Similar Search Results

Are insurance premiums stationary in China?

Pan, Guochen; Chen, Sen-Sung; Chang, Tsangyao - In: The Chinese economy 49 (2016) 1, pp. 45-55

Persistent link: https://www.econbiz.de/10011619735

Does Gibrat's Law hold in the insurance industry of China? : a test with sequential panel selection method

Pan, Guochen; Chen, Sen-Sung; Chang, Tsangyao - In: Panoeconomicus 59 (2012) 3, pp. 311-324

Persistent link: https://www.econbiz.de/10009572173

Revisiting purchasing power parity for 18 African countries : sequential panel selection method

Pan, Guochen; Chang, Tsangyao; Lee, Chia-hao; Liu, Wen-chi - In: Applied economics letters 19 (2012) 7/9, pp. 877-881

Persistent link: https://www.econbiz.de/10009631810

Nonlinear adjustment to purchasing power parity in Latin American countries : the ADL test for threshold cointegration

Pan, Guochen; Chang, Tsangyao; Tang, De-piao; Lee, Chia-hao - In: Applied economics letters 19 (2012) 7/9, pp. 857-862

Persistent link: https://www.econbiz.de/10009631817

Revisiting purchasing power parity for G-7 countries using nonparametric rank test for cointegration

Chang, Tsangyao; Lee, Kuei-chiu; Lu, Yang-cheng; Pan, … - In: Applied economics letters 18 (2011) 16/18, pp. 1795-1800

Persistent link: https://www.econbiz.de/10009383281

Does globalization affect the insurance markets? : bootstrap panel Granger causality test

Chang, Tsangyao; Cheng, Shu-ching; Pan, Guochen; Wu, … - In: Economic modelling 33 (2013), pp. 254-260

Persistent link: https://www.econbiz.de/10010192961

Does globalization affect the insurance markets? Bootstrap panel Granger causality test

Chang, Tsangyao; Cheng, Shu-Ching; Pan, Guochen; Wu, … - In: Economic Modelling 33 (2013) C, pp. 254-260

This study applies the bootstrap panel Granger causality test to identify whether globalization promotes insurance activity using data from Sigma reports of the Swiss Reinsurance Company of 8 Eastern Asian countries over the period of 1979–2008. Empirically, results for one-way Granger...

Persistent link: https://www.econbiz.de/10010737991

Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration

Chang, Tsangyao; Lee, Chia-hao; Pan, Guochen - In: Economics Bulletin 32 (2012) 1, pp. 220-228

In this study, we applied a newly-developed Autoregressive Distributed Lag (ADL) test for threshold cointegration, proposed by Li and Lee (2010) to test the validity of long-run purchasing power parity (PPP) for a sample of 18 African countries from January 1985 to September 2008. Empirical...

Persistent link: https://www.econbiz.de/10009421766

Nonlinear adjustment to purchasing power parity in Latin American countries: the ADL test for threshold cointegration

Pan, Guochen; Chang, Tsangyao; Tang, D.P.; Lee, Chia-Hao - In: Applied Economics Letters 19 (2012) 9, pp. 857-862

This study applies a newly developed Autoregressive Distributed Lag (ADL) test for threshold cointegration proposed by Li and Lee (2010) to test the validity of long-run Purchasing Power Parity (PPP) for a sample of 15 Latin American countries from December 1994 to February 2010. Empirical...

Persistent link: https://www.econbiz.de/10010548655

Revisiting purchasing power parity for 18 African countries: sequential panel selection method

Pan, Guochen; Chang, Tsangyao; Lee, Chia-Hao; Liu, Wen-Chi - In: Applied Economics Letters 19 (2012) 9, pp. 877-881

This study applies the Sequential Panel Selection Method (SPSM) proposed by Chortareas and Kapetanios (2009) to test the validity of the long-run Purchasing Power Parity (PPP) for a sample of 18 African countries over the period January 1985 to September 2008. SPSM classifies the whole panel...

Persistent link: https://www.econbiz.de/10010548669