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person:"Gil-Alaña, Luis A."
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Reihe Ökonomie"
~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:"Kunst, Robert M."
~person:"Stock, James H."
~person:"Tiwari, Aviral Kumar"
~subject:"Aktienmarkt"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kaufkraftparität"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Share price"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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Aktienmarkt
Einheitswurzeltest
Hysterese
Kaufkraftparität
Kointegration
Nonlinear regression
Share price
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Estimation
13
Schätzung
13
Zeitreihenanalyse
9
Großbritannien
6
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6
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5
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11
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Gil-Alaña, Luis A.
Herwartz, Helmut
Kunst, Robert M.
Stock, James H.
Tiwari, Aviral Kumar
Jumah, Adusei
7
Costantini, Mauro
3
Fernandes, Marcelo
2
Lütkepohl, Helmut
2
Mutl, Jan
2
Pappalardo, Carmine
2
Polasek, Wolfgang
2
Alt, Raimund
1
Amaro de Matos, João
1
Bode, Eckhardt
1
Brüggemann, Ralf
1
Fortin, Ines
1
Grammig, Joachim
1
Hahn, Franz R.
1
Helmenstein, Christian
1
Huber, Peter
1
Häfke, Christian
1
Johansen, Søren
1
Jordà, Òscar
1
Jusélius, Katarina
1
Karanassou, Marika
1
Knüppel, Malte
1
Lanne, Markku
1
Maravall Herrero, Agustín
1
Marcellino, Massimiliano
1
Pichelmann, Karl
1
Robinson, Peter M.
1
Rünstler, Gerhard
1
Schuh, Ulrich
1
Sellner, Richard
1
Snower, Dennis J.
1
Sögner, Leopold
1
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EUI working paper / ECO
Empirica : journal of european economics
Reihe Ökonomie
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
41
Economics and finance working paper series
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Discussion papers of interdisciplinary research project 373
14
IHS economics series : working paper
7
Economics working paper
5
Department of Economics working papers
2
Discussion paper series / IZA
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / Department of Economics, University of Vienna
2
Working papers / University of Connecticut, Department of Economics
2
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
1
Department of Economics working paper series
1
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1
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Koç University - TÜSİAD Economic Research Forum working paper series
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SFB 649 discussion paper
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Technical working paper / National Bureau of Economic Research
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ECONIS (ZBW)
11
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1
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Costantini, Mauro
;
Kunst, Robert M.
-
2009
Persistent link: https://www.econbiz.de/10003931025
Saved in:
2
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei
;
Kunst, Robert M.
-
2008
Persistent link: https://www.econbiz.de/10003778880
Saved in:
3
Forecasting aggregate demand in West African economies : the influence of immigrant remittance flows and of asymmetric error correction
Jumah, Adusei
;
Kunst, Robert M.
-
2005
Persistent link: https://www.econbiz.de/10002626656
Saved in:
4
Modeling national accounts sub-aggregates : an application of non-linear error correction
Jumah, Adusei
;
Kunst, Robert M.
-
2004
Persistent link: https://www.econbiz.de/10001974056
Saved in:
5
Toward a theory of evaluating predictive accuracy
Kunst, Robert M.
;
Jumah, Adusei
-
2004
Persistent link: https://www.econbiz.de/10002433735
Saved in:
6
On mean reversion in real interest rates : an application of threshold cointegration
Jumah, Adusei
;
Kunst, Robert M.
-
2002
Persistent link: https://www.econbiz.de/10001642276
Saved in:
7
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994027
Saved in:
8
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000994028
Saved in:
9
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
10
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
Saved in:
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