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Details about Tsangyao Chang

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Workplace:Department of Finance, College of Finance, Feng Chia University, (more information at EDIRC)

Access statistics for papers by Tsangyao Chang.

Last updated 2019-04-10. Update your information in the RePEc Author Service.

Short-id: pch1037


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Working Papers

2017

  1. Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The Journal of International Trade & Economic Development (2018)
  2. Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in International Review of Economics & Finance (2019)

2016

  1. Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Finance Research Letters (2018)
  3. The Relationship between Population Growth and Standard-of-Living Growth Over 1870-2013: Evidence from a Bootstrapped Panel Granger Causality Test
    Working papers, University of Connecticut, Department of Economics Downloads
    See also Journal Article in Empirica (2017)

2015

  1. Asymmetric Granger Causality between Military Expenditures and Economic Growth in Top Six Defense Suppliers
    Working Papers, University of Pretoria, Department of Economics
  2. Convergence of Health Care Expenditures across the US States: A Reconsideration
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2017)
  3. Hydroelectricity Consumption and Economic Growth Nexus: Evidence from a Panel of Ten Largest Hydroelectricity Consumers
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Renewable and Sustainable Energy Reviews (2016)
  4. Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Resources Policy (2016)
  5. The Feldstein-Horioka Puzzle in South Africa: A Fractional Cointegration Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The Journal of International Trade & Economic Development (2016)

2014

  1. Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
    Working Papers, University of Pretoria, Department of Economics View citations (16)
  2. Relationship between Happiness and Smoking: A Bootstrap Panel Causality Test
    Working Papers, University of Pretoria, Department of Economics
  3. Revisiting the Causal Relationship between CO2 Emissions and Economic Growth in 12 Asian Countries: Evidence from a Bootstrap Panel Causality Test
    Working Papers, University of Pretoria, Department of Economics
  4. Testing for Multiple Bubbles in the BRICS Stock Markets
    Working Papers, University of Pretoria, Department of Economics View citations (17)
  5. The Causal Relationship between Energy Consumption and Economic Growth in South Africa: New Evidence from Asymmetric Causality in Frequency Domain
    Working Papers, University of Pretoria, Department of Economics
  6. The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (4)
    Working papers, University of Connecticut, Department of Economics (2013) Downloads View citations (1)
  7. The Nexus between Military Expenditures and Economic Growth in the BRICS and the US: A Bootstrap Panel Causality Test
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  8. The Relationship between Population Growth and Economic Growth Over 1870-2013: Evidence from a Bootstrapped Panel-Granger Causality Test
    Working Papers, University of Pretoria, Department of Economics View citations (10)

2013

  1. Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Applied Economics (2015)
  2. Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test
    Working Papers, Department of Research, Ipag Business School Downloads View citations (5)
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (3)
  3. Are there Housing Bubbles in South Africa? Evidence from SPSM-Based Panel KSS Test with a Fourier Function
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Global Business and Economics Review (2016)
  4. CROSS-COUNTRY EVIDENCE ON THE CAUSAL RELATIONSHIP BETWEEN POLICY UNCERTAINTY AND HOUSE PRICES
    Working Papers, University of Pretoria, Department of Economics View citations (4)
  5. Causal relationship between nuclear energy consumption and economic growth in the G6 countries: Evidence from panel Granger causality tests
    Working Papers, University of Pretoria, Department of Economics
  6. Causality between Research Output and Economic Growth in BRICS
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    See also Journal Article in Quality & Quantity: International Journal of Methodology (2015)
  7. Panel Granger causality between oil consumption and GDP: Evidence from the BRICS countries
    Working Papers, University of Pretoria, Department of Economics
  8. Research Output and Economic Growth in 34 OECD countries: A Bootstrap Panel Causality Exercise
    Working Papers, University of Pretoria, Department of Economics
  9. The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach
    Working Papers, University of Pretoria, Department of Economics View citations (8)
    See also Journal Article in Emerging Markets Finance and Trade (2016)
  10. The Causal Relationship between Exports and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (2)

    See also Journal Article in International Journal of Economic Policy in Emerging Economies (2013)
  11. The Causal Relationship between House Prices and Economic Growth in the Nine Provinces of South Africa: Evidence from Panel-Granger Causality Tests
    Working Papers, University of Pretoria, Department of Economics View citations (8)
  12. The Dynamic Relationship between House Prices and Output: Evidence from US Metropolitan Statistical Areas
    Working Papers, University of Pretoria, Department of Economics View citations (3)
  13. The causal relationship between coal consumption and economic growth in the BRICS countries: Evidence from panel Granger causality tests
    Working Papers, University of Pretoria, Department of Economics
  14. The causal relationship between natural gas consumption and economic growth: Evidence from the G7 countries
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Applied Economics Letters (2016)
  15. The causal relationship between renewable energy consumption and economic growth: Evidence from the G7 countries
    Working Papers, University of Pretoria, Department of Economics
  16. The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in Energy Policy (2014)

