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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

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

The causal nexus between military spending and unemployment in the G7 : a bootstrap panel causality test

Zhong, Ming; Chang, Tsangyao; Tang, De-piao; … - In: Defence and peace economics 26 (2015) 5, pp. 609-622

Persistent link: https://www.econbiz.de/10011372721

Money growth and inflation in China : new evidence from a wavelet analysis

Jiang, Chun; Chang, Tsangyao; Li, Xiao-Lin - In: International review of economics & finance : IREF 35 (2015), pp. 249-261

Persistent link: https://www.econbiz.de/10011333667

Purchasing Power Parity in African countries : evidence from the sequential panel selection method

Bahmani-Oskooee, Mohsen; Kones, Alice; Chang, Tsangyao - In: Economic papers : a journal of applied economics and policy 33 (2014) 3, pp. 295-304

Persistent link: https://www.econbiz.de/10011337847

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

Revisiting purchasing power parity in G6 countries : an application of smooth time-varying cointegration approach

Wu, Jingfei; Bahmani-Oskooee, Mohsen; Chang, Tsangyao - In: Empirica : journal of european economics 45 (2018) 1, pp. 187-196

Persistent link: https://www.econbiz.de/10011965805

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

Comparison of hedging performance with a rollover semi-variance approach

Chang, Tsangyao; Ho, Chia-Fan - In: The empirical economics letters : a monthly … 17 (2018) 4, pp. 441-452

Persistent link: https://www.econbiz.de/10011913063

Purchasing power parity in BRICS countries : fourier quantile unit root tests

Chang, Tsangyao; Lin, Tzu-ling - In: The empirical economics letters : a monthly … 17 (2018) 5, pp. 597-609

Persistent link: https://www.econbiz.de/10011913383