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~isPartOf:"Applied economics letters"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~person:"Caporale, Guglielmo Maria"
~person:"Hsu, Tzu-Kuang"
~type:"article"
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Search: subject_exact:"VECM approach"
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Cointegration
4
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4
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2
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2
Time series analysis
2
Zeitreihenanalyse
2
A Quantile Autoregressive Distributed Lag Model
1
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Caporale, Guglielmo Maria
Hsu, Tzu-Kuang
Chang, Tsangyao
15
Herzer, Dierk
5
Mitra, Rajarshi
5
Tiwari, Aviral Kumar
5
Cook, Steven
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Lee, Chia-hao
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Applied economics letters
The empirical economics letters : a monthly international journal of economics
Applied financial economics
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Research in international business and finance
3
Review of financial economics : RFE
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Stock prices and ZAR/USD exchange rates : a quantile autoregressive distributed lag approach
Hsu, Tzu-Kuang
- In:
The empirical economics letters : a monthly …
17
(
2018
)
10
,
pp. 1195-1202
Persistent link: https://www.econbiz.de/10012006802
Saved in:
2
Exploring the dynamic linkage between tourism development and economic growth in Taiwan : Autoregressive Distributed Lag model with a quantile regression
Hsu, Tzu-Kuang
;
Hsia, Jung-Wen
;
Chen, Chun-An
;
Chiang, …
- In:
The empirical economics letters : a monthly …
14
(
2015
)
12
,
pp. 1197-1205
Persistent link: https://www.econbiz.de/10011505964
Saved in:
3
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
4
Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
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