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subject:"Wechselkurs"
subject:"Zeitreihenanalyse"
~person:"Chang, Tsangyao"
~person:"Franses, Philip Hans"
~subject:"Panel"
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Wechselkurs
Zeitreihenanalyse
Panel
Schätzung
163
Estimation
162
Einheitswurzeltest
52
Unit root test
52
Kaufkraftparität
51
Purchasing power parity
51
Time series analysis
46
Cointegration
30
Kointegration
30
Theorie
30
Theory
30
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28
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28
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74
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Chang, Tsangyao
Franses, Philip Hans
Caporale, Guglielmo Maria
199
Gil-Alaña, Luis A.
178
Bahmani-Oskooee, Mohsen
81
Gupta, Rangan
80
Pesaran, M. Hashem
70
Koopman, Siem Jan
54
Narayan, Paresh Kumar
49
Baltagi, Badi H.
48
Gao, Jiti
46
Belke, Ansgar
43
Kapetanios, George
39
MacDonald, Ronald
39
Tiwari, Aviral Kumar
39
McAleer, Michael
38
Cheung, Yin-Wong
37
Beckmann, Joscha
35
Herwartz, Helmut
33
Afonso, António
32
Chinn, Menzie David
32
Westerlund, Joakim
30
Marcellino, Massimiliano
28
Härdle, Wolfgang
27
Linton, Oliver
27
Phillips, Peter C. B.
27
Pierdzioch, Christian
27
Koop, Gary
26
Apergēs, Nikolaos
24
Bollerslev, Tim
24
Chudik, Alexander
24
Lucas, André
24
Rault, Christophe
24
Chang, Chia-Lin
23
Dreger, Christian
23
Moosa, Imad A.
23
Panagiōtidēs, Theodōros
23
Diebold, Francis X.
22
Egger, Peter
22
Georgiou, Miltiades N.
22
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Applied economics letters
9
Econometric Institute research papers
7
Applied economics
6
The empirical economics letters : a monthly international journal of economics
5
Report / Erasmus Center for Financial Research, Erasmus University
3
Applied financial economics
2
Discussion paper / Tinbergen Institute
2
International journal of economics
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
Romanian journal of economic forecasting
2
The journal of international trade & economic development
2
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2
Applied economics quarterly
1
CPB discussion paper
1
Defence and peace economics
1
Econometric reviews
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic modelling
1
Economic systems
1
Empirica : journal of european economics
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International journal of strategic property management
1
Iranian economic review : journal of University of Tehran
1
Japan and the world economy : international journal of theory and policy
1
Journal of economic development
1
Journal of forecasting
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Review of development economics : an essential resource for any development economist
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
The South African journal of economics
1
The review of economics and statistics
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ECONIS (ZBW)
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1
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
2
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
3
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
4
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
5
Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
The Manchester School
90
(
2022
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10013275644
Saved in:
6
Testing the structural break of Taiwan inbound tourism markets
Min, Jennifer C. H.
;
Kung, Hsien-Hung
;
Chang, Tsangyao
- In:
Romanian journal of economic forecasting
22
(
2019
)
2
,
pp. 117-130
Persistent link: https://www.econbiz.de/10012129034
Saved in:
7
Real GDP growth in Africa, 1963-2016
Franses, Philip Hans
;
Vasilev, Simeon
-
2019
Persistent link: https://www.econbiz.de/10012149754
Saved in:
8
Co-movement and causality between nominal exchange rates and interest rate differentials in BRICS countries : a wavelet analysis
Si, Dengkui
;
Li, Xiao-Lin
;
Chang, Tsangyao
;
Bai, Lu
- In:
Romanian journal of economic forecasting
21
(
2018
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012019810
Saved in:
9
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
10
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
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