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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
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Selecting the tuning parameter of the l1 trend filter
Yamada, Hiroshi; Yoon, Gawon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10011431307
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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
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When Grilli and Yang meet Prebisch and Singer : piecewise linear trends in primary commodity prices
Yamada, Hiroshi; Yoon, Gawon - In: Journal of international money and finance 42 (2014), pp. 193-207
Persistent link: https://www.econbiz.de/10010372666
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Personal comments on Yoon's discussion of my 1957 paper
Granger, C. W. J. - 2006
Persistent link: https://www.econbiz.de/10003350115
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Correlation coefficients, heteroskedasticity and contagion of financial crises
Yoon, Gawon - In: The Manchester School 73 (2005) 1, pp. 92-100
Persistent link: https://www.econbiz.de/10002556016
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Hidden cointegration
Granger, C. W. J.; Yoon, Gawon - 2002
Persistent link: https://www.econbiz.de/10001659322
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Self-generating variables in a cointegrated VAR framework
Granger, C. W. J.; Yoon, Gawon - 2001
Persistent link: https://www.econbiz.de/10001574554
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On the application of the rank tests for nonlinear cointegration to PPP: the case of Papua New Guinea
Liew, Venus Khim-sen; Ling, Tai-hu; Chia, Ricky Chee-Jiun; … - In: Economic modelling 29 (2012) 2, pp. 326-332
Persistent link: https://www.econbiz.de/10009535973
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Measuring the US NAIRU as a step function
Yamada, Hiroshi; Yoon, Gawon - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1679-1688
Persistent link: https://www.econbiz.de/10011661896