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Further analysis of official and black market exchange rates in Brazil : data transformations and structural changes

Yoon, Gawon - In: Applied financial economics 7 (1997) 3, pp. 317-325

Persistent link: https://www.econbiz.de/10001227545

The time series behaviour of Brazilian inflation rate : new evidence from unit root tests with good size and power

Yoon, Gawon - In: Applied economics letters 10 (2003) 10, pp. 627-631

Persistent link: https://www.econbiz.de/10001801927

A simple model that generates stylized facts of returns

Yoon, Gawon - 2003

Persistent link: https://www.econbiz.de/10001753302

On the existence of expected utility with CRRA under STUR

Yoon, Gawon - In: Economics letters 83 (2004) 2, pp. 219-224

Persistent link: https://www.econbiz.de/10001991509

Has the US economy really become less correlated with that of the rest of the world?

Yoon, Gawon - In: Economic modelling 22 (2005) 1, pp. 147-158

Persistent link: https://www.econbiz.de/10002561920

Long-memory property of nonlinear transformations of break processes

Yoon, Gawon - In: Economics letters 87 (2005) 3, pp. 372-377

Persistent link: https://www.econbiz.de/10002856757

An introduction to I(∞) processes

Yoon, Gawon - In: Economic modelling 22 (2005) 3, pp. 473-483

Persistent link: https://www.econbiz.de/10002770083

It's all the miners' fault : on the nonlinearity in US unemployment rates

Yoon, Gawon - In: Economic modelling 26 (2009) 6, pp. 1449-1454

Persistent link: https://www.econbiz.de/10003923610

Long memory in return volatility

Yoon, Gawon - In: Applied economics letters 17 (2010) 4/6, pp. 345-349

Persistent link: https://www.econbiz.de/10003979468

Nonlinear mean-reversion to purchasing power parity : exponential smooth transition autoregressive models and stochastic unit root processes

Yoon, Gawon - In: Applied economics 42 (2010) 4/6, pp. 489-496

Nonlinear exponential smooth transition autoregressive (ESTAR) models are recently very popular in modelling the deviation from purchasing power parity. This article, shows that there is a close relation between the ESTAR models estimated in Taylor et al. (2001) and stochastic unit root (STUR)...

Persistent link: https://www.econbiz.de/10003951985