2002

  1. The Viability of Fiscal Policy in South Korea, Taiwan, and Thailand
    International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University Downloads View citations (3)

Journal Articles

2019

  1. Nonlinear effects of P2P lending on bank loans in a Panel Smooth Transition Regression model
    International Review of Economics & Finance, 2019, 59, (C), 468-473 Downloads
  2. Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
    International Review of Economics & Finance, 2019, 59, (C), 458-467 Downloads View citations (1)
    See also Working Paper (2017)

2018

  1. Asymmetric causality between military expenditures and economic growth in top six defense spenders
    Quality & Quantity: International Journal of Methodology, 2018, 52, (3), 1193-1207 Downloads View citations (1)
  2. Asymmetric persistence in convergence for carbon dioxide emissions based on quantile unit root test with Fourier function
    Energy, 2018, 161, (C), 470-481 Downloads
  3. Catching-up process in the transition countries
    Economic Change and Restructuring, 2018, 51, (3), 249-278 Downloads
  4. Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis
    Journal for Economic Forecasting, 2018, (1), 5-19 Downloads
  5. Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks
    The Journal of International Trade & Economic Development, 2018, 27, (6), 638-654 Downloads
    See also Working Paper (2017)
  6. Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks
    Applied Economics, 2018, 50, (46), 4985-4998 Downloads View citations (1)
  7. Investigating the Persistence of Suicide in the United States: Evidence from the Quantile Unit Root Test
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2018, 135, (2), 813-833 Downloads View citations (3)
  8. Non-linear quantile unit root test and PPP: more evidence from Africa
    Applied Economics Letters, 2018, 25, (7), 465-471 Downloads
  9. Re-examination of the convergence hypothesis among OECD countries: Evidence from Fourier quantile unit root test
    International Economics, 2018, 156, (C), 77-85 Downloads
    Also in International Economics, 2018, (156), 77-85 (2018) Downloads
  10. Re-testing Prebisch–Singer hypothesis: new evidence using Fourier quantile unit root test
    Applied Economics, 2018, 50, (4), 441-454 Downloads View citations (1)
  11. Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach
    Empirica, 2018, 45, (1), 187-196 Downloads View citations (1)
  12. Testing hysteresis effect in U.S. state unemployment: new evidence using a nonlinear quantile unit root test
    Applied Economics Letters, 2018, 25, (4), 249-253 Downloads View citations (2)
  13. The Comovment between Money and Economic Growth in 15 Asia-Pacific Countries: Wavelet Coherency Analysis in Time-Frequency Domain
    Journal for Economic Forecasting, 2018, (2), 63-79 Downloads View citations (1)
  14. The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis
    Finance Research Letters, 2018, 24, (C), 1-9 Downloads
    See also Working Paper (2016)

2017

  1. Are Suicide Rate Fluctuations Transitory or Permanent? Panel KSS Unit Root Test with a Fourier Function through the Sequential Panel Selection Method
    Journal for Economic Forecasting, 2017, (3), 5-17 Downloads View citations (2)
  2. Convergence of Health Care Expenditures Across the US States: A Reconsideration
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2017, 133, (1), 303-316 Downloads
    See also Working Paper (2015)
  3. New Evidence of Interest Rate Pass-through in Taiwan: A Nonlinear Autoregressive Distributed Lag Model
    Global Economic Review, 2017, 46, (2), 129-142 Downloads
  4. P2P Loans and bank loans, the chicken and the egg, what causes what?: further evidence from a bootstrap panel granger causality test
    Applied Economics Letters, 2017, 24, (19), 1358-1362 Downloads
  5. Quantile unit root test and the PPP in Africa
    Applied Economics, 2017, 49, (19), 1913-1921 Downloads View citations (1)
  6. Revisiting purchasing power parity in Eastern European countries: quantile unit root tests
    Empirical Economics, 2017, 52, (2), 463-483 Downloads View citations (1)
  7. Revisiting the relationship between suicide and unemployment: Evidence from linear and nonlinear cointegration
    Economic Systems, 2017, 41, (2), 266-278 Downloads View citations (3)
  8. The Fourier Quantile Unit Root Test with an Application to the PPP Hypothesis in the OECD
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2017, 63, (3), 295-317 Downloads
  9. The Impact of Bank Size on Profit Stability in China
    Journal of Applied Finance & Banking, 2017, 7, (2), 4 Downloads
  10. The nexus between military expenditures and economic growth in the BRICS and the US: an empirical note
    Defence and Peace Economics, 2017, 28, (5), 609-620 Downloads
  11. The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test
    Empirica, 2017, 44, (1), 175-201 Downloads View citations (1)
    See also Working Paper (2016)
  12. UNEMPLOYMENT HYSTERESIS IN PIIGS COUNTRIES: A NEW TEST WITH BOTH SHARP AND SMOOTH BREAKS
    The Singapore Economic Review (SER), 2017, 62, (05), 1165-1177 Downloads View citations (2)
  13. Uncovering the interrelationship between the U.S. stock and housing markets: a bootstrap rolling window Granger causality approach
    Applied Economics, 2017, 49, (58), 5841-5848 Downloads

