Search Results - subject:"Fourier function"

Mean reversion of inflation rates in seven Eastern European countries : an application of a fourier quantile unit root test

Si, Dengkui; Li, Xiao-Lin - In: The journal of international trade & economic development 27 (2018) 1/2, pp. 145-167

Persistent link: https://www.econbiz.de/10011807052

Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks

Xie, Hong; Tiwari, Aviral Kumar; Chang, Tsangyao - In: Applied economics 50 (2018) 46, pp. 4985-4998

Persistent link: https://www.econbiz.de/10012061669

Hysteresis in unemployment? : evidence from linear and nonlinear unit root tests and tests with non-normal errors

Meng, Ming; Strazicich, Mark; Lee, Junsoo - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1399-1414

Persistent link: https://www.econbiz.de/10012019373

Revisiting the sustainability of current account deficit: SPSM using the panel KSS Test with a Fourier Function

Chang, Chih-kai; Chang, Tsangyao - In: Economics Bulletin 32 (2012) 1, pp. 538-550

This study applies the Sequential Panel Selection Method (SPSM) to test the mean reversion properties in the current account balance as percentages of GDP for the ten OECD countries (Australia, Canada, Finland, Germany, Korea, Mexico, Norway, Switzerland, United Kingdom and United States) over...

Persistent link: https://www.econbiz.de/10011278639

The fourier quantile unit root test with an application to the PPP hypothesis in the OECD

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Ranjbar, Omid - In: Applied economics quarterly 63 (2017) 3, pp. 295-317

Persistent link: https://www.econbiz.de/10011890423

A new test for analysing hysteresis in European unemployment

Furuoka, Fumitaka - In: Applied economics letters 24 (2017) 13/15, pp. 1102-1106

Persistent link: https://www.econbiz.de/10011716659

Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market

Banerjee, Piyali; Arčabić, Vladimir; Lee, Hyejin - In: Economic modelling 67 (2017), pp. 114-124

Persistent link: https://www.econbiz.de/10011813789

Unemployment hysteresis in PIIGS countries : a new test with both sharp and smooth breaks

Li, Jing-Ping; Ranjbar, Omid; Chang, Tsangyao - In: The Singapore economic review : journal of the Economic … 62 (2017) 5, pp. 1165-1177

Persistent link: https://www.econbiz.de/10011790723

Nonlinear Taylor rules in Central Eastern European countries

Su, Chi-Wei; Chang, Hsu-Ling; Zhang, Chengsi - In: The journal of international trade & economic development 25 (2016) 3/4, pp. 357-376

Persistent link: https://www.econbiz.de/10011448223

An empirical test of purchasing power parity for CASSH and BRICS countries : panel stationary test with both smooth and sharp breaks

Wu, Tsung-Pao - In: The empirical economics letters : a monthly … 15 (2016) 8, pp. 767-778

Persistent link: https://www.econbiz.de/10011718582