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 | 4142 | 2014 |
Festschrift in honor of Peter Schmidt Y Shin, B Yu, M Greenwood-Nimmo Festschrift in Honor of Peter Schmidt 10, 978-1, 2014 | 137 | 2014 |
Greenwood-Nimmo. 2014. Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework Y Shin, B Yu, M YJ Festschrift in Honor of Peter Schmidt, edited by WC Horrace and RC Sickles …, 2014 | 40* | 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 | 16 | 2013 |
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 | 15 | 1997 |
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 | 13 | 2013 |
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 10, 2013 | 12 | 2013 |
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 | 4 | 2013 |
LM threshold unit root tests J Lee, MC Strazicich, BC Yu Economics Letters 110 (2), 113-116, 2011 | 4 | 2011 |
Extended Tests for Threshold Unit Roots and Asymmetries in Lending and Deposit Rates W Enders, J Lee, M Strazicich, BC Yu Mimeo, 2009 | 1 | 2009 |
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 |