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IV ECM threshold cointegration tests and nonlinear monetary policy in Korea

Enders, Walter; Lee, Junsoo; Strazicich, Mark - In: Han gug gae bal yeon gu 29 (2007) 2, pp. 135-157

Persistent link: https://www.econbiz.de/10003641415

Testing for nonlinear threshold cointegration in the monetary model of exchange rates with a century of data

Lee, Junsoo; Strazicich, Mark - In: Han gug gae bal yeon gu 31 (2009) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10003954702

IV threshold cointegration tests and the Taylor rule

Enders, Walter; Im, KyungSo; Lee, Junsoo; Strazicich, Mark - In: Economic modelling 27 (2010) 6, pp. 1463-1472

Persistent link: https://www.econbiz.de/10008825735

More powerful cointegration tests with non-normal errors

Lee, Hyejin; Lee, Junsoo; Im, KyungSo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 397-413

Persistent link: https://www.econbiz.de/10011339425

Testing the null of cointegration in the presence of a structural break

Bartley, William Alan; Lee, Junsoo; Strazicich, Mark - In: Economics letters 73 (2001) 3, pp. 315-323

Persistent link: https://www.econbiz.de/10001635088

Quasi-fixed inputs and long-run equilibrium in production : a cointegration analysis

Kim, H. Youn; Lee, Junsoo - In: Journal of applied econometrics 16 (2001) 1, pp. 41-57

Persistent link: https://www.econbiz.de/10001557368

Municipal bonds and tax arbitrage : a cointgration analysis

Kim, H. Youn; Lee, Junsoo; Lile, Stephen E.; Ramsey, … - In: Public finance review : PFR 28 (2000) 4, pp. 372-389

Persistent link: https://www.econbiz.de/10001492401

Global perspective on the permanent or transitory nature of shocks to tourist arrivals : evidence from new unit root tests with structural breaks and factors

Payne, James E.; Lee, Junsoo - In: Tourism economics : the business and finance of tourism … 30 (2024) 1, pp. 67-103

Persistent link: https://www.econbiz.de/10014580633

Cointegration tests using instrumental variables

Lee, Junsoo; Yucel, Ali Gokhan - In: International journal of empirical economics 1 (2022) 2, pp. 1-39

This paper proposes new cointegration tests based on instrumental variable (IV) estimation. An important property of our tests is that the asymptotic distribution remains standard normal (or Chi-square) regardless of the number of regressors, differing deterministic terms, structural dummies,...

Persistent link: https://www.econbiz.de/10014331711