Paper
14
Applied economics letters
11
Discussion paper / Centre for Economic Forecasting
11
CESifo Working Paper
9
Applied economics
3
Applied financial economics
3
Department of Economics working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics quarterly
2
Discussion paper series / IZA
2
Discussion papers of interdisciplinary research project 373
2
Economic modelling
2
Empirica : journal of european economics
2
Finance research letters
2
International journal of finance & economics : IJFE
2
Journal of economics and finance : JEF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Oxford bulletin of economics and statistics
2
Research in international business and finance
2
Review of financial economics : RFE
2
Romanian journal of economic forecasting
2
Applied financial economics letters
1
Bulletin of economic research
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Comparative economic studies
1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1
Eastern economic journal
1
Econometric reviews
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic systems
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
German Council for Social and Economic Data (RatSWD) Research Notes
1
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1
Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan
;
Chiu, Chien-Liang
;
Chang, Tsangyao
;
Wang, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
11
,
pp. 1141-1150
Persistent link: https://www.econbiz.de/10012372785
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2
Bringing quantile unit root test with both sharp shifts and smooth breaks back to testing time series property of per capita cigarette consumption
Chang, Tsangyao
;
Hsueh, Hsin-Pei
- In:
The empirical economics letters : a monthly …
17
(
2018
)
9
,
pp. 1147-1158
Persistent link: https://www.econbiz.de/10012006779
Saved in:
3
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
4
Revisit asymmetric causal link between insurance activity and output in the United States
Chang, Tsangyao
;
Peng, Yi-Ting
- In:
The empirical economics letters : a monthly …
16
(
2017
)
7
,
pp. 719-726
Persistent link: https://www.econbiz.de/10011803543
Saved in:
5
Revisiting the Wagner law and Keynesian hypothesis : further evidence in the United States
Chang, Tsangyao
;
Chang, Yu-Cheng
- In:
The empirical economics letters : a monthly …
16
(
2017
)
8
,
pp. 807-811
Persistent link: https://www.econbiz.de/10011906688
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