2016

  1. Are Insurance Premiums Stationary in China?
    Chinese Economy, 2016, 49, (1), 45-55 Downloads
  2. Are there housing bubbles in South Africa? Evidence from SPSM-based panel KSS test with a Fourier function
    Global Business and Economics Review, 2016, 18, (5), 517-532 Downloads
    See also Working Paper (2013)
  3. Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
    Economic Modelling, 2016, 56, (C), 66-78 Downloads View citations (1)
  4. Bring Quantile Unit Root Test back in Testing Hysteresis in Unemployment for the United States
    Journal for Economic Forecasting, 2016, (1), 5-13 Downloads
  5. Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test
    Regional Studies, 2016, 50, (10), 1728-1741 Downloads View citations (2)
  6. Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers
    Renewable and Sustainable Energy Reviews, 2016, 62, (C), 318-325 Downloads View citations (4)
    See also Working Paper (2015)
  7. Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model
    Resources Policy, 2016, 48, (C), 77-84 Downloads View citations (10)
    See also Working Paper (2015)
  8. Panel asymmetric nonlinear unit root test and PPP in Africa
    Applied Economics Letters, 2016, 23, (8), 554-558 Downloads
  9. Purchasing power parity in emerging markets: A panel stationary test with both sharp and smooth breaks
    Economic Systems, 2016, 40, (3), 453-460 Downloads View citations (1)
  10. Reserve Requirement Policy, Bond Market, and Transmission Effect
    Journal for Economic Forecasting, 2016, (2), 66-85 Downloads
  11. Revisit causal nexus between military spending and debt: A panel causality test
    Economic Modelling, 2016, 52, (PB), 939-944 Downloads View citations (5)
  12. Revisiting real interest rate parity in BRICS countries using ADL test for threshold cointegration
    Economic Analysis and Policy, 2016, 51, (C), 86-89 Downloads
  13. Revisiting the efficient market hypothesis in transition countries using quantile unit root test
    Economics Bulletin, 2016, 36, (4), 2171-2182 Downloads
  14. THE RELATIONSHIP BETWEEN GLOBALIZATION AND MILITARY EXPENDITURES IN G7 COUNTRIES: EVIDENCE FROM A PANEL DATA ANALYSIS
    ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2016, 50, (3), 285-302 Downloads View citations (1)
  15. Testing for bubbles in the BRICS stock markets
    Journal of Economic Studies, 2016, 43, (4), 646-660 Downloads View citations (2)
  16. The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach
    Emerging Markets Finance and Trade, 2016, 52, (3), 674-689 Downloads View citations (9)
    See also Working Paper (2013)
  17. The Feldstein--Horioka puzzle in South Africa: A fractional cointegration approach
    The Journal of International Trade & Economic Development, 2016, 25, (7), 978-991 Downloads View citations (1)
    See also Working Paper (2015)
  18. The causal relationship between natural gas consumption and economic growth: evidence from the G7 countries
    Applied Economics Letters, 2016, 23, (1), 38-46 Downloads View citations (3)
    See also Working Paper (2013)

