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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~person:"Chang, Tsangyao"
~person:"Nguyen, Duc Khuong"
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Zeitreihenanalyse
Estimation
46
Schätzung
46
Kaufkraftparität
28
Purchasing power parity
28
Einheitswurzeltest
21
Unit root test
21
Statistical test
15
Statistischer Test
15
Nichtlineare Regression
10
Nonlinear regression
10
Cointegration
8
Kointegration
8
Panel
8
Panel study
8
Time series analysis
8
Theorie
7
Theory
7
China
6
East Asia
6
Ostasien
6
Aktienmarkt
5
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USA
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United States
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Börsenkurs
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G7 countries
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G7-Staaten
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Structural break
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Strukturbruch
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Autocorrelation
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Autokorrelation
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Fourier function
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Stochastic process
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1980-2008
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Zimmermann, Klaus F.
Chang, Tsangyao
Nguyen, Duc Khuong
Gil-Alaña, Luis A.
16
Moosa, Imad A.
10
Tiwari, Aviral Kumar
6
Caporale, Guglielmo Maria
5
Bahmani-Oskooee, Mohsen
4
Gupta, Rangan
4
Ranjbar, Omid
4
Omay, Tolga
3
Speight, Alan E. H.
3
Albulescu, Claudiu Tiberiu
2
Balcombe, Kelvin G.
2
Burns, Kelly
2
Cai, Yifei
2
Carcel, Hector
2
Cook, Steven
2
Harvey, David I.
2
Hasanov, Mübariz
2
Kim, Jong-Min
2
Kunst, Robert M.
2
Ma, Feng
2
Payne, James E.
2
Peel, David
2
Peng, Yi-Ting
2
Yamada, Hiroshi
2
Abedin, Md. Thasinul
1
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André, Christophe
1
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1
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1
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Applied economics letters
Applied economics
Applied economics quarterly
2
Romanian journal of economic forecasting
2
The empirical economics letters : a monthly international journal of economics
2
Applied financial economics
1
DIW Berlin Discussion Paper
1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1
Discussion paper series / IZA
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic systems
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Empirica : journal of european economics
1
German Council for Social and Economic Data (RatSWD) Research Notes
1
IZA Discussion Paper
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International Journal of Financial Studies : open access journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Iranian economic review : journal of University of Tehran
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Journal of economic development
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
8
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8
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics
50
(
2018
)
4
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011846997
Saved in:
6
Testing hysteresis effect in U.S. state unemployment : new evidence using a nonlinear quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 249-253
Persistent link: https://www.econbiz.de/10011854429
Saved in:
7
Modelling inflation shifts and persistence in Tunisia : perspectives from an evolutionary spectral approach
Ftiti, Zied
;
Guesmi, Khaled
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6200-6210
Persistent link: https://www.econbiz.de/10011381288
Saved in:
8
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
Saved in:
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