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Towards an East Asian monetary union : an econometrics analysis of shocks

Satō, Kiyotaka (contributor); Zhang, Zhaoyong (contributor) - 2005

Persistent link: https://www.econbiz.de/10003129624

Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity

Satō, Kiyotaka; Zhang, Zhaoyong; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10008688576

Identifying shocks in regionally integrated East Asian economies wih structural VaR and block exogeneity

Satō, Kiyotaka; Zhang, Zhaoyong; McAleer, Michael - 2009

Persistent link: https://www.econbiz.de/10003987291

Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity

Satō, Kiyotaka; Zhang, Zhaoyong; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10003987321

A Tourism Conditions Index

Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014

This paper uses monthly data from April 2005 to August 2013 for Taiwan to propose a novel tourism indicator, namely the Tourism Conditions Index (TCI). TCI accounts for the spillover weights based on the Granger causality test and estimates of the multivariate BEKK model for four TCI indicators...

Persistent link: https://www.econbiz.de/10010227695