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subject:"Geldpolitik"
~person:"Chang, Tsangyao"
~subject:"Cointegration"
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Geldpolitik
Cointegration
Estimation
97
Schätzung
97
Einheitswurzeltest
50
Kaufkraftparität
50
Purchasing power parity
50
Unit root test
50
Statistical test
27
Statistischer Test
27
Kointegration
26
Panel
24
Panel study
24
Time series analysis
23
Zeitreihenanalyse
23
Structural break
18
Strukturbruch
18
Nichtlineare Regression
14
Nonlinear regression
14
Theorie
14
Theory
14
China
11
Fourier function
11
Economic growth
9
Stochastic process
9
Stochastischer Prozess
9
Wirtschaftswachstum
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G7 countries
8
G7-Staaten
8
National income
8
Nationaleinkommen
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USA
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United States
8
Causality analysis
7
East Asia
7
Eastern Europe
7
Kausalanalyse
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OECD countries
7
OECD-Staaten
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7
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English
27
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Chang, Tsangyao
Caporale, Guglielmo Maria
135
Gil-Alaña, Luis A.
110
Belke, Ansgar
98
Bahmani-Oskooee, Mohsen
45
Gupta, Rangan
45
Beckmann, Joscha
41
Dreger, Christian
41
Wolters, Jürgen
41
Siklos, Pierre L.
38
Hayo, Bernd
31
Leeper, Eric M.
30
Christiano, Lawrence J.
29
Narayan, Paresh Kumar
28
Shahbaz, Muhammad
27
Klose, Jens
25
Lütkepohl, Helmut
25
Nielsen, Morten Ørregaard
25
Worms, Andreas
25
Cheung, Yin-Wong
23
Lindé, Jesper
23
Eickmeier, Sandra
22
Gertler, Mark
22
Herwartz, Helmut
22
Mumtaz, Haroon
22
Benati, Luca
21
Bohl, Martin T.
21
Gil-Alana, Luis A.
21
Herzer, Dierk
21
Reimers, Hans-Eggert
21
Bernanke, Ben
20
Schrimpf, Andreas
20
Castelnuovo, Efrem
19
Jordà, Òscar
19
Miller, Stephen M.
19
Nautz, Dieter
19
Pesaran, M. Hashem
19
Schorfheide, Frank
19
Tiwari, Aviral Kumar
19
Wohar, Mark E.
19
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Applied economics letters
7
The empirical economics letters : a monthly international journal of economics
4
International journal of economics
2
Japan and the world economy : international journal of theory and policy
2
Applied economics
1
Defence and peace economics
1
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
1
Economic systems
1
Economics & finance notes
1
Empirica : journal of european economics
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International journal of strategic property management
1
International review of economics & finance : IREF
1
The Indian journal of economics
1
The journal of international trade & economic development
1
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ECONIS (ZBW)
27
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1
Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach
Chang, Hao Wen
;
Chang, Tsangyao
;
Ling, Yuan Hung
;
Yang, …
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472716
Saved in:
2
The Indian inflation-growth relationship revisited : robust evidence from time-frequency analysis
Tiwari, Aviral Kumar
;
Olayeni, Richard O.
;
Olofin, …
- In:
Applied economics
51
(
2019
)
51
,
pp. 5559-5576
Persistent link: https://www.econbiz.de/10012197258
Saved in:
3
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
4
Monetary shocks to macroeconomic variables in China using time-vary VAR model
Tiwari, Aviral Kumar
;
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
26
(
2019
)
20
,
pp. 1664-1669
Persistent link: https://www.econbiz.de/10012204875
Saved in:
5
Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan
;
Chiu, Chien-Liang
;
Chang, Tsangyao
;
Wang, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
11
,
pp. 1141-1150
Persistent link: https://www.econbiz.de/10012372785
Saved in:
6
Revisiting purchasing power parity in G6 countries : an application of smooth time-varying cointegration approach
Wu, Jingfei
;
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
- In:
Empirica : journal of european economics
45
(
2018
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10011965805
Saved in:
7
International equity diversification between Taiwan and its major trading partners : nonparametric cointegration test
Chang, Tsangyao
;
Yu, Chin-Ping
- In:
Economics & finance notes
6
(
2017
)
1
,
pp. 103-113
Persistent link: https://www.econbiz.de/10011773670
Saved in:
8
Revisiting the relationship between suicide and unemployment : evidence from linear and nonlinear cointegration
Chang, Tsangyao
;
Chen, Wen-Yi
- In:
Economic systems
41
(
2017
)
2
,
pp. 266-278
Persistent link: https://www.econbiz.de/10011793951
Saved in:
9
Revisiting the Wagner law and Keynesian hypothesis : further evidence in the United States
Chang, Tsangyao
;
Chang, Yu-Cheng
- In:
The empirical economics letters : a monthly …
16
(
2017
)
8
,
pp. 807-811
Persistent link: https://www.econbiz.de/10011906688
Saved in:
10
Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Yang, Ming-Hsien
- In:
Economic analysis and policy : EAP ; journal of the …
51
(
2016
),
pp. 86-89
Persistent link: https://www.econbiz.de/10011529613
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