Chaleampong Kongcharoen

Thammasat University · Faculty of Economics

The study examines the linear and nonlinear relationships between per capita carbon dioxide emissions, per capita real GDP, energy consumption, financial development, foreign direct investment, trade openness, urbanization, agriculture, and industry sectors as potential determining factors of CO 2 emissions in the perspective of Bangladesh all thro...

The study examines the linear and nonlinear associations between CO 2 emission, real GDP, energy consumption, financial development, foreign direct investment, trade openness, urbanization, agriculture, and industry as potential contributing factors of CO 2 emissions in case of Bangladesh for the duration of 1974-2018. The study uses two cointegrat...

We estimate a Vector Autoregressive model that combines the yield curve factors and macroeconomic variables using Thailand data. Main objective is to provide a pattern of the dynamic interactions between the Thailand economy and the yield curve. We find strong evidence of inflation effect on the future yield curve. Moreover, the output variable has...

This paper considers a univariate time series model to forecast Thailand exports to major trade partners. The main question is whether the explanatory variable, i.e. trade partners’ leading indicator, help improving forecasting performance. Specifically, we compare integrated autoregressive moving average (ARIMA) and ARIMA with explanatory variable...

We compare a number of models for obtaining h-step ahead minimum mean square error forecasts for nonlinear long memory processes. The forecasts from a proposed approximate nonlinear long memory, Fractionally Integrated Artificial Neural Network (FI − ANN) model, are compared to pure long memory models, e.g., ARFIMA(1,d,0) and LocalWhittle, pure non...

This paper considers the effects on multi-step prediction of using semiparametric local Whittle estimators rather than MLE for long memory ARFIMA models. We consider various representations of the minimum MSE predictor with known parameters. We then conduct a detailed simulation study for when the true parameters are replaced with estimates. The pr...

Previous studies have found large gender and racial differences in commercialization of invention. Using novel data that permit enhanced identification of women and African American inventors, we find that gender and racial differences in commercial activity related to invention are lower than once thought. This is despite relatively lower patent a...