| The Fourier approximation and testing for the null of cointegration CC Tsong, CF Lee, LJ Tsai, TC Hu Empirical Economics 51, 1085-1113, 2016 | 159 | 2016 |
| Asymmetric inflation dynamics: evidence from quantile regression analysis CC Tsong, CF Lee Journal of Macroeconomics 33 (4), 668-680, 2011 | 100 | 2011 |
| Quantile cointegration analysis of the Fisher hypothesis CC Tsong, CF Lee Journal of macroeconomics 35, 186-198, 2013 | 50 | 2013 |
| Testing for the efficient market hypothesis in stock prices: International evidence from nonlinear heterogeneous panels CC Lee, CC Tsong, CF Lee Macroeconomic Dynamics 18 (4), 943-958, 2014 | 30 | 2014 |
| Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test CF Lee, TC Hu, PC Li, CC Tsong Japan and the World Economy 28, 72-84, 2013 | 20 | 2013 |
| Investigating the stationarity of insurance premiums: International evidence CC Lee, CC Tsong, SJ Yang, CH Chang The European Journal of Finance 19 (4), 276-297, 2013 | 19 | 2013 |
| Revisiting the Fisher hypothesis for several selected developing economies: A quantile cointegration approach CC Tsong, A Hachicha Economic Issues 19 (1), 57-72, 2014 | 15 | 2014 |
| Exchange rate pass-through and monetary policy: A cross-commodity analysis JC Chang, CC Tsong Emerging Markets Finance and Trade 46 (6), 106-120, 2010 | 14 | 2010 |
| Bootstrapping covariate stationarity tests for inflation rates CF Lee, CC Tsong Economic Modelling 26 (6), 1443-1448, 2009 | 11 | 2009 |
| Covariate selection for testing purchasing power parity CF Lee, CC Tsong Applied Economics 43 (15), 1923-1933, 2011 | 10 | 2011 |
| Testing for a unit root with covariates against nonlinear alternatives CC Tsong Economic Modelling 28 (3), 1226-1234, 2011 | 10 | 2011 |
| Bootstrap inference for stationarity BS Kuo, CC Tsong Helsinki Center for Economic Research. Discussion Paper, 2005 | 10 | 2005 |
| Testing for stationarity of inflation rates with covariates C Tsong, C Lee South African Journal of Economics 78 (4), 344-362, 2010 | 9 | 2010 |
| Covariate unit root tests under structural change and asymmetric STAR dynamics CC Tsong, CW Wu, HH Chiu, CF Lee Economic Modelling 33, 101-112, 2013 | 7 | 2013 |
| A revisit to the stationarity of OECD inflation: Evidence from panel unit-root tests and the covariate point optimal test CC Tsong, CF Lee, CC Lee The Japanese Economic Review 63, 380-396, 2012 | 7 | 2012 |
| Do real interest rates really contain a unit root? More evidence from a bootstrap covariate unit root test C Lee, CC Tsong Pacific Economic Review 16 (5), 616-637, 2011 | 6 | 2011 |
| Further evidence on real interest rate equalization: Panel information, non‐linearities and structural changes CC Tsong, CF Lee Bulletin of Economic Research 65, s85-s105, 2013 | 4 | 2013 |
| Re-examining the fisher effect: an application of small sample distributions of the covariate unit root test CC Tsong, CF Lee Global Economic Review 41 (2), 189-207, 2012 | 4 | 2012 |
| Bootstrapping covariate unit root tests: an application to inflation rates CF Lee, CC Tsong Bulletin of Economic Research 65, s165-s174, 2013 | 3 | 2013 |
| A revisit on real interest rate parity hypothesis–simulation evidence from efficient unit root tests CF Lee, CC Tsong Applied Economics 44 (24), 3089-3099, 2012 | 3 | 2012 |
