Similar Search Results

Exchange rate pass-through and monetary policy : a cross-commodity analysis

Chang, Jui-Chuan; Tsong, Ching-Chuan - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 106-120

Persistent link: https://www.econbiz.de/10009238967

The credit channel of monetary transmission in a small open economy

Chang, Jui-chuan - In: International economic journal 22 (2008) 2, pp. 215-230

Persistent link: https://www.econbiz.de/10003727543

Testing for a unit root with covariates against nonlinear alternatives

Tsong, Ching-chuan - In: Economic modelling 28 (2011) 3, pp. 1226-1234

Persistent link: https://www.econbiz.de/10009272193

Are real exchange rates mean reverting in developing economies in Asia? : a covariate stationarity approach

Tsong, Ching-chuan - In: International economic journal 24 (2010) 3, pp. 397-412

Persistent link: https://www.econbiz.de/10008822754

Unit root testing with stationary covariates in the framework of asymmetric STAR nonlinearity

Tsong, Ching-chuan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-30

Persistent link: https://www.econbiz.de/10009679593

Unit root testing with stationary covariates in the framework of asymmetric STAR nonlinearity

Tsong, Ching-chuan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 5, pp. 1-30

Persistent link: https://www.econbiz.de/10010077656

Assessing the Accuracy of Event Forecasts

Tsong, Ching-Chuan - In: Journal of Economics and Management 5 (2009) 2, pp. 219-240

Event forecasts, often generated from estimated econometric models, comprise a binary time series. In empirical finance, the market timing test proposed by Henricksson and Merton (1981) is probably the most popular method to assess the accuracy of these forecasts. Unfortunately, event forecasts...

Persistent link: https://www.econbiz.de/10008555972

Do real interest rates really contain a unit root? : more evidence from a bootstrap covariate unit root test

Lee, Cheng-feng; Tsong, Ching-chuan - In: Pacific economic review 16 (2011) 5, pp. 616-637

Persistent link: https://www.econbiz.de/10009412764

Testing for stationarity of inflation rates with covariates

Tsong, Ching-chuan; Lee, Cheng-feng - In: The South African journal of economics 78 (2010) 4, pp. 344-362

Persistent link: https://www.econbiz.de/10008903573

Asymmetric inflation dynamics : evidence from quantile regression analysis

Tsong, Ching-chuan; Lee, Cheng-feng - In: Journal of macroeconomics 33 (2011) 4, pp. 668-680

Persistent link: https://www.econbiz.de/10009530441