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Switching ARCH models of stock market volatility in Taiwan
Chen, Shyh-wei; Lin, Jin-lung - In: Advances in Pacific Basin business, economics, and finance 4 (2000), pp. 1-21
Persistent link: https://www.econbiz.de/10001543017
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Identifying turning points and business cycles in Taiwan : a multivariate dynamic Markov-switching factor model approach
Chen, Shyh-wei; Lin, Jin-lung - In: Jingji-lunwen 28 (2000) 3, pp. 289-320
Persistent link: https://www.econbiz.de/10001576929
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Three essays on nonlinear time series
Lin, Jin-lung - 1991
Persistent link: https://www.econbiz.de/10000846099
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Generalized integrated process and the aggregation of dynamic time series
Lin, Jin-lung - In: Jingji-lunwen 19 (1991) 2, pp. 341-359
Persistent link: https://www.econbiz.de/10001132404
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The monetary conditions index in Taiwan
Lin, Jin-lung - In: Jingji-lunwen 27 (1999) 4, pp. 459-479
Persistent link: https://www.econbiz.de/10001490132
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Testing for fiscal sustainability : new evidence from the G-7 and some European countries
Chen, Shyh-wei - In: Economic modelling 37 (2014), pp. 1-15
Persistent link: https://www.econbiz.de/10010416890
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Smooth transition, non-linearity and current account sustainability : evidence from the European countries
Chen, Shyh-wei - In: Economic modelling 38 (2014), pp. 541-554
Persistent link: https://www.econbiz.de/10010418976
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Identifying US turning points revisited : the panel model with the regime switching approach
Chen, Shyh-Wei - In: Applied economics letters 15 (2008) 10/12, pp. 893-897
Persistent link: https://www.econbiz.de/10003785805
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Is the arms race between the PRC and Taiwan simply a myth? : the long-run and causal relationship between their defence spending ratios
Chen, Shyh-Wei - In: Applied economics letters 17 (2010) 1/3, pp. 159-164
Persistent link: https://www.econbiz.de/10003946236
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Testing the hypothesis of market efficiency in the Taiwan-US forward exchange market since 1990
Chen, Shyh-wei - In: Applied economics 42 (2010) 1/3, pp. 121-132
Persistent link: https://www.econbiz.de/10003922771