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person:"Gil-Alaña, Luis A."
~isPartOf:"Department of Economics working papers"
~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:"Tiwari, Aviral Kumar"
~subject:"Anleihe"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
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Anleihe
Einheitswurzeltest
Hysterese
Kointegration
Nonlinear regression
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Estimation
18
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18
Theorie
9
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9
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9
Unit root test
8
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7
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Gil-Alaña, Luis A.
Herwartz, Helmut
Tiwari, Aviral Kumar
Chang, Tsangyao
9
Caporale, Guglielmo Maria
6
Mitra, Rajarshi
3
Aparna, A.
2
Bahmani-Oskooee, Mohsen
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Chang, Dongkoo
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Chang, Yu-Cheng
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Ermini, Luigi
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Hadj Amor, Thouraya
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Hossain, Md. Sharif
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Impawe, Augustin
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Kolotioloman, Soro
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Kopic, Suvad
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Lee, Chung-Chih
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Lou, Tienwei
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Maravall, Agustín
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Murthy, Vasudeva N. R.
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Nouira, Ridha
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Poza, Carlos
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Suresh, K. G.
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Venkatraja, B.
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Woodward, G. Thomas
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Wu, Po-Chin
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Yücel, Ali Gökhan
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Alhayky, Ahmed Abdulhusain Ali
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Alsamara, Mouyad
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Department of Economics working papers
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
39
Economics and finance working paper series
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Applied economics letters
14
Applied economics
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Discussion papers of interdisciplinary research project 373
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
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5
International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of economics and finance : JEF
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The South African journal of economics
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Empirica : journal of european economics
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International review of financial analysis
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Journal of economics and finance
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Oxford bulletin of economics and statistics
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Review of financial economics : RFE
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Review of world economics
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The North American journal of economics and finance : a journal of financial economics studies
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Theoretical economics letters
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
16
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Testing the efficiency of stock market using nonlinear unit root : evidence from India
Suresh, K. G.
;
Tiwari, Aviral Kumar
- In:
The empirical economics letters : a monthly …
14
(
2015
)
6
,
pp. 543-549
Persistent link: https://www.econbiz.de/10011419117
Saved in:
8
Sustainability of trade deficit in India
Tiwari, Aviral Kumar
;
Pandey, Bharti
- In:
The empirical economics letters : a monthly …
10
(
2011
)
9
,
pp. 843-850
Persistent link: https://www.econbiz.de/10009571855
Saved in:
9
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001615066
Saved in:
10
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
Saved in:
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