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person:"Hall, Stephen G."
~person:"Chang, Tsangyao"
~subject:"Kointegration"
~subject:"Zins"
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Search: subject_exact:"G8 countries"
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Kointegration
Zins
G7 countries
26
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26
Cointegration
12
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9
Interest rate parity
9
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9
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Hall, Stephen G.
Chang, Tsangyao
Caporale, Guglielmo Maria
20
Barassi, Marco R.
11
Engel, Charles
8
West, Kenneth D.
7
Hauner, David
5
Hyde, Stuart
5
Lindenberg, Nannette
5
Narayan, Paresh Kumar
5
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4
Hoffmann, Mathias
4
Kargi, Bilal
4
Smyth, Russell
4
Westermann, Frank
4
Williams, Geoffrey
4
Bartolini, Leonardo
3
Boyd, Derick A. C.
3
Bredin, Donal
3
Carlsson, Mikael
3
Centoni, Marco
3
Dovern, Jonas
3
Fritsche, Ulrich
3
Funke, Katja
3
Gil-Alaña, Luis A.
3
Kumar, Manmohan S.
3
Lardic, Sandrine
3
Lyhagen, Johan
3
MacDonald, Ronald
3
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3
Nickel, Christiane
3
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3
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3
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3
Österholm, Pär
3
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2
Bertola, Giuseppe
2
Bredin, Don
2
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2
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3
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2
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ECONIS (ZBW)
16
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1
Rational bubbles in G-7 countries : an empirical note based on the ADL test for threshold cointegration
Chou, Ming Che
;
Chang, Tsangyao
- In:
The empirical economics letters : a monthly …
15
(
2016
)
9
,
pp. 921-931
Persistent link: https://www.econbiz.de/10011718522
Saved in:
2
Purchasing Power Parity hold in G-8 countries? : a new test
Chiang, I-chan
;
Chang, Tsangyao
;
Cheng, Shu-ching
;
Wu, …
- In:
The empirical economics letters : a monthly …
12
(
2013
)
10
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10010363759
Saved in:
3
Nonlinear adjustment to purchasing power parity with flexible Fourier function in G-7 countries
Chang, Tsangyao
;
Su, Chi-Wei
;
Lee, Chia-Hao
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1111-1116
Persistent link: https://www.econbiz.de/10009656297
Saved in:
4
Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries
Chang, Tsangyao
;
Lee, Chia-hao
;
Chou, Pei-i
;
Tang, Dai-piao
- In:
Japan and the world economy : international journal of …
23
(
2011
)
4
,
pp. 259-264
Persistent link: https://www.econbiz.de/10009506720
Saved in:
5
Revisiting purchasing power parity for G-7 countries using nonparametric rank test for cointegration
Chang, Tsangyao
;
Lee, Kuei-chiu
;
Lu, Yang-cheng
;
Pan, …
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1795-1800
Persistent link: https://www.econbiz.de/10009383281
Saved in:
6
Interest rate linkages : identifying structural relations
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2000
Persistent link: https://www.econbiz.de/10001615062
Saved in:
7
Irreducibility and structural cointegration relations : an application to the G7 long-term interest rates
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2000
Persistent link: https://www.econbiz.de/10001615071
Saved in:
8
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
- In:
Open economies review
16
(
2005
)
2
,
pp. 107-133
Persistent link: https://www.econbiz.de/10002756312
Saved in:
9
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
- In:
Economic modelling
22
(
2005
)
2
,
pp. 253-284
Persistent link: https://www.econbiz.de/10002636882
Saved in:
10
Interest rate linkages : identifying structural relations
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
- In:
Applied financial economics
15
(
2005
)
14
,
pp. 977-986
Persistent link: https://www.econbiz.de/10003177472
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