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Using double frequency in fourier Dickey-Fuller unit root test

Cai, Yifei; Omay, Tolga - In: Computational economics 59 (2022) 2, pp. 445-470

Persistent link: https://www.econbiz.de/10013169016

Monetary shocks to macroeconomic variables in China using time-vary VAR model

Tiwari, Aviral Kumar; Cai, Yifei; Chang, Tsangyao - In: Applied economics letters 26 (2019) 20, pp. 1664-1669

Persistent link: https://www.econbiz.de/10012204875

Fourier quantile unit root test for the integrational properties of clean energy consumption in emerging economies

Cai, Yifei; Menegaki, Angeliki N. - In: Energy economics 78 (2019), pp. 324-334

Persistent link: https://www.econbiz.de/10012159953

On the convergence of metals price - a series of Fourier DF unit root tests

Cai, Yifei; Chang, Tsangyao - In: Applied economics letters 30 (2023) 17, pp. 2450-2454

Persistent link: https://www.econbiz.de/10014365933

Fourier DF unit root test for R&D intensity of G7 countries

Cai, Yifei; Saadaoui, Jamel - In: Applied economics 54 (2022) 42, pp. 4900-4914

Persistent link: https://www.econbiz.de/10013411066

Testing fiscal sustainability in OECD countries : new evidence from the past centuries

Saadaoui, Jamel; Lau, Chi Keung; Cai, Yifei - In: Applied economics letters 31 (2024) 7, pp. 676-682

Persistent link: https://www.econbiz.de/10014557825

Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions

Saadaoui, Jamel; Lau, Chi Keung Marco; Cai, Yifei - 2022

Thanks to various Fourier DF unit root tests, time-varying fiscal reaction functions and threshold regressions, this study examines the stationarity and the sustainability of public finance for six industrial countries over the period spanning from 1870 to 2017. Longer-run debt sustainability is...

Persistent link: https://www.econbiz.de/10013292090