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~isPartOf:"Applied economics letters"
~isPartOf:"De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"est"
~language:"ind"
~language:"kor"
~person:"Banerjee, Anindya"
~person:"Chang, Tsangyao"
~person:"Franses, Philip Hans"
~person:"MacDonald, Ronald"
~subject:"Monetäre Wechselkurstheorie"
~subject:"Rationale Erwartung"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Systematic review"
~type_genre:"Übersichtsarbeit"
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Monetäre Wechselkurstheorie
Rationale Erwartung
Supply chain
Theory
United Kingdom
Estimation
46
Schätzung
46
Kaufkraftparität
37
Purchasing power parity
37
Theorie
34
Einheitswurzeltest
26
Unit root test
26
Zeitreihenanalyse
17
Time series analysis
16
Statistical test
15
Statistischer Test
15
Forecasting model
14
Panel
14
Panel study
14
Prognoseverfahren
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Cointegration
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Kointegration
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Nichtlineare Regression
13
Nonlinear regression
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Welt
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World
10
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United States
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China
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Estimation theory
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6
Africa
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Afrika
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Causality analysis
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Deutschland
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5
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Article
36
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Article in journal
Forschungsbericht
Government document
Handbuch
Konferenzschrift
Systematic review
Übersichtsarbeit
Aufsatz in Zeitschrift
38
Collection of articles of several authors
4
Sammelwerk
4
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Banerjee, Anindya
Chang, Tsangyao
Franses, Philip Hans
MacDonald, Ronald
Taylor, Mark P.
15
Gil-Alaña, Luis A.
11
Peel, David
11
Aizenman, Joshua
10
Baillie, Richard
10
Caporale, Guglielmo Maria
10
Cheung, Yin-Wong
10
Minford, Patrick
10
Turnovsky, Stephen J.
10
Hudson, Robert
9
Koedijk, Kees
9
Cook, Steven
8
Heijdra, Ben J.
8
Meenagh, David
8
Stewart, Mark B.
8
Afonso, Oscar
7
Fase, Martin M. G.
7
Leybourne, Stephen James
7
Lothian, James R.
7
Pierdzioch, Christian
7
Pippenger, John E.
7
Weisman, Dennis L.
7
Wu, Jyh-lin
7
Devereux, Michael B.
6
Engsted, Tom
6
Giles, David E. A.
6
Hatemi-J, Abdulnasser
6
Hendry, David F.
6
Kanas, Angelos
6
Machin, Stephen
6
Palm, Franz C.
6
Phillips, Peter C. B.
6
Ploeg, Frederick van der
6
Sercu, Piet
6
Simonian, Joseph
6
Strobel, Frank
6
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Conference on the Econometrics of Economic Policy <1995, Fiesole>
1
Published in...
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Applied economics letters
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
Journal of international financial markets, institutions & money
Journal of international money and finance
Oxford bulletin of economics and statistics
Economics letters
21
International journal of forecasting
13
Journal of forecasting
10
Journal of applied econometrics
9
Applied economics
8
Econometric reviews
7
Journal of econometrics
7
Economic modelling
6
The Manchester School of Economic and Social Studies
6
Applied financial economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Staff papers / International Monetary Fund
5
The empirical economics letters : a monthly international journal of economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic surveys
4
Australian economic papers
3
Bulletin of economic research
3
Computational economics
3
Macroeconomic dynamics
3
Open economies review
3
Technological forecasting & social change : an international journal
3
The economic journal : the journal of the Royal Economic Society
3
The review of economics and statistics
3
Economica
2
International review of economics & finance : IREF
2
Journal of macroeconomics
2
Oxford economic papers
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Testing integration and cointegration
2
The econometrics journal
2
Annals of financial economics
1
Applied economics quarterly
1
Applied mathematical finance
1
Bank i kredyt
1
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ECONIS (ZBW)
38
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1
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
2
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
Saved in:
3
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
4
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
5
Panel asymmetric nonlinear unit root test and PPP in Africa
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Lee, Kuei-Chiu
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 554-558
Persistent link: https://www.econbiz.de/10011627897
Saved in:
6
Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 40-52
Persistent link: https://www.econbiz.de/10011475587
Saved in:
7
Evaluating CPB's forecasts
Franses, Philip Hans
- In:
De economist : Netherlands economic review ; quarterly …
162
(
2014
)
3
,
pp. 215-221
Persistent link: https://www.econbiz.de/10010529612
Saved in:
8
A new approach to tests of pricing-to-market
Byrne, Joseph P.
;
MacDonald, Ronald
;
Kortava, Ekaterina
- In:
Journal of international money and finance
32
(
2013
),
pp. 654-667
Persistent link: https://www.econbiz.de/10009733483
Saved in:
9
Purchasing power parity for BRICS : linear and nonlinear unit root tests with stationary covariates
Su, Chi-Wei
;
Chang, Hsu-Ling
;
Chang, Tsangyao
;
Lee, Chia-Hao
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1587-1591
Persistent link: https://www.econbiz.de/10009684045
Saved in:
10
Purchasing power parity with nonlinear threshold unit root test
Chang, Tsangyao
;
Su, Chi-Wei
;
Liu, Yu-Shao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 839-842
Persistent link: https://www.econbiz.de/10009631823
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