2015

  1. Are house prices in South Africa really nonstationary? Evidence from SPSM-based panel KSS test with a Fourier function
    Applied Economics, 2015, 47, (1), 32-53 Downloads View citations (4)
    See also Working Paper (2013)
  2. Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test
    Economic Systems, 2015, 39, (2), 288-300 Downloads View citations (19)
  3. Are there bubbles in Chinese RMB-dollar exchange rate? Evidence from generalized sup ADF tests
    Applied Economics, 2015, 47, (56), 6120-6135 Downloads View citations (7)
  4. Causality between research output and economic growth in BRICS
    Quality & Quantity: International Journal of Methodology, 2015, 49, (1), 167-176 Downloads View citations (3)
    See also Working Paper (2013)
  5. Does research output cause economic growth or vice versa? Evidence from 34 OECD countries
    Journal of the Association for Information Science & Technology, 2015, 66, (8), 1709-1716 Downloads View citations (3)
  6. Is There Excess Liquidity in China?
    China & World Economy, 2015, 23, (3), 110-126 Downloads
  7. Military Spending and Economic Growth in the Middle East Countries: Bootstrap Panel Causality Test
    Defence and Peace Economics, 2015, 26, (4), 443-456 Downloads View citations (8)
  8. Money growth and inflation in China: New evidence from a wavelet analysis
    International Review of Economics & Finance, 2015, 35, (C), 249-261 Downloads View citations (14)
  9. NONLINEAR A DJUSTMENT TO THE LONG-RUN EQUILIBRIUM BETWEEN THE REIT AND THE STOCK MARKETS IN JAPAN AND SINGAPORE
    Journal for Economic Forecasting, 2015, (3), 27-38 Downloads View citations (1)
  10. Nonlinear threshold unit root test and ppp in transition countries
    Journal of Developing Areas, 2015, 49, (1), 177-186 Downloads
  11. Panel Granger causality between oil consumption and GDP: evidence from BRICS countries
    International Journal of Sustainable Economy, 2015, 7, (1), 30-41 Downloads
  12. Purchasing Power Parity in Transition Countries: Panel Stationary Test with Smooth and Sharp Breaks
    International Journal of Financial Studies, 2015, 3, (2), 1-9 Downloads View citations (6)
  13. Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality
    Renewable and Sustainable Energy Reviews, 2015, 52, (C), 1405-1412 Downloads View citations (20)
  14. Revisiting Purchasing Power Parity in OECD
    Applied Economics, 2015, 47, (40), 4323-4334 Downloads View citations (4)
  15. Revisiting purchasing power parity in major oil-exporting countries
    Macroeconomics and Finance in Emerging Market Economies, 2015, 8, (1-2), 108-116 Downloads View citations (4)
  16. Revisiting the Defense-Growth nexus in European countries
    Defence and Peace Economics, 2015, 26, (3), 341-356 Downloads View citations (5)
  17. Stability of long-run growth in East Asian countries: New evidence from panel stationarity test with structural breaks
    The Journal of International Trade & Economic Development, 2015, 24, (4), 570-589 Downloads
  18. The causal nexus between military spending and unemployment in the G7: a bootstrap panel causality test
    Defence and Peace Economics, 2015, 26, (6), 609-622 Downloads View citations (4)
  19. The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
    International Review of Economics & Finance, 2015, 38, (C), 220-233 Downloads View citations (21)
  20. The dynamic relationship between house prices and output: evidence from US metropolitan areas
    International Journal of Strategic Property Management, 2015, 19, (4), 336-345 Downloads View citations (3)

2014

  1. Are GDP fluctuations transitory or permanent in African countries? Sequential Panel Selection Method
    International Review of Economics & Finance, 2014, 29, (C), 380-399 Downloads View citations (6)
  2. CO2 emissions converge in the 50 U.S. states — Sequential panel selection method
    Economic Modelling, 2014, 40, (C), 320-333 Downloads View citations (5)
  3. Does Military Spending Really Matter for Economic Growth in China and G7 Countries: The Roles of Dependency and Heterogeneity
    Defence and Peace Economics, 2014, 25, (2), 177-191 Downloads View citations (8)
  4. Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test
    The European Journal of Finance, 2014, 20, (12), 1187-1210 Downloads View citations (20)
  5. Flexible Fourier unit root test of unemployment for PIIGS countries
    Economic Modelling, 2014, 36, (C), 142-148 Downloads View citations (12)
  6. Income Convergence in African Countries: Evidence from a Stationary Test With Multiple Structural Breaks
    South African Journal of Economics, 2014, 82, (3), 371-391 Downloads View citations (1)
  7. International Equity Diversification Between the United States and Brics Countries
    Journal for Economic Forecasting, 2014, (1), 123-138 Downloads View citations (2)
  8. Monetary convergence in East Asian countries relative to China
    International Review of Economics & Finance, 2014, 33, (C), 228-237 Downloads View citations (2)
  9. Purchasing Power Parity in African Countries: Evidence from the Sequential Panel Selection Method
    Economic Papers, 2014, 33, (3), 295-304 Downloads
  10. Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method
    Review of Economics & Finance, 2014, 4, 1-12 Downloads
  11. Purchasing power parity for 15 Latin American countries: Panel SURKSS test with a Fourier function
    Economic Modelling, 2014, 36, (C), 37-43 Downloads View citations (1)
  12. Revisiting purchasing power parity in 34 OECD countries: sequential panel selection method
    Applied Economics Letters, 2014, 21, (18), 1283-1287 Downloads View citations (1)
  13. Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks
    Applied Financial Economics, 2014, 24, (22), 1429-1438 Downloads View citations (11)
  14. The causal relationship between house prices and growth in the nine provinces of South Africa: evidence from panel - Granger causality tests
    International Journal of Sustainable Economy, 2014, 6, (4), 345-358 Downloads View citations (1)
  15. The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries
    Energy Policy, 2014, 66, (C), 359-368 Downloads View citations (66)
    See also Working Paper (2013)

