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Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form

ÇEKİN, S. Emre; Ivashchenko, Sergey; Gupta, Rangan; … - 2023

Recent research shows that time-varying volatility plays a crucial role in nonlinear modeling. Contributing to this literature, we suggest a DSGE-GARCH approach that allows for straightforward computation of DSGE models with time-varying volatility, where the volatility component is formulated...

Persistent link: https://www.econbiz.de/10014355460

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) 3/4, pp. 276-297

Persistent link: https://www.econbiz.de/10010243644

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

Trend stationary of inflation rates : evidence from LM unit root testing with a long span of historical data

Lee, Chien-Chiang; Chang, Chun-Ping - In: Applied economics 40 (2008) 19/21, pp. 2523-2536

Persistent link: https://www.econbiz.de/10003803148

Are per capita carbon dioxide emissions converging among industrialized countries? : new time series evidence with structural breaks

Chang, Chun-Ping; Lee, Chien-Chiang - In: Environment and development economics 13 (2008) 4, pp. 497-515

Persistent link: https://www.econbiz.de/10003766968

Is energy consumption per capita broken stationary? : new evidence from regional-based panels

Chen, Pei-Fen; Lee, Chien-Chiang - In: Energy policy 35 (2007) 6, pp. 3526-3540

Persistent link: https://www.econbiz.de/10003487780

Endogenous structural breaks, public investment in agriculture and agricultural land productivity in Taiwan

Lee, Chien-Chiang; Hsu, Yi-Chung - In: Applied economics 41 (2009) 1/3, pp. 87-103

Persistent link: https://www.econbiz.de/10003828988

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

Reopening the convergence debate when sharp breaks and Smooth shifts wed, 1870-2010

Ranjbar, Omid; Chang, Tsangyao; Lee, Chien-Chiang; … - In: Iranian economic review : journal of University of Tehran 20 (2016) 3, pp. 356-377

Persistent link: https://www.econbiz.de/10011588514

A re-examination of German government approval and economic performance : is there a stable relationship between them?

Chang, Chun-ping; Lee, Chien-Chiang - In: International economic journal 24 (2010) 1, pp. 25-43

Persistent link: https://www.econbiz.de/10003960515