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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Review of world economics"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Herwartz, Helmut"
~person:"Johansen, Søren"
~person:"Stock, James H."
~person:"Tiwari, Aviral Kumar"
~subject:"BSE sectoral indices"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nichtlineare Regression"
~subject:"Nonlinear regression"
~subject:"Schätzung"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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BSE sectoral indices
Einheitswurzeltest
Hysterese
Kointegration
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Estimation
5
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3
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Gil-Alaña, Luis A.
Herwartz, Helmut
Johansen, Søren
Stock, James H.
Tiwari, Aviral Kumar
Gupta, Rangan
9
Serletis, Apostolos
5
Wagner, Joachim
5
Wohar, Mark E.
4
Bouri, Elie
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Rodriguez, Gabriel
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EUI working paper / ECO
Macroeconomic dynamics
Review of world economics
The empirical economics letters : a monthly international journal of economics
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Applied economics
10
Research in international business and finance
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1
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
2
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
3
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
4
Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.
;
Bouri, E.
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
Saved in:
5
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
Saved in:
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