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~language:"eng"
~person:"Chang, Tsangyao"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Cointegration
Einheitswurzeltest
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100
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100
Kaufkraftparität
72
Purchasing power parity
72
Kointegration
58
Panel
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Chang, Tsangyao
Gil-Alaña, Luis A.
185
Caporale, Guglielmo Maria
150
Phillips, Peter C. B.
125
Bahmani-Oskooee, Mohsen
108
Lütkepohl, Helmut
101
Taylor, Robert
96
Narayan, Paresh Kumar
90
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85
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72
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71
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70
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68
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66
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63
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60
Su, Chi-Wei
56
Smyth, Russell
52
Tiwari, Aviral Kumar
52
Leybourne, Stephen James
51
Jusélius, Katarina
45
Rault, Christophe
44
Lee, Chien-chiang
43
Banerjee, Anindya
41
Dreger, Christian
41
Herzer, Dierk
41
Pesaran, M. Hashem
41
Apergēs, Nikolaos
40
Trenkler, Carsten
40
Harvey, David I.
39
Holmes, Mark J.
38
Lee, Junsoo
38
Beckmann, Joscha
37
Ramírez, Miguel D.
37
Cavaliere, Giuseppe
36
Hassler, Uwe
36
Payne, James E.
36
Chang, Hsu-Ling
35
Kapetanios, George
35
Österholm, Pär
35
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Applied economics letters
28
Applied economics
19
The empirical economics letters : a monthly international journal of economics
15
Economic modelling
5
International journal of economics
5
International review of economics & finance : IREF
4
The Indian journal of economics
4
Iranian economic review : journal of University of Tehran
3
Japan and the world economy : international journal of theory and policy
3
Applied financial economics
2
Defence and peace economics
2
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
Romanian journal of economic forecasting
2
The journal of international trade & economic development
2
Applied economics quarterly
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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ECONIS (ZBW)
135
EconStor
1
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1
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
2
Revisiting the twin deficits hypothesis in the United States : further evidence based on system-equation ADL test for threshold cointegration
Chang, Tsangyao
;
Sethi, Dinabandhu
;
Tiwari, Aviral Kumar
; …
- In:
Journal of international trade & economic development : …
33
(
2024
)
4
,
pp. 723-737
Persistent link: https://www.econbiz.de/10014632758
Saved in:
3
Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach
Chang, Hao Wen
;
Chang, Tsangyao
;
Ling, Yuan Hung
;
Yang, …
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472716
Saved in:
4
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
5
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:
6
Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
The Manchester School
90
(
2022
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10013275644
Saved in:
7
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
8
The relationship between economic growth and electricity consumption : bootstrap ARDL test with a Fourier function and machine learning approach
Wu, Cheng-Feng
;
Huang, Shian-Chang
;
Chiou, Chei-Chang
; …
- In:
Computational economics
60
(
2022
)
4
,
pp. 1197-1220
Persistent link: https://www.econbiz.de/10013445741
Saved in:
9
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
10
The hydroelectricity consumption and economic growth in Asian countries : evidence using an asymmetric cointegration approach
Tiwari, Aviral Kumar
;
Olayeni, Richard O.
;
Chang, Yu-Cheng
- In:
Applied economics
52
(
2020
)
37
,
pp. 3999-4017
Persistent link: https://www.econbiz.de/10012258993
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