2013

  1. Does globalization affect the insurance markets? Bootstrap panel Granger causality test
    Economic Modelling, 2013, 33, (C), 254-260 Downloads View citations (11)
  2. Energy consumption and economic growth in 12 Asian countries: panel data analysis
    Applied Economics Letters, 2013, 20, (3), 282-287 Downloads View citations (12)
  3. PURCHASING POWER PARITY IN NINE TRANSITION COUNTRIES: PANEL SURKSS TEST
    International Journal of Finance & Economics, 2013, 18, (1), 74-81 View citations (2)
  4. Purchasing power parity in transition countries: Old wine with new bottle
    Japan and the World Economy, 2013, 28, (C), 24-32 Downloads View citations (5)
  5. Purchasing power parity in transition countries: Sequential panel selection method
    Economic Modelling, 2013, 35, (C), 604-609 Downloads View citations (3)
  6. REVISITING PURCHASING POWER PARITY FOR 15 LATIN AMERICAN COUNTRIES: THRESHOLD UNIT ROOT TEST
    International Journal of Finance & Economics, 2013, 18, (2), 165-174 View citations (2)
  7. Revisiting purchasing power parity for East Asian countries using the rank test for nonlinear cointegration
    Applied Economics, 2013, 45, (19), 2847-2852 Downloads View citations (3)
  8. Revisiting purchasing power parity for East Asian countries: sequential panel selection method
    Applied Economics Letters, 2013, 20, (1), 62-66 Downloads View citations (4)
  9. Revisiting purchasing power parity in Latin America: sequential panel selection method
    Applied Economics, 2013, 45, (32), 4584-4590 Downloads View citations (6)
  10. Revisiting the mean reversion of inflation rates for 22 OECD countries
    Economic Modelling, 2013, 30, (C), 245-252 Downloads View citations (8)
  11. The causal relationship between exports and economic growth in the nine provinces of South Africa: evidence from panel-Granger causality test
    International Journal of Economic Policy in Emerging Economies, 2013, 6, (3), 296-310 Downloads View citations (3)
    See also Working Paper (2013)

2012

  1. Can the PPP stand on the BRICS? The ADL test for threshold cointegration
    Applied Economics Letters, 2012, 19, (12), 1123-1127 Downloads View citations (7)
  2. Does Gibrat’s Law Hold in the Insurance Industry of China? A Test with Sequential Panel Selection Method
    Panoeconomicus, 2012, 59, (3), 311-324 Downloads View citations (1)
  3. Is per capita real GDP stationary in five southeastern European countries? Fourier unit root test
    Empirical Economics, 2012, 43, (3), 1073-1082 Downloads View citations (4)
  4. Nonlinear adjustment to purchasing power parity for ASEAN countries
    Japan and the World Economy, 2012, 24, (4), 325-331 Downloads View citations (8)
  5. Nonlinear adjustment to purchasing power parity for Germany's real exchange rate relative to its major trading partners
    Applied Economics Letters, 2012, 19, (2), 197-202 Downloads View citations (1)
  6. Nonlinear adjustment to purchasing power parity in China
    Applied Economics Letters, 2012, 19, (9), 843-848 Downloads View citations (7)
  7. Nonlinear adjustment to purchasing power parity in G-7 countries
    Applied Economics Letters, 2012, 19, (2), 123-128 Downloads View citations (5)
  8. Nonlinear adjustment to purchasing power parity in Latin American countries: the ADL test for threshold cointegration
    Applied Economics Letters, 2012, 19, (9), 857-862 Downloads View citations (5)
  9. Nonlinear adjustment to purchasing power parity in transition countries: the ADL test for threshold cointegration
    Applied Economics Letters, 2012, 19, (7), 629-633 Downloads View citations (5)
  10. Nonlinear adjustment to purchasing power parity with flexible Fourier function in G-7 countries
    Applied Economics Letters, 2012, 19, (12), 1111-1116 Downloads View citations (3)
  11. Nonlinear adjustment to purchasing power parity: the ADL test for threshold cointegration
    Applied Economics Letters, 2012, 19, (6), 569-573 Downloads View citations (9)
  12. Nuclear energy consumption, oil consumption and economic growth in G-6 countries: Bootstrap panel causality test
    Energy Policy, 2012, 48, (C), 762-769 Downloads View citations (30)
  13. Purchasing Power Parity for Transition Countries
    Eastern European Economics, 2012, 50, (4), 42-59 Downloads
  14. Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration
    Economics Bulletin, 2012, 32, (1), 220-228 Downloads
  15. Purchasing power parity -- nonlinear threshold unit root test for transition countries
    Applied Economics Letters, 2012, 19, (18), 1781-1785 Downloads View citations (5)
  16. Purchasing power parity nonlinear threshold unit root test for East-Asian countries
    Applied Economics Letters, 2012, 19, (10), 975-979 Downloads View citations (4)
  17. Purchasing power parity with nonlinear and asymmetric smooth adjustment
    Applied Economics Letters, 2012, 19, (6), 575-578 Downloads
  18. Purchasing power parity with nonlinear and asymmetric smooth adjustment for the Middle Eastern countries
    Applied Economics Letters, 2012, 19, (5), 487-491 Downloads
  19. Purchasing power parity with nonlinear threshold unit root test
    Applied Economics Letters, 2012, 19, (9), 839-842 Downloads View citations (2)
  20. REVISITING THE EFFICIENT MARKET HYPOTHESIS FOR AFRICAN COUNTRIES: PANEL SURKSS TEST WITH A FOURIER FUNCTION
    South African Journal of Economics, 2012, 80, (3), 287-300 Downloads View citations (4)
  21. Revisiting Mean Reversion in the Stock Prices of Nine Transition Countries: Threshold Unit Root Test
    Journal for Economic Forecasting, 2012, (4), 56-67 Downloads
  22. Revisiting purchasing power parity for 18 African countries: sequential panel selection method
    Applied Economics Letters, 2012, 19, (9), 877-881 Downloads View citations (1)
  23. Revisiting purchasing power parity for African countries: with nonlinear panel unit-root tests
    Applied Economics, 2012, 44, (25), 3263-3273 Downloads View citations (1)
  24. Revisiting the sustainability of current account deficit: SPSM using the panel KSS Test with a Fourier Function
    Economics Bulletin, 2012, 32, (1), 538-550 Downloads View citations (2)
  25. Statistical evidence on the mean reversion of real interest rates: SPSM using the Panel KSS test with a Fourier function
    Applied Economics Letters, 2012, 19, (13), 1299-1304 Downloads
  26. Transitional Behavior of Government Debt Ratio on Growth: The Case of OECD Countries
    Journal for Economic Forecasting, 2012, (2), 24-37 Downloads View citations (4)

