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A note on hypothesis testing based on the fully modified vector autoregression

Yamada, Hiroshi; Toda, Hiro Y. - In: Economics Letters 56 (1997) 1, pp. 27-39

Persistent link: https://www.econbiz.de/10005361794

Japan’s output gap estimation and ℓ 1 trend filtering

Yamada, Hiroshi; Jin, Lan - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 81-88

Persistent link: https://www.econbiz.de/10010156102

Real interest rate equalization: some empirical evidence from the three major world financial markets

Yamada, Hiroshi - In: Applied economics 34 (2002) 16, pp. 2069-2074

Persistent link: https://www.econbiz.de/10007660194

On the linkage of real interest rates between the US and Canada: some additional empirical evidence

Yamada, Hiroshi - In: Journal of international financial markets, … 12 (2002) 3, pp. 279

Persistent link: https://www.econbiz.de/10007109872

Do local manufacturing firms benefit from transactional linkages with multinational enterprises in China?

Liu, X.; Wang, C.; Wei, Y. - 2009

This paper examines the linkage effects of foreign direct investment (FDI) on firm-level productivity in Chinese manufacturing. It is found that FDI generates positive vertical linkage effects in Chinese manufacturing at both the national and regional levels, and limited positive horizontal...

Persistent link: https://www.econbiz.de/10009476326

Sustainable development and green gross domestic product assessments in megacities based on the emergy analysis method—A case study of Wuhan

Wei, Yigang; Li, Yan; Liu, Xinjing; Wu, Meiyu - In: Sustainable Development 28 (2019) 1, pp. 294-307

Persistent link: https://www.econbiz.de/10012189820

Forecasting the volatility of Chinese stock market : An international volatility index

Lei, Likun; Zhang, Yaojie; Wei, Yu; Zhang, Yi - In: International Journal of Finance & Economics 26 (2020) 1, pp. 1336-1350

Persistent link: https://www.econbiz.de/10012273178

Global equity market volatility forecasting : New evidence

Liang, Chao; Wei, Yu; Lei, Likun; Ma, Feng - In: International Journal of Finance & Economics 27 (2020) 1, pp. 594-609

Persistent link: https://www.econbiz.de/10012273386

Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting

Bai, Lan; Li, Xiafei; Wei, Yu; Wei, Guiwu - In: International Journal of Finance & Economics 27 (2020) 3, pp. 3694-3712

Persistent link: https://www.econbiz.de/10012407155

Which uncertainty is powerful to forecast crude oil market volatility? New evidence

Li, Xiafei; Wei, Yu; Chen, Xiaodan; Ma, Feng; Liang, Chao; … - In: International Journal of Finance & Economics 27 (2020) 4, pp. 4279-4297

Persistent link: https://www.econbiz.de/10012407180