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Are real exchange rates more likely to be stationary during the fixed nominal exchange rate regimes?

Yoon, Gawon - In: Applied economics letters 16 (2009) 1/3, pp. 17-22

Persistent link: https://www.econbiz.de/10003822537

Nonlinear mean-reversion to purchasing power parity : exponential smooth transition autoregressive models and stochastic unit root processes

Yoon, Gawon - In: Applied economics 42 (2010) 4/6, pp. 489-496

Nonlinear exponential smooth transition autoregressive (ESTAR) models are recently very popular in modelling the deviation from purchasing power parity. This article, shows that there is a close relation between the ESTAR models estimated in Taylor et al. (2001) and stochastic unit root (STUR)...

Persistent link: https://www.econbiz.de/10003951985

Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?

Yoon, Gawon - In: Economic modelling 27 (2010) 2, pp. 605-612

Persistent link: https://www.econbiz.de/10003952872

Nonlinear mean reversion in real exchange rates : threshold autoregressive models and stochastic unit root processes

Yoon, Gawon - In: Applied economics letters 17 (2010) 7/9, pp. 797-803

Persistent link: https://www.econbiz.de/10003996726

On the performance of a nonparametric measure of convergence towards purchasing power parity in the presence of linearity

Yoon, Gawon - In: Applied economics letters 17 (2010) 13/15, pp. 1389-1396

Persistent link: https://www.econbiz.de/10008938279

Further evidence on purchasing power parity over two centuries with multiple changes in persistence

Yoon, Gawon - In: Applied economics letters 15 (2008) 13/15, pp. 1093-1096

Persistent link: https://www.econbiz.de/10003801236

Nonlinearity in real exchange rates : an approach with disaggregated data and a new linearity test

Yoon, Gawon - In: Applied economics letters 17 (2010) 10/12, pp. 1125-1132

Persistent link: https://www.econbiz.de/10008699256

Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests

Yoon, Gawon - In: Economic modelling 52 (2016), pp. 725-732

Persistent link: https://www.econbiz.de/10011643010

Does purchasing power parity hold sometimes? : regime switching in real exchange rates

Lee, Hwa-Taek (contributor); Yoon, Gawon (contributor) - 2007

Real exchange rates are quite persistent. Standard unit root tests are not very powerful in drawing a conclusion regarding the validity of purchasing power parity [PPP]. Rather than asking if PPP holds throughout the whole sample period, we examine if PPP holds sometimes by employing...

Persistent link: https://www.econbiz.de/10003527504

Does purchasing power parity hold sometimes? : regime switching in real exchange rates

Lee, Hwa Taek; Yoon, Gawon - In: Applied economics 45 (2013) 16/18, pp. 2279-294

Persistent link: https://www.econbiz.de/10009772329