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A fractional cointegration analysis of purchasing power parity
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10001137096
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Long-run purchasing power parity during the recent float
Cheung, Yin-Wong - In: Journal of international economics 34 (1993) 1, pp. 181-192
Persistent link: https://www.econbiz.de/10001139783
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Do gold market returns have long memory?
Cheung, Yin-Wong - In: The financial review : the official publication of the … 28 (1993) 2, pp. 181-202
Persistent link: https://www.econbiz.de/10001146308
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International evidence on output persistence from postwar data
Cheung, Yin-Wong - In: Economics letters 38 (1992) 4, pp. 435-441
Persistent link: https://www.econbiz.de/10001125457
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Finite-sample sizes of Johansen s likelihood ratio tests for cointegration
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 55 (1993) 3, pp. 313-328
Persistent link: https://www.econbiz.de/10001147195
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Bandwidth selection, prewhitening, and the power of the Phillips-Perron test
Cheung, Yin-Wong - In: Econometric theory 13 (1997) 5, pp. 679-691
Persistent link: https://www.econbiz.de/10001232218
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Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 57 (1995) 3, pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
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Parity reversion in real exchange rates during the post-Bretton Woods period
Cheung, Yin-Wong - In: Journal of international money and finance 17 (1998) 4, pp. 597-614
Persistent link: https://www.econbiz.de/10001253031
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Mean reversion in real exchange rates
Cheung, Yin-Wong - In: Economics letters 46 (1994) 3, pp. 251-256
Persistent link: https://www.econbiz.de/10001172365
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Dissecting the PPP puzzle : the unconventional roles of nominal exchange rate and price adjustment
Cheung, Yin-Wong; Lai, Kon-sun; Bergman, Michael U. - 2003
The conventional view, as expounded by sticky-price models, is that price adjustment determines the PPP reversion rate. This study examines the mechanism by which PPP deviations are corrected. Nominal exchange rate adjustment, not price adjustment, is shown to be the key engine governing the...
Persistent link: https://www.econbiz.de/10011507767