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person:"Gil-Alaña, Luis A."
~isPartOf:"Bulletin of economic research"
~isPartOf:"EUI working paper / ECO"
~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:"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"
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BSE sectoral indices
Einheitswurzeltest
Hysterese
Kointegration
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Time series analysis
Estimation
18
Zeitreihenanalyse
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Theory
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7
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Gil-Alaña, Luis A.
Herwartz, Helmut
Stock, James H.
Tiwari, Aviral Kumar
Chang, Tsangyao
11
Gupta, Rangan
7
Caporale, Guglielmo Maria
6
Mitra, Rajarshi
5
Bohl, Martin T.
4
Wu, Po-chin
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Azar, Samih Antoine
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Bahmani-Oskooee, Mohsen
3
Bouri, Elie
3
Hossain, Md. Sharif
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Ichino, Andrea
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Impawe, Augustin
3
Lou, Tienwei
3
Marcellino, Massimiliano
3
Pierdzioch, Christian
3
Sousa, Ricardo M.
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Verner, Dorte
3
Wohar, Mark E.
3
Çağlayan Akay, Ebru
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Adrangi, Bahram
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Aggarwal, Khushboo
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Aparna, A.
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Artis, Michael J.
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Baloch, Amdadullah
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Belzil, Christian
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Bhandari, Avishek
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Biswas, Anindya Kumar
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Boughrara, Adel
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Chang, Dongkoo
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Chang, Yu-Cheng
2
Chou, Ming Che
2
Demirer, Rıza
2
Dergiades, Theologos
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Di Pietro, Giorgio
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Bulletin of economic research
EUI working paper / ECO
The empirical economics letters : a monthly international journal of economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
CESifo working papers
43
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of economics & finance : IREF
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Journal of international money and finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Oxford bulletin of economics and statistics
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Review of world economics
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SFB 649 discussion paper
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The South African journal of economics
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An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
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Applied econometrics and international development
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Applied quantitative finance
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Computational economics
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ECONIS (ZBW)
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1
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
2
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:
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:
6
Testing the Purchasing Power Parity hypothesis in India : a non-linear cointegration approach
Tiwari, Aviral Kumar
;
Aruna, Mothkuri
;
Dash, Aruna Kumar
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1321-1330
Persistent link: https://www.econbiz.de/10012006892
Saved in:
7
Estimating market risk using time-varying CAPM and structural break models in Indian banking sector
Jena, Sangram Kesari
;
Mitra, Amarnath
;
Tiwari, Aviral Kumar
- In:
The empirical economics letters : a monthly …
17
(
2018
)
4
,
pp. 505-511
Persistent link: https://www.econbiz.de/10011913245
Saved in:
8
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
9
A re-examination of real interest parity in ceecs using "old" and "new" second-generation panel unit root tests
Albulescu, Claudiu Tiberiu
;
Pépin, Dominique
;
Tiwari, …
- In:
Bulletin of economic research
68
(
2016
)
2
,
pp. 133-150
Persistent link: https://www.econbiz.de/10011496421
Saved in:
10
A revisit of hysteresis and NAIRU : evidence from united states
Suresh, K. G.
;
Tiwari, Aviral Kumar
- In:
The empirical economics letters : a monthly …
14
(
2015
)
4
,
pp. 353-360
Persistent link: https://www.econbiz.de/10011418856
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