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Byung Chul Yu
Byung Chul Yu
Geverifieerd e-mailadres voor dau.ac.kr
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Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework
Y Shin, B Yu, M Greenwood-Nimmo
Festschrift in honor of Peter Schmidt: Econometric methods and applications …, 2014
38862014
Festschrift in honor of Peter Schmidt
Y Shin, B Yu, M Greenwood-Nimmo
Festschrift in Honor of Peter Schmidt 10, 978-1, 2014
1312014
Greenwood-Nimmo. 2014. Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework
Y Shin, B Yu
Festschrift in Honor of Peter Schmidt: Econometric Methods and Applications …, 2014
52*2014
A General Framework for Testing I (m) against I (m+ k)
I Choi, B Yu
Journal of Economic Theory and Econometrics 3 (1), 103-138, 1997
23*1997
The decoupling of monetary policy from long-term rates in the US during the great moderation
M Greenwood-Nimmo, Y Shin, T van Treeck, B Yu
Available at SSRN 1894621, 2013
152013
Canonical cointegrating regression and testing for cointegration in the presence of I (1) and I (2) variables
I Choi, JY Park, B Yu
Econometric Theory 13 (6), 850-876, 1997
151997
Some evidence on the asymmetry of interest rate pass-through in Asian economies
B Yu, SE Chun, J Kim
Korea and the World Economy 14 (2), 207-233, 2013
122013
The decoupling of monetary policy from long-term interest rates in the US and Germany
M Greenwood-Nimmo, Y Shin, T van Treeck, B Yu
SSRN Electron J, 2013
122013
Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests
J Lee, MC Strazicich, BC Yu
Review of Financial Economics 22 (4), 187-193, 2013
42013
LM threshold unit root tests
J Lee, MC Strazicich, BC Yu
Economics Letters 110 (2), 113-116, 2011
42011
Modelling asymmetric cointegration and dynamic multipliers in a nonlinear framework
Y Shin, B Yu, MJ Greenwood-Nimmo
Festschrift in Honor of Peter Schmidt; Williams, CH, Robin, CS, Eds, 0
2
Extended Tests for Threshold Unit Roots and Asymmetries in Lending and Deposit Rates
W Enders, J Lee, M Strazicich, BC Yu
Mimeo, 2009
12009
Asymmetric price adjustments in the Shanghai Containerized Freight Index: evidence from a nonlinear autoregressive distributed lag model
B Yu, SH Shin, YJ Ro
International Journal of Shipping and Transport Logistics 17 (1-2), 60-79, 2023
2023
Asymmetries in the Spread of Lending and Deposit Rates
J Lee, MC Strazicich, BC Yu
2010
Extended Tests for Threshold Unit Roots
J Lee, MC Strazicich, BC Yu
2010
우리나라 은행의 예· 대금리차 조정의 비대칭성: 문턱자기회귀모형 (Threshold Autoregressive) 의 이용 (Asymmetric Adjustment of Interest Rate Spread in Korean Banks: Application of …
B Yu, SE Chun
Financial Stability Studies 10 (2), 1-19, 2009
2009
Two essays on nonstationary time series
B Yu
The Ohio State University, 1994
1994
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Artikelen 1–17