2011

  1. An empirical test of the purchasing power parity for transition economies: Panel SURADF tests
    Applied Economics Letters, 2011, 18, (17), 1691-1696 Downloads View citations (2)
  2. Does debt affect firm value in Taiwan? A panel threshold regression analysis
    Applied Economics, 2011, 43, (1), 117-128 Downloads View citations (5)
  3. Hysteresis in Unemployment for G-7 Countries: Threshold Unit Root Test
    Journal for Economic Forecasting, 2011, (4), 5-14 Downloads View citations (5)
  4. Hysteresis in unemployment for 17 OECD countries: Stationary test with a Fourier function
    Economic Modelling, 2011, 28, (5), 2208-2214 Downloads View citations (13)
  5. Is Per Capita Real GDP Stationary? An Empirical Note for 16 Transition Countries
    International Journal of Business and Economics, 2011, 10, (1), 81-86 Downloads View citations (1)
  6. Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan
    Journal for Economic Forecasting, 2011, (3), 59-70 Downloads View citations (6)
  7. Long-run purchasing power parity with asymmetric adjustment: Further evidence from nine transition countries
    Economic Modelling, 2011, 28, (3), 1383-1391 Downloads View citations (8)
  8. Long-run purchasing power parity with asymmetric adjustment: further evidence from African countries
    Applied Economics, 2011, 43, (2), 231-242 Downloads View citations (15)
  9. Long-run purchasing power parity with asymmetric adjustment: further evidence from China
    Applied Economics Letters, 2011, 18, (9), 881-886 Downloads View citations (7)
  10. Purchasing power parity for East-Asia countries: further evidence based on panel stationary test with multiple structural breaks
    Applied Economics, 2011, 43, (24), 3289-3298 Downloads
  11. Purchasing power parity for fifteen Latin American countries: Stationary test with a Fourier function
    International Review of Economics & Finance, 2011, 20, (4), 839-845 Downloads View citations (6)
  12. Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration
    Economics Bulletin, 2011, 31, (2), 1172-1182 Downloads View citations (1)
  13. Purchasing power parity in Mainland China and Taiwan: an empirical note based on threshold unit root test
    Applied Economics Letters, 2011, 18, (18), 1807-1812 Downloads View citations (1)
  14. Regime-switching effects of debt on real GDP per capita the case of Latin American and Caribbean countries
    Economic Modelling, 2011, 28, (6), 2404-2408 Downloads View citations (6)
  15. Revisiting Purchasing Power Parity for Nine Transition Countries Using the Rank Test for Nonlinear Cointegration
    Journal for Economic Forecasting, 2011, (2), 19-30 Downloads View citations (3)
  16. Revisiting long-run purchasing power parity with asymmetric adjustment for G-7 countries
    Japan and the World Economy, 2011, 23, (4), 259-264 Downloads View citations (5)
  17. Revisiting purchasing power parity for 16 Latin American countries: panel SURADF tests
    Applied Economics Letters, 2011, 18, (3), 251-255 Downloads View citations (3)
  18. Revisiting purchasing power parity for G-7 countries using nonparametric rank test for cointegration
    Applied Economics Letters, 2011, 18, (18), 1795-1800 Downloads View citations (1)
  19. Revisiting purchasing power parity for major oil-exporting countries using panel SURADF tests
    Applied Economics Letters, 2011, 18, (1), 63-67 Downloads
  20. Revisiting purchasing power parity for nine transition countries: a Fourier stationary test
    Post-Communist Economies, 2011, 23, (2), 191-201 Downloads View citations (4)
  21. Revisiting rational bubbles in the G-7 stock markets using the Fourier unit root test and the nonparametric rank test for cointegration
    Mathematics and Computers in Simulation (MATCOM), 2011, 82, (2), 346-357 Downloads View citations (1)

