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Testing for unit roots in heterogeneous panels

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 1995

Persistent link: https://www.econbiz.de/10000560436

Long-run structural modelling

Pesaran, M. Hashem; Shin, Yongcheol - 1994

Persistent link: https://www.econbiz.de/10000147757

An autoregressive distributed lag modelling approach to cointegration analysis

Pesaran, M. Hashem; Shin, Yongcheol - 1995

Persistent link: https://www.econbiz.de/10000151780

Unit root tests in three-regime SETAR models

Kapetanios, George; Shin, Yongcheol - In: The econometrics journal 9 (2006) 2, pp. 252-278

Persistent link: https://www.econbiz.de/10003352022

Testing for cointegration in nonlinear smooth transition error correction models

Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Econometric theory 22 (2006) 2, pp. 279-303

Persistent link: https://www.econbiz.de/10003301237

The great moderation and the decoupling of monetary policy from long-term rates in the US and Germany

Greenwood-Nimmo, Matthew; Shin, Yongcheol; Treeck, Till van - 2010

We apply the asymmetric ARDL model advanced by Shin, Yu and Greenwood-Nimmo (2009) to the analysis of the patterns of pass-through from policy-controlled interest rates to a variety of longer-term rates in the U.S. and Germany. Our results reveal three main phenomena. Firstly, while the effect...