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Further analysis of official and black market exchange rates in Brazil : data transformations and structural changes
Yoon, Gawon - In: Applied financial economics 7 (1997) 3, pp. 317-325
Persistent link: https://www.econbiz.de/10001227545
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Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
Yoon, Gawon - In: Economic modelling 52 (2016), pp. 725-732
Persistent link: https://www.econbiz.de/10011643010
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Locating change-points in Hodrick-Prescott trends with an application to US real GDP : a generalized unobserved components model approach
Yoon, Gawon - In: Economic modelling 45 (2015), pp. 136-141
Persistent link: https://www.econbiz.de/10011334137
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A simple model that generates stylized facts of returns
Yoon, Gawon - 2003
Persistent link: https://www.econbiz.de/10001753302
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On the existence of expected utility with CRRA under STUR
Yoon, Gawon - In: Economics letters 83 (2004) 2, pp. 219-224
Persistent link: https://www.econbiz.de/10001991509
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An introduction to I(∞) processes
Yoon, Gawon - In: Economic modelling 22 (2005) 3, pp. 473-483
Persistent link: https://www.econbiz.de/10002770083
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Long-memory property of nonlinear transformations of break processes
Yoon, Gawon - In: Economics letters 87 (2005) 3, pp. 372-377
Persistent link: https://www.econbiz.de/10002856757
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The time series behaviour of Brazilian inflation rate : new evidence from unit root tests with good size and power
Yoon, Gawon - In: Applied economics letters 10 (2003) 10, pp. 627-631
Persistent link: https://www.econbiz.de/10001801927
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Has the US economy really become less correlated with that of the rest of the world?
Yoon, Gawon - In: Economic modelling 22 (2005) 1, pp. 147-158
Persistent link: https://www.econbiz.de/10002561920
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Further evidence on purchasing power parity over two centuries with multiple changes in persistence
Yoon, Gawon - In: Applied economics letters 15 (2008) 13/15, pp. 1093-1096
Persistent link: https://www.econbiz.de/10003801236