Notes, Comments and Preliminary results Apr 09 2021 Mohsen Bahmani-Oskooee , Tsangyao Chang , Zahra Elmi and Omid Ranjbar   Testing the degree of persistence of Covid-19 using Fourier quantile unit root test   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 07 2012 Chih-kai Chang and Tsangyao Chang   Revisiting the sustainability of current account deficit: SPSM using the panel KSS Test with a Fourier Function   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 20 2012 Tsangyao Chang , Chia-hao Lee and Guochen Pan   Purchasing Power Parity in African Countries: Further Evidence based on the ADL Test for Threshold Cointegration   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 17 2011 Tsangyao Chang , Chia-hao Lee and Pei-I Chou   Purchasing power parity in G-7 countries: Further evidence based on ADL test for threshold cointegration   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 19 2010 Tsangyao Chang , Su-yuan Lin and Horng-jinh Chang   Are Real Exchange Rates Nonlinear with a Unit Root? Evidence on Purchasing Power Parity for China: A Note   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2009 Tsangyao Chang , Gengnan Chiang and Yichun Zhang   Is volume index of gdp per capita stationary in oecd countries? panel stationary tests with structural breaks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 06 2008 Tsangyao Chang and Wen-Chi Liu   Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 30 2008 Tsangyao Chang , Wen-Chi Liu , Shu-Chen Kang and Kuei-Chiu Lee   Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from a Panel Stationary Test with Structural Breaks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 19 2007 Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu   An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 03 2006 Tsangyao Chang and Yang-Cheng Lu   Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 29 2005 Tsangyao Chang , Chi-Wei Su , Hsiao-Ping Chu and Hsu-Ling Chang   Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 04 2005 Tsangyao Chang , Ching-Chun Wei and Chien-Chung Nieh   Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result