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Analysing monetary policy's transmission mechanisms through effective and expected interest rates : an application of MS-models, Bayesian VAR and cointegration approaches for Brazi...
Moreira, Ricardo Ramalhete; Chaiboonsri, Chukiat; … - In: International journal of monetary economics and finance 7 (2014) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10010531300
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Weak dependence between the Brazilian consumer inflation and expected inflation : non-linear and Copulas methods and a note on the Central Bank's credibility
Moreira, Ricardo Ramalhete; Chaiboonsri, Chukiat; … - In: International journal of monetary economics and finance 6 (2013) 1, pp. 40-54
Persistent link: https://www.econbiz.de/10010250294
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Weak dependence between the Brazilian consumer inflation and expected inflation: non-linear and Copulas methods and a note on the Central Bank's credibility
Moreira, Ricardo Ramalhete; Chaiboonsri, Chukiat; … - In: International Journal of Monetary Economics and Finance 6 (2013) 1, pp. 40-54
By implementing the Copulas method, this work analyses the dependence relationship or structure between the Brazilian consumer observed inflation and the expected inflation, from January 2005 to June 2011. Its results are consistent with some works for the Brazilian case, as the dependence...
Persistent link: https://www.econbiz.de/10010816799
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Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility
Chukiat Chaiboonsri; Prasert Chaitip - In: International journal of trade and global markets 10 (2017) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10011722940
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Dependence modelling of Malaysian Ringgit (MYR) and Thai Baht (THB) : the Markov switching model with dynamic copula approach (DCA) and bivariate extreme value approach
Prasert Chaitip; Chukiat Chaiboonsri - In: International journal of computational economics and … 6 (2016) 2, pp. 138-155
Persistent link: https://www.econbiz.de/10011704600
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ICT equipment demand and AEC social-economic mechanisms using PCHVAR(x)-approach and PBVAR(X)-approach
Chukiat Chaiboonsri; Prasert Chaitip - In: International journal of computational economics and … 6 (2016) 2, pp. 156-175
Persistent link: https://www.econbiz.de/10011704606
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A boundary analysis of ICT firms on Thailand stock market : a maximum entropy bootstrap approach and Highest Density Regions (HDR) approach
Chaiboonsri, Chukiat; Chaitip, Prasert - In: International journal of computational economics and … 3 (2013) 1/2, pp. 14-26
Persistent link: https://www.econbiz.de/10010250326
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An extreme stock market returns : the case of Shanghai Composite Index
Huang, Wenjuan; Ajlouni, Moh'd M.; Chaitip, Prasert; … - In: Journal of international business and economics : JIBE 11 (2011) 3, pp. 169-178
Persistent link: https://www.econbiz.de/10009520257
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Forecasting with X-12-ARIMA: International tourist arrivals to India and Thailand
Balogh, Peter; Kovacs, Sandor; Chaiboonsri, Chukiat; … - In: APSTRACT: Applied Studies in Agribusiness and Commerce 3 (2009)
Forecasting is an essential analytical tool in tourism policy and planning. This paper focuses on forecasting methods based on X-12-ARIMA seasonal adjustment and this method was developed by the Census Bureau in the United States. It has been continually improved since the 1960s, and it is used...
Persistent link: https://www.econbiz.de/10005256518
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The Appropriate Model and Dependence Measures of Thailand’s Exchange Rate and Malaysia’s Exchange Rate: Linear, Nonlinear and Copulas Approach
Leeahtam, Pisit; Chaiboonsri, Chukiat; Chokethaworn, … - In: Journal of Knowledge Management, Economics and … 1 (2011) 6, pp. 14-14
The objectives of this study are to find the fitting model and dependence measures of both Thailand’s exchange rate and Malaysia’s exchange rate during, between, and after the World’s recent financial crises based on linear, nonlinear and empirical copula approaches. The results of the...
Persistent link: https://www.econbiz.de/10009369247