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Purchasing power parity in transition countries : panel stationary test with smooth and sharp breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsung-pao - In: International Journal of Financial Studies : open … 3 (2015) 2, pp. 153-161

This study examines whether the long-run purchasing power parity (PPP) holds in transition economies (Bulgaria, the Czech Republic, Hungary, Latvia, Lithuania, Poland, Romania and Russia) using monthly data over the 1995 - 2011 period. We apply a recently introduced panel stationary test, which...

Persistent link: https://www.econbiz.de/10011308453

Is per capita real GDP stationary? : an empirical note for 16 transition countries

Chang, Tsangyao - In: International journal of business and economics 10 (2011) 1, pp. 81-86

Persistent link: https://www.econbiz.de/10009309708

Purchasing power parity for East-Asia countries : further evidence based on panel stationary test with multiple structural breaks

Chang, Tsangyao; Ding Li; Lu, Yang-cheng; Lee, Chia-hao - In: Applied economics 43 (2011) 22/24, pp. 3289-3298

Persistent link: https://www.econbiz.de/10009357392

Is per capita real GDP stationary in Asia countries? : evidence from a panel stationary test with structural breaks

Chang, Tsangyao; Chu, Hsiao-ping; Chang, Hsu-Ling - In: International journal of economics 4 (2010) 1, pp. 91-98

Persistent link: https://www.econbiz.de/10008822205

Income convergence in African countries : evidence from a stationary test with multiple structural breaks

Ranjbar, Omid; Lee, Chien-Chiang; Chang, Tsangyao; … - In: The South African journal of economics 82 (2014) 3, pp. 371-391

Persistent link: https://www.econbiz.de/10010502194

Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438

Persistent link: https://www.econbiz.de/10010460119

Revisiting Purchasing Power Parity in OECD

Jiang, Chun; Bahmani-Oskooee, Mohsen; Chang, Tsangyao - In: Applied economics 47 (2015) 40/42, pp. 4323-4334

Persistent link: https://www.econbiz.de/10011294569

Stability of long-run growth in East Asian countries : new evidence from panel stationary test with structural breaks

Ranjbar, Omid; Li, Xiao-Lin; Chang, Tsangyao; Lee, … - In: The journal of international trade & economic development 24 (2015) 3/4, pp. 570-589

Persistent link: https://www.econbiz.de/10011350719

Testing the efficiency of the wine market using unit root tests with sharp and smooth breaks

Bouri, Elie; Chang, Tsangyao; Gupta, Rangan - In: Wine Economics and Policy 6 (2017) 2, pp. 80-87

This paper examines the efficient market hypothesis for the wine market using a novel unit root test while accounting for sharp shifts and smooth breaks in the monthly data. We find evidence of structural shifts and nonlinearity in the wine indices. Contrary to the results from conventional...

Persistent link: https://www.econbiz.de/10011868262

A new unit root test against asymmetric ESTAR nonlinearity with smooth breaks

Ranjbar, Omid; Chang, Tsangyao; Elmi, Zahra Mila; Lee, … - In: Iranian economic review : journal of University of Tehran 22 (2018) 1, pp. 51-62

Persistent link: https://www.econbiz.de/10011977114