Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests

von Yoon, Gawon
Veröffentlicht in Economic modelling (2016)

An introduction to I(∞) processes

von Yoon, Gawon
Veröffentlicht in Economic modelling (2005)

Changing volatility of long-term UK interest rates during Pax Britannica

von Yoon, Gawon
Veröffentlicht in Applied economics letters (2011)

A modern time series assessment of "A statistical model for sunspot activity" by C. W. J. Granger (1957)

von Yoon, Gawon
Veröffentlicht in Econometric analysis of financial and economic time series ; part B (2006)

Some properties of periodically collapsing bubbles

von Yoon, Gawon
Veröffentlicht in Economic modelling (2012)

Do real exchange rates really follow threshold autoregressive or exponential smooth transition autoregressive models?

von Yoon, Gawon
Veröffentlicht in Economic modelling (2010)

On the performance of a nonparametric measure of convergence towards purchasing power parity in the presence of linearity

von Yoon, Gawon
Veröffentlicht in Applied economics letters (2010)

It's all the miners' fault : on the nonlinearity in US unemployment rates

von Yoon, Gawon
Veröffentlicht in Economic modelling (2009)

Long-memory property of nonlinear transformations of break processes

von Yoon, Gawon
Veröffentlicht in Economics letters (2005)

Nonlinear mean-reversion to purchasing power parity : exponential smooth transition autoregressive models and stochastic unit root processes

von Yoon, Gawon
Veröffentlicht in Applied economics (2010)

Nonlinear mean reversion in real exchange rates : threshold autoregressive models and stochastic unit root processes

von Yoon, Gawon
Veröffentlicht in Applied economics letters (2010)

Nonlinearity in real exchange rates : an approach with disaggregated data and a new linearity test

von Yoon, Gawon
Veröffentlicht in Applied economics letters (2010)

Nonlinearity in US macroeconomic time series

von Yoon, Gawon
Veröffentlicht in Applied economics letters (2010)

On the existence of expected utility with CRRA under STUR

von Yoon, Gawon
Veröffentlicht in Economics letters (2004)

A note on some properties of STUR processes

von Yoon, Gawon
Veröffentlicht in Oxford bulletin of economics and statistics (2006)

Correlation coefficients, heteroskedasticity and contagion of financial crises

von Yoon, Gawon
Veröffentlicht in Manchester School of Economic Studies The Manchester School (2005)

Structural breaks and smooth transition autoregressive processes : an application to the US stock value ratios

von Yoon, Gawon
Veröffentlicht in Applied economics (2011)

Locating change-points in Hodrick-Prescott trends with an application to US real GDP : a generalized unobserved components model approach

von Yoon, Gawon
Veröffentlicht in Economic modelling (2015)

Is high real interest rate persistence an intrinsic characteristic of industrialized economies?

von Yoon, Gawon
Veröffentlicht in Economic modelling (2009)

Further evidence on purchasing power parity over two centuries with multiple changes in persistence

von Yoon, Gawon
Veröffentlicht in Applied economics letters (2008)