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person:"Gil-Alaña, Luis A."
~accessRights:"restricted"
~person:"Cooray, Arusha"
~subject:"Persistence"
~subject:"Zins"
~type:"article"
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Persistence
Zins
Estimation
73
Schätzung
73
Time series analysis
38
Zeitreihenanalyse
38
Fractional integration
32
Cointegration
29
Kointegration
29
Theorie
17
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17
Börsenkurs
12
Share price
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fractional integration
12
Fractional cointegration
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Long memory
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Aktienmarkt
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Großbritannien
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Gil-Alaña, Luis A.
Cooray, Arusha
Caporale, Guglielmo Maria
11
Apergēs, Nikolaos
5
Gupta, Rangan
5
Jareño, Francisco
5
Salisu, Afees A.
5
Boungou, Whelsy
3
Demetrescu, Matei
3
Hsing, Yu
3
Joslin, Scott
3
Maitra, Biswajit
3
Williams, John C.
3
Almahadin, Hamed Ahmad
2
Bahmani-Oskooee, Mohsen
2
Basse, Tobias
2
Belke, Ansgar
2
Berger, Tino
2
Beyer, Robert
2
Candido, Osvaldo
2
Castellanos-García, Pablo
2
Christou, Christina
2
Cruz Rambaud, Salvador
2
Cuñado Eizaguirre, Juncal
2
Divino, José Angelo
2
Doojav, Gan-Ochir
2
Elias, Nikolaos
2
Elyasiani, Elyas
2
Ferrer, Román
2
Ge, Xinyu
2
Golpe, Antonio A.
2
González Pérez, María de la O
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Hajilee, Massomeh
2
Hammoudeh, Shawkat
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Holmes, Mark J.
2
Iglesias, Jesús
2
Kajurová, Veronika
2
Kaminska, Iryna
2
Kim, Hyeongwoo
2
Kranz, Tobias
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
Journal of economics and finance
2
Research in international business and finance
2
Eastern economic journal
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economic studies
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international financial markets, institutions & money
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Journal of macroeconomics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
23
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1
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
2
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
3
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
Saved in:
4
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:
5
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
6
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
7
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:
8
Do gold prices respond to real interest rates? : evidence from the Bayesian Markov Switching VECM model
Apergēs, Nikolaos
;
Cooray, Arusha
;
Khraief, Naceur
; …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 134-148
Persistent link: https://www.econbiz.de/10012127975
Saved in:
9
Inflation in Argentina : analysis of persistence using fractional integration
Isoardi, Mateo
;
Gil-Alaña, Luis A.
- In:
Eastern economic journal
45
(
2019
)
2
,
pp. 204-223
Persistent link: https://www.econbiz.de/10012302283
Saved in:
10
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
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