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~person:"Chang, Tsangyao"
~person:"Cramon-Taubadel, Stephan von"
~person:"Hecq, Alain W. J."
~type_genre:"Article in journal"
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Search: subject:"Cointegration"
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Cointegration
76
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76
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Chang, Tsangyao
Cramon-Taubadel, Stephan von
Hecq, Alain W. J.
Bahmani-Oskooee, Mohsen
85
Gil-Alaña, Luis A.
65
Shahbaz, Muhammad
65
Narayan, Paresh Kumar
42
Caporale, Guglielmo Maria
41
Gupta, Rangan
41
Apergēs, Nikolaos
39
Tiwari, Aviral Kumar
38
Herzer, Dierk
33
Phillips, Peter C. B.
31
Ramírez, Miguel D.
31
Pradhan, Rudra Prakash
29
Lee, Chien-chiang
28
Lütkepohl, Helmut
28
Belke, Ansgar
26
Arize, Augustine Chuck
25
Payne, James E.
25
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24
Tang, Chor Foon
24
Johansen, Søren
22
Rault, Christophe
21
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21
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20
Giri, Arun Kumar
20
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20
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20
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20
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19
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18
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18
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18
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18
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18
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18
Tsionas, Efthymios G.
18
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18
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17
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17
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17
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9
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The empirical economics letters : a monthly international journal of economics
6
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4
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3
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2
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2
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2
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2
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2
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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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ECONIS (ZBW)
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1
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:
2
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
3
Estimating dynamic market efficiency frontiers
Mu, Yali
;
Cramon-Taubadel, Stephan von
- In:
Journal of agricultural economics : JAE
73
(
2022
)
3
,
pp. 633-653
Persistent link: https://www.econbiz.de/10013384798
Saved in:
4
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:
5
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:
6
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:
7
Measuring price discovery in the European wheat market using the partial
cointegration
approach
Vollmer, Teresa
;
Herwartz, Helmut
;
Cramon-Taubadel, …
- In:
European review of agricultural economics
47
(
2020
)
3
,
pp. 1173-1200
Persistent link: https://www.econbiz.de/10012257957
Saved in:
8
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
Saved in:
9
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
10
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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