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Flexible Fourier unit root test of unemployment for PIIGS countries

Cheng, Shu-ching; Wu, Tsung-pao; Lee, Kuei-chiu; Chang, … - In: Economic modelling 36 (2014), pp. 142-148

Persistent link: https://www.econbiz.de/10010412419

Catastrophe reinsurance pricing-modification of dynamic asset-liability management

Kang, Han-Bin; Chang, Hsuling; Chang, Tsangyao - In: Romanian journal of economic forecasting 25 (2022) 4, pp. 5-20

Persistent link: https://www.econbiz.de/10013530987

On the convergence of metals price - a series of Fourier DF unit root tests

Cai, Yifei; Chang, Tsangyao - In: Applied economics letters 30 (2023) 17, pp. 2450-2454

Persistent link: https://www.econbiz.de/10014365933

Purchasing power parity in transition countries : sequential panel selection method

Huizhen, He; Chang, Tsangyao - In: Economic modelling 35 (2013), pp. 604-609

Persistent link: https://www.econbiz.de/10010336740

Mean reversion of real interest rates : further evidence based on a unit root test with a fourier function

Chang, Chih-kai; Chang, Tsangyao - In: The empirical economics letters : a monthly … 11 (2012) 11, pp. 1149-1156

Persistent link: https://www.econbiz.de/10010199220

Purchasing power parity with nonlinear threshold unit root test

Chang, Tsangyao; Su, Chi-Wei; Liu, Yu-Shao - In: Applied economics letters 19 (2012) 7/9, pp. 839-842

Persistent link: https://www.econbiz.de/10009631823

Purchasing power parity nonlinear threshold unit root test for East-Asian countries

Chang, Tsangyao; Su, Chi-Wei; Lee, Chia-Hao - In: Applied economics letters 19 (2012) 10/12, pp. 975-979

Persistent link: https://www.econbiz.de/10009633856

Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test

Chang, Tsangyao; Chiu, Chi-chen; Nieh, Chien-chung - In: Applied economics letters 14 (2007) 7/9, pp. 517-521

Persistent link: https://www.econbiz.de/10003512167

Nonlinear threshold unit root test and PPP in transition countries

Bahmani-Oskooee, Mohsen; Chang, Tsangyao - In: The journal of developing areas 49 (2015) 1, pp. 177-186

Persistent link: https://www.econbiz.de/10011280737

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