2010

  1. Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note
    Economics Bulletin, 2010, 30, (3), 1897-1905 Downloads View citations (1)
  2. Exploring an efficient investment regime: The case of SP100 companies
    International Review of Financial Analysis, 2010, 19, (2), 134-139 Downloads View citations (1)
  3. Is per capita real GDP stationary in China? More powerful nonlinear (logistic) unit root tests
    Applied Economics Letters, 2010, 17, (14), 1347-1349 Downloads View citations (3)
  4. Long-run purchasing power parity with asymmetric adjustment: evidence from nine major oil-exporting countries
    International Journal of Finance & Economics, 2010, 15, (3), 263-274 Downloads View citations (5)
  5. Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks
    Mathematics and Computers in Simulation (MATCOM), 2010, 80, (10), 2019-2025 Downloads View citations (1)
  6. Purchasing power parity for 10 Latin American integration association countries: panel SURKSS tests
    Applied Economics Letters, 2010, 17, (16), 1575-1580 Downloads View citations (2)
  7. Purchasing power parity for 15 COMESA and SADC countries: evidence based on panel SURADF tests
    Applied Economics Letters, 2010, 17, (17), 1721-1727 Downloads View citations (8)
  8. Purchasing power parity for ASEAN-8 countries: panel SURKSS tests
    Applied Economics Letters, 2010, 17, (15), 1517-1523 Downloads View citations (1)
  9. Purchasing power parity for G-7 countries: panel SURADF tests
    Applied Economics Letters, 2010, 17, (12), 1223-1228 Downloads View citations (1)
  10. Revisiting purchasing power parity for East Asian countries: panel SURADF tests
    Applied Economics Letters, 2010, 17, (13), 1329-1334 Downloads View citations (3)
  11. Revisiting purchasing power parity for G7 countries: further evidence based on panel SURKSS tests
    Applied Economics Letters, 2010, 17, (14), 1383-1387 Downloads View citations (6)
  12. The Non-Linear Dynamic Relationship between Exchange Rates and Macroeconomic Fundamentals in G-7 Countries
    Journal of Economics and Management, 2010, 6, (2), 203-228 Downloads

2009

  1. International equity diversification between Japan and its major trading partners
    Applied Economics Letters, 2009, 16, (14), 1433-1437 Downloads View citations (3)
  2. Is volume index of gdp per capita stationary in oecd countries? panel stationary tests with structural breaks
    Economics Bulletin, 2009, 29, (2), 588-598 Downloads
  3. Revisiting the Government Revenue-Expenditure Nexus: Evidence from 15 OECD Countries Based on the Panel Data Approach
    Czech Journal of Economics and Finance (Finance a uver), 2009, 59, (2), 165-172 Downloads View citations (14)

2008

  1. Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from a Panel Stationary Test with Structural Breaks
    Economics Bulletin, 2008, 3, (31), 1-12 Downloads View citations (4)
  2. Nonlinear short-run adjustments in US stock market returns
    Applied Financial Economics, 2008, 18, (13), 1075-1083 Downloads View citations (1)
  3. Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests
    Economics Bulletin, 2008, 3, (34), 1-12 Downloads View citations (1)

2007

  1. An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan
    Economics Bulletin, 2007, 3, (45), 1-11 Downloads View citations (2)
  2. Hysteresis in unemployment: empirical evidence from Taiwan's region data based on panel unit root tests
    Applied Economics, 2007, 39, (10), 1335-1340 Downloads View citations (11)
  3. Mean reversion in the current account of forty-eight african countries: Evidence from the Panel SURADF test
    Physica A: Statistical Mechanics and its Applications, 2007, 384, (2), 485-492 Downloads View citations (12)
  4. REVISITING HYSTERESIS IN UNEMPLOYMENT FOR TEN EUROPEAN COUNTRIES: AN EMPIRICAL NOTE ON A MORE POWERFUL NONLINEAR (LOGISTIC) UNIT ROOT
    Journal of Economic Development, 2007, 32, (1), 49-57 Downloads View citations (1)
  5. Rational bubbles in the US stock market? Further evidence from a nonparametric cointegration test
    Applied Economics Letters, 2007, 14, (7), 517-521 Downloads View citations (8)

