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person:"Gil-Alaña, Luis A."
~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:"Ermini, Luigi"
~person:"Herwartz, Helmut"
~person:"Tiwari, Aviral Kumar"
~subject:"Anleihe"
~subject:"Capital income"
~subject:"Einheitswurzeltest"
~subject:"Hysterese"
~subject:"Kaufkraftparität"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
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Estimation
18
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18
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Gil-Alaña, Luis A.
Ermini, Luigi
Herwartz, Helmut
Tiwari, Aviral Kumar
Chang, Tsangyao
9
Gupta, Rangan
5
Caporale, Guglielmo Maria
4
Mitra, Rajarshi
4
Bahmani-Oskooee, Mohsen
3
Bohl, Martin T.
3
Lou, Tienwei
3
Aparna, A.
2
Balcilar, Mehmet
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Biswas, Anindya Kumar
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Bouri, Elie
2
Chang, Dongkoo
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Chang, Yu-Cheng
2
Chou, Ming Che
2
Hadj Amor, Thouraya
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Hossain, Md. Sharif
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Impawe, Augustin
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Kolotioloman, Soro
2
Kopic, Suvad
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Lai, Yu-Sheng
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Lee, Chung-Chih
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Mahdavi, Saeid
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Majumdar, Anandamayee
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Maravall, Agustín
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Murthy, Vasudeva N. R.
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Naka, Atsuyuki
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Noman, Abdullah
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Nouira, Ridha
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Pierdzioch, Christian
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Poza, Carlos
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Siklos, Pierre L.
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Suresh, K. G.
2
Venkatraja, B.
2
Wohar, Mark E.
2
Woodward, G. Thomas
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Wu, Po-Chin
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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
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40
Economics and finance working paper series
32
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22
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15
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14
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13
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13
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9
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2
Oxford bulletin of economics and statistics
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2
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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ECONIS (ZBW)
17
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
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