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Are real exchange rates more likely to be stationary during the fixed nominal exchange rate regimes?
Yoon, Gawon - In: Applied economics letters 16 (2009) 1/3, pp. 17-22
Persistent link: https://www.econbiz.de/10003822537
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Purchasing power parity and long memory
Yoon, Gawon - In: Applied economics letters 16 (2009) 1/3, pp. 55-61
Persistent link: https://www.econbiz.de/10003822561
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Long memory in return volatility
Yoon, Gawon - In: Applied economics letters 17 (2010) 4/6, pp. 345-349
Persistent link: https://www.econbiz.de/10003979468
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Nonlinear mean reversion in real exchange rates : threshold autoregressive models and stochastic unit root processes
Yoon, Gawon - In: Applied economics letters 17 (2010) 7/9, pp. 797-803
Persistent link: https://www.econbiz.de/10003996726
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Does nonlinearity help resolve the Fisher effect puzzle?
Yoon, Gawon - In: Applied economics letters 17 (2010) 7/9, pp. 823-828
Persistent link: https://www.econbiz.de/10003996935
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Changing volatility of long-term UK interest rates during Pax Britannica
Yoon, Gawon - In: Applied economics letters 18 (2011) 1/3, pp. 69-74
Persistent link: https://www.econbiz.de/10009230316
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Nonlinearity in US macroeconomic time series
Yoon, Gawon - In: Applied economics letters 17 (2010) 16/18, pp. 1601-1609
Persistent link: https://www.econbiz.de/10009232175
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On the performance of a nonparametric measure of convergence towards purchasing power parity in the presence of linearity
Yoon, Gawon - In: Applied economics letters 17 (2010) 13/15, pp. 1389-1396
Persistent link: https://www.econbiz.de/10008938279
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Further evidence on purchasing power parity over two centuries with multiple changes in persistence
Yoon, Gawon - In: Applied economics letters 15 (2008) 13/15, pp. 1093-1096
Persistent link: https://www.econbiz.de/10003801236
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The time series behaviour of Brazilian inflation rate : new evidence from unit root tests with good size and power
Yoon, Gawon - In: Applied economics letters 10 (2003) 10, pp. 627-631
Persistent link: https://www.econbiz.de/10001801927