2006

  1. A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market
    International Review of Financial Analysis, 2006, 15, (1), 57-67 Downloads View citations (4)
  2. Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading partners: an empirical note
    Applied Economics, 2006, 38, (19), 2277-2283 Downloads View citations (4)
  3. Are stock market returns related to the weather effects? Empirical evidence from Taiwan
    Physica A: Statistical Mechanics and its Applications, 2006, 364, (C), 343-354 Downloads View citations (22)
  4. Does PPP hold in African countries? Further evidence based on a highly dynamic non-linear (logistic) unit root test
    Applied Economics, 2006, 38, (20), 2453-2459 Downloads View citations (9)
  5. Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle
    Economics Bulletin, 2006, 7, (4), 1-7 Downloads
  6. Is per capita real GDP stationary in African countries? Evidence from panel SURADF test
    Applied Economics Letters, 2006, 13, (15), 1003-1008 Downloads View citations (11)

2005

  1. A REEXAMINATION OF SOUTH KOREA¡¯S AGGREGATE IMPORT DEMAND FUNCTION: THE BOUNDS TEST ANALYSIS
    Journal of Economic Development, 2005, 30, (1), 119-128 Downloads View citations (7)
  2. An empirical note on testing hysteresis in unemployment for ten European countries: panel SURADF approach
    Applied Economics Letters, 2005, 12, (14), 881-886 Downloads View citations (28)
  3. Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test
    Economics Bulletin, 2005, 3, (41), 1-9 Downloads View citations (2)
  4. Financial development and economic growth: the case of Taiwan
    Applied Economics, 2005, 37, (12), 1329-1335 Downloads View citations (34)
  5. Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests
    Economics Bulletin, 2005, 3, (24), 1-9 Downloads View citations (8)

2004

  1. A note on testing the causal link between construction activity and economic growth in Taiwan
    Journal of Asian Economics, 2004, 15, (3), 591-598 Downloads View citations (8)
  2. A re-examination of Wagner's law for ten countries based on cointegration and error-correction modelling techniques
    Applied Financial Economics, 2004, 14, (8), 577-589 Downloads View citations (29)

2003

  1. Long-Run Gains From International Equity Diversification: Taiwan’s Evidence, 1995-2001
    Journal of Economic Integration, 2003, 18, 530-544 View citations (1)

2002

  1. A Note on Testing ¡°Tax-and-Spend, Spend-and-Tax or Fiscal Synchronization¡±: The Case of China
    Journal of Economic Development, 2002, 27, (1), 151-160 Downloads View citations (6)
  2. An econometric test of Wagner's law for six countries based on cointegration and error-correction modelling techniques
    Applied Economics, 2002, 34, (9), 1157-1169 Downloads View citations (37)
  3. Financial development and economic growth in Mainland China: a note on testing demand-following or supply-leading hypothesis
    Applied Economics Letters, 2002, 9, (13), 869-873 Downloads View citations (33)
  4. Tax or Spend, What Causes What: Taiwan's Experience
    International Journal of Business and Economics, 2002, 1, (2), 157-165 Downloads View citations (8)
  5. Tax-and-spend, spend-and-tax, or fiscal synchronization: new evidence for ten countries
    Applied Economics, 2002, 34, (12), 1553-1561 Downloads View citations (26)

2001

  1. Are there any long-run benefits from international equity diversification for Taiwan investors diversifying in the equity markets of its major trading partners, Hong Kong, Japan, South Korea, Thailand and the USA
    Applied Economics Letters, 2001, 8, (7), 441-446 Downloads View citations (7)
  2. Defence spending, economic growth and temporal causality: evidence from Taiwan and mainland China, 1952-1995
    Applied Economics, 2001, 33, (10), 1289-1299 Downloads View citations (18)
  3. Energy consumption, employment, output, and temporal causality: evidence from Taiwan based on cointegration and error-correction modelling techniques
    Applied Economics, 2001, 33, (8), 1045-1056 Downloads View citations (66)
  4. International Transmission of Stock Price Movements among Taiwan and Its Trading Partners: Hong Kong, Japan and the United States
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2001, 04, (04), 379-401 Downloads View citations (1)

2000

  1. Exports, Imports and Income in Taiwan: An Examination of the Export Led Growth Hypothesis
    International Economic Journal, 2000, 14, (2), 151-160 Downloads View citations (2)

1996

  1. The weak-form efficiency of the Taiwan share market
    Applied Economics Letters, 1996, 3, (10), 663-667 Downloads View citations (5)
 
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