Search Results - subject:"Threshold Unit Root Test"

Hysteresis in Unemployment for G-7 Countries: Threshold Unit Root Test

Chang, Tsangyao; Lee, Chia-Hao - In: Journal for Economic Forecasting (2011) 4, pp. 5-14

In this empirical study, we apply the threshold unit root test proposed by Caner and Hansen (2001) to re-examine the … confirmed for three countries, namely France, Germany and Italy when Caner and Hansen’s (2001) threshold unit root test is …

Persistent link: https://www.econbiz.de/10010533970

Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note

Chang, Tsangyao; Lin, Su-yuan; Chang, Horng-jinh - In: Economics Bulletin 30 (2010) 3, pp. 1897-1905

This article applies the threshold autoregressive model proposed by Caner and Hansen (2001) to examine both linearity and stationarity of China's real exchange rate vis-à-vis her 9 trading partner countries over the period of January 1986 to October 2009. Two main conclusions are drawn....

Persistent link: https://www.econbiz.de/10008596627