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Unit root testing with station...
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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
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2
Asymmetric inflation dynamics: Evidence from quantile regression analysis
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
- In:
Journal of macroeconomics
33
(
2011
)
4
,
pp. 668-681
Persistent link: https://www.econbiz.de/10009806914
Saved in:
3
Covariate unit root tests under structural change and asymmetric STAR dynamics
Tsong, Ching-Chuan
;
Wu, Chien-Wei
;
Chiu, Hsien-Hung
; …
- In:
Economic modelling
33
(
2013
),
pp. 101-112
Persistent link: https://www.econbiz.de/10010161363
Saved in:
4
Investigating the stationarity of insurance premiums: international evidence
Lee, Chien-Chiang
;
Tsong, Ching-Chuan
;
Yang, Shih-Jui
; …
- In:
The European journal of finance
19
(
2013
)
4
,
pp. 276-297
Persistent link: https://www.econbiz.de/10010107835
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5
Bootstrapping covariate stationarity tests for inflation rates
Lee, Cheng-Feng
;
Tsong, Ching-Chuan
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1443-1448
Persistent link: https://www.econbiz.de/10008312136
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6
A revisit on real interest rate parity hypothesis simulation evidence from efficient unit root tests
Lee, Cheng-Feng
;
Tsong, Ching-Chuan
- In:
Applied economics
44
(
2012
)
24
,
pp. 3089-3100
Persistent link: https://www.econbiz.de/10009817758
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7
Quantile cointegration analysis of the Fisher hypothesis
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
- In:
Journal of macroeconomics
35
(
2013
),
pp. 186-198
Persistent link: https://www.econbiz.de/10010083385
Saved in:
8
Covariate selection for testing purchasing power parity
Lee, Cheng-Feng
;
Tsong, Ching-Chuan
- In:
Applied economics
43
(
2011
)
15
,
pp. 1923-1934
Persistent link: https://www.econbiz.de/10009134016
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9
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. 397-413
Persistent link: https://www.econbiz.de/10008639506
Saved in:
10
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. 106-121
Persistent link: https://www.econbiz.de/10008770862
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