Narrow search
Showing 1 - 10 of 11
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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