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person:"Gil-Alaña, Luis A."
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Energy 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:"Chang, Tsangyao"
~person:"Herwartz, Helmut"
~person:"Tiwari, Aviral Kumar"
~subject:"Banking stocks"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Banking stocks
Einheitswurzeltest
Hysterese
Kointegration
Nonlinear regression
Time series analysis
Estimation
29
Schätzung
29
Unit root test
13
Cointegration
10
Zeitreihenanalyse
8
Kaufkraftparität
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Purchasing power parity
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Theorie
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Gil-Alaña, Luis A.
Chang, Tsangyao
Herwartz, Helmut
Tiwari, Aviral Kumar
Balcilar, Mehmet
4
Caporale, Guglielmo Maria
3
Gupta, Rangan
3
Ma, Feng
3
Mitra, Rajarshi
3
Shahbaz, Muhammad
3
Shahzad, Syed Jawad Hussain
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Wang, Yudong
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Aparna, A.
2
Bahmani-Oskooee, Mohsen
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Chang, Chun Ping
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Chang, Yu-Cheng
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Chou, Ming Che
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Hadj Amor, Thouraya
2
Hammoudeh, Shawkat
2
Hossain, Md. Sharif
2
Impawe, Augustin
2
Kolotioloman, Soro
2
Kopic, Suvad
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Lee, Chien-chiang
2
Lee, Chung-Chih
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Liddle, Brantley
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Liu, Li
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Lou, Tienwei
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Mitra, Subrata Kumar
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Murthy, Vasudeva N. R.
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Narayan, Paresh Kumar
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Nouira, Ridha
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Otero, Jesús G.
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Pal, Debdatta
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Pathak, Rajesh
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Sephton, Peter S.
2
Smyth, Russell
2
Sun, Yuying
2
Suresh, K. G.
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Thai-Ha Le
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Venkatraja, B.
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EUI working paper / ECO
Energy economics
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
Applied economics letters
36
Applied economics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Economic modelling
8
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
6
Research in international business and finance
6
Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Japan and the world economy : international journal of theory and policy
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The South African journal of economics
4
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3
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3
Review of development finance
3
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Bulletin of economic research
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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Oxford bulletin of economics and statistics
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Review of world economics
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Romanian journal of economic forecasting
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The Manchester School
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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
2
Tourism economics : the business and finance of tourism and recreation
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Real interest rate parity in the G7 countries : evidence from the quantile unit root test
Lou, Tienwei
;
Hsu, Chen-min
;
Chang, Tsangyao
- In:
The empirical economics letters : a monthly …
19
(
2020
)
3
,
pp. 179-190
Persistent link: https://www.econbiz.de/10012596213
Saved in:
4
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Energy economics
92
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
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
Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan
;
Chiu, Chien-Liang
;
Chang, Tsangyao
;
Wang, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
11
,
pp. 1141-1150
Persistent link: https://www.econbiz.de/10012372785
Saved in:
7
Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
; …
- In:
Energy economics
84
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012183291
Saved in:
8
Bringing quantile unit root test with both sharp shifts and smooth breaks back to testing time series property of per capita cigarette consumption
Chang, Tsangyao
;
Hsueh, Hsin-Pei
- In:
The empirical economics letters : a monthly …
17
(
2018
)
9
,
pp. 1147-1158
Persistent link: https://www.econbiz.de/10012006779
Saved in:
9
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:
10
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
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