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Lag Order and Critical Values of the Augmented Dickey-Fuller Test
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 277-280
Persistent link: https://www.econbiz.de/10008223662
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A Fractional Cointegration Analysis of Purchasing Power Parity
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10008224933
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On the purchasing power parity puzzle
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of international economics 52 (2000) 2, pp. 321-330
Persistent link: https://www.econbiz.de/10007675707
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On cross-country differences in the persistence of real exchange rates
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of international economics 47 (1999) 2, pp. 1103-1126
Persistent link: https://www.econbiz.de/10007687565
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The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior
Lai, Kon S. - In: Journal of international money and finance 27 (2008) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10007898759
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Longrun purchasing power parity during the recent float
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of international economics 34 (1993) 1-2, pp. 181-192
Persistent link: https://www.econbiz.de/10007716150
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Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments
Cheung, Yin-Wong; Lai, Kon S.; Bergman, Michael - In: Journal of international economics 64 (2004) 1, pp. 135-150
Persistent link: https://www.econbiz.de/10007646752
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On structural shifts and stationarity of the ex ante real interest rate
Lai, Kon S. - In: International review of economics & finance : IREF 13 (2004) 2, pp. 217
Persistent link: https://www.econbiz.de/10007650446
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TRADE OPENNESS, MARKET COMPETITION, AND INFLATION: SOME SECTORAL EVIDENCE FROM OECD COUNTRIES
Binici, Mahir; Cheung, Yin‐Wong; Lai, Kon S. - In: International journal of finance & economics : IJFE 17 (2012) 4, pp. 321-337
Persistent link: https://www.econbiz.de/10010024312
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Lag Order and Critical Values of a Modified Dickey-Fuller Test
Cheung, Yin- Wong; Lai, Kon S. - In: Oxford bulletin of economics and statistics 57 (1995) 3, pp. 411
Persistent link: https://www.econbiz.de/10006485364