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Effects of US inflation on Hong Kong and Singapore
Cheung, Yin-Wong; Yuen, Jude - 2002
interdependency of national monetary policies, which is sometimes measured by the degree of inflation transmission across borders. In … this paper, we examine how inflation rates in two small open economies, namely Hong Kong and Singapore, interact with those … model is used to study the inflation dynamics. It is found that Hong Kong and Singapore inflation rates, but not the U …
Persistent link: https://www.econbiz.de/10011409761
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China, Hong Kong, and Taiwan : a quantitative assessment of real and financial integration
Cheung, Yin-Wong; Chinn, Menzie David; Fujii, Eiji - 2003
The status of real and financial integration of China, Hong Kong, and Taiwan is investigated using monthly data on one-month interbank rates, exchange rates, and prices. Specifically, the degree of integration is assessed based on the empirical validity of real interest parity, uncovered...
Persistent link: https://www.econbiz.de/10011521444
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China, Hong Kong, and Taiwan : a quantitative assessment of real and financial integration
Cheung, Yin-Wong; Chinn, Menzie David; Fujii, Eiji - 2003
The status of real and financial integration of China, Hong Kong, and Taiwan is investigated using monthly data on one-month interbank rates, exchange rates, and prices. Specifically, the degree of integration is assessed based on the empirical validity of real interest parity, uncovered...
Persistent link: https://www.econbiz.de/10011514149
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Hong Kong output dynamics : an empirical analysis
Cheung, Yin-Wong - 2001
Advanced statistical techniques are used to analyze Hong Kong output dynamics. Hong Kong, Japan and the U.S. are found to share some common long-term and short-term cyclical variations. While the Hong Kong economy is susceptible to external shocks and Granger-caused by the other two economies,...
Persistent link: https://www.econbiz.de/10011398863
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Testing for output convergence : a re-examination
Cheung, Yin-Wong; Pascual, Antonio I. Garcia - 2000
This paper investigates output convergence for the G7 countries using multivariate time series techniques. We consider both the null hypotheses of no convergence and convergence. It is shown that inferences on output convergence depend on which one of the two null hypotheses is considered....
Persistent link: https://www.econbiz.de/10009781596
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Parity convergence of real exchange rates : what role does price adjustment play?
Cheung, Yin-Wong; Lai, Kon S.; Bergman, Michael U. - 2000
Persistent link: https://www.econbiz.de/10001517166
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On cross-country differences in the persistence of real exchange rates
Cheung, Yin-Wong; Lai, Kon S. - 1999
persistence variations may partly reflect country differences in structural characteristics such as inflation experience and …
Persistent link: https://www.econbiz.de/10001446960
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On cross-country differences in the persistence of real exchange rates
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of international economics 50 (2000) 2, pp. 375-397
Persistent link: https://www.econbiz.de/10001490319
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Parity reversion in real exchange rates during the post-Bretton Woods period
Cheung, Yin-Wong - In: Journal of international money and finance 17 (1998) 4, pp. 597-614
Persistent link: https://www.econbiz.de/10001253031
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China, Hong Kong, and Taiwan : a quantitative assessment of real and financial integration
Cheung, Yin-Wong; Chinn, Menzie David; Fujii, Eiji - 2003
The status of real and financial integration of China, Hong Kong, and Taiwan is investigated using monthly data on one-month interbank rates, exchange rates, and prices. Specifically, the degree of integration is assessed based on the empirical validity of real interest parity, uncovered...
Persistent link: https://www.econbiz.de/10001734529