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person:"Gil-Alaña, Luis A."
~isPartOf:"Economic modelling"
~person:"Herwartz, Helmut"
~person:"Kunst, Robert M."
~person:"Pesaran, M. Hashem"
~person:"Stock, James H."
~person:"Tiwari, Aviral Kumar"
~subject:"Arbeitslosigkeit"
~subject:"Kointegration"
~subject:"Share price"
~subject:"State space model"
~subject:"Time series analysis"
~subject:"Unit root test"
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Arbeitslosigkeit
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Estimation
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10
Börsenkurs
4
Zustandsraummodell
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Gil-Alaña, