Jyh-Lin Wu

National Sun Yat-sen University

70 Lien-hai Rd.

Kaohsiung 80424, 80743

Taiwan

National Chung Cheng University - Department of Economics

168 Univeristy Road

Ming-Hsiung, Chia-Yi, Taiwan 621

Taiwan

SCHOLARLY PAPERS

15

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561

CITATIONS
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21

Scholarly Papers (15)

1.

A Panel Unit-Root Test with Smooth Breaks and Cross-Sectional Dependence

Number of pages: 44 Posted: 14 Apr 2012
Chingnun Lee and Jyh-Lin Wu
National Sun Yat-sen University and National Sun Yat-sen University
Downloads 128 (219,319)
Citation 3

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Panel unit-root test, Fourier approximation, Cross-sectional dependence, Purchasing

2.

Exchange Rates as Exchange Rate Common Factors

HKIMR Working Paper No.21/2012
Number of pages: 29 Posted: 31 Aug 2012
affiliation not provided to SSRN, University of Notre Dame - Department of Economics and Econometrics, University of Auckland - Department of Economics and National Sun Yat-sen University
Downloads 99 (263,639)

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exchange rates, common factors, forecasting

A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure

Number of pages: 62 Posted: 22 Sep 2013
Chingnun Lee, Jyh-Lin Wu and Lixong Yang
National Sun Yat-sen University, National Sun Yat-sen University and Xi'an Jiaotong University (XJTU)
Downloads 87 (288,790)

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Panel unit-root test, Fourier approximation, Cross-sectional dependence, Purchasing power parity

A Simple Panel Unit‐Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure

Oxford Bulletin of Economics and Statistics, Vol. 78, Issue 3, pp. 365-393, 2016
Number of pages: 29 Posted: 26 Apr 2016
Chingnun Lee, Jyh-Lin Wu and Lixiong Yang
National Sun Yat-sen University, National Sun Yat-sen University and Lanzhou University - Lanzhou University School of Management
Downloads 1 (675,558)
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4.

A Revisit to the Dependence Structure between Stock and Foreign Exchange Markets: A Dependence-Switching Copula Approach

Number of pages: 39 Posted: 14 Apr 2012
Yi-Chiuan Wang, Jyh-Lin Wu and Yi-hao Lai
National Sun Yat-sen University, National Sun Yat-sen University and Dayeh Universty
Downloads 88 (284,315)
Citation 7

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dependence-switching copula, tail dependence, systemic risk, portfolio rebalancing, return chasing

5.

Factor Model Forecasts of Exchange Rates Revisited

Number of pages: 30 Posted: 03 Jun 2012
Jyh-Lin Wu and Yi-Chiuan Wang
National Sun Yat-sen University and National Sun Yat-sen University
Downloads 74 (315,412)
Citation 1

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independent component factors, principal component factors, exchange rates, out-of-sample prediction

6.

The Micro-Macro Disconnect of Purchasing Power Parity

NBER Working Paper No. w15624
Number of pages: 53 Posted: 04 Jan 2010 Last Revised: 11 Sep 2010
Paul R. Bergin, Reuven Glick and Jyh-Lin Wu
University of California, Davis - Department of Economics, Federal Reserve Bank of San Francisco - Center for Pacific Basin Monetary & Economic Studies and National Sun Yat-sen University
Downloads 28 (471,206)
Citation 12

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7.

A Theory-Based, State-Dependent Phillips Curve and its Estimation

Economic Inquiry, Vol. 43, Issue 1, pp. 194-205, 2005
Number of pages: 12 Posted: 05 Jun 2006
Hsiu-Yun Lee, Jyh-Lin Wu and Show-Lin Chen
National Chung Cheng University - Department of Economics, National Sun Yat-sen University and Fu-Jen Catholic University
Downloads 28 (471,206)
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8.

Identifying Exchange Rate Common Factors

NBER Working Paper No. w23726
Number of pages: 43 Posted: 28 Aug 2017
University of Auckland - Department of Economics, University of Auckland - Department of Economics, University of Notre Dame - Department of Economics and Econometrics and National Sun Yat-sen University
Downloads 11 (568,285)

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9.

Conditional PPP and Real Exchange Rate Convergence in the Euro Area

NBER Working Paper No. w21979
Number of pages: 31 Posted: 15 Feb 2016
Paul R. Bergin, Reuven Glick and Jyh-Lin Wu
University of California, Davis - Department of Economics, Federal Reserve Bank of San Francisco - Center for Pacific Basin Monetary & Economic Studies and National Sun Yat-sen University
Downloads 10 (574,446)
Citation 1

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10.

Mussa Redux and Conditional PPP

NBER Working Paper No. w18331
Number of pages: 38 Posted: 25 Aug 2012 Last Revised: 28 Aug 2012
Paul R. Bergin, Reuven Glick and Jyh-Lin Wu
University of California, Davis - Department of Economics, Federal Reserve Bank of San Francisco - Center for Pacific Basin Monetary & Economic Studies and National Sun Yat-sen University
Downloads 4 (613,096)
Citation 2

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11.

Purchasing Power Parity, Productivity Differentials and Non-Linearity

The Manchester School, Vol. 77, Issue 3, pp. 271-287, June 2009
Number of pages: 17 Posted: 27 Apr 2009
Jyh-Lin Wu, Pei-Fen Chen and Ching-Nun Lee
National Sun Yat-sen University, National Health Research Institutes and affiliation not provided to SSRN
Downloads 3 (621,025)
Citation 17
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12.

Does the Launch of the Euro Hinder the Current Account Adjustment of the Eurozone?

Economic Inquiry, Vol. 56, Issue 2, pp. 1116-1135, 2018
Number of pages: 20 Posted: 22 Feb 2018
Jo‐wei Wu and Jyh-Lin Wu
Chung-Hua Institution for Economic Research and National Sun Yat-sen University
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13.

Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices

Pacific Economic Review, Vol. 18, Issue 4, pp. 431-455, 2013
Number of pages: 25 Posted: 16 Nov 2013
National Taiwan University, National Taiwan Normal University, Department of Civic Education and Leadership and National Sun Yat-sen University
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Citation 1
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14.

Mean Reversion of Inflation Rates: Evidence from 13 OECD Countries

Journal of Macroeconomics, Vol. 23, No. 3, Summer 2001
Posted: 23 Oct 2001
Hsiu-Yun Lee and Jyh-Lin Wu
National Chung Cheng University - Department of Economics and National Sun Yat-sen University

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15.

A Re-Examination of Purchasing Power Parity in Japan and Taiwan

Journal of Macroeconomics, Vol. 22, No. 2, Spring 2000
Posted: 16 Nov 1999
Jyh-Lin Wu and Show-Li Chen
National Sun Yat-sen University and Fu-Jen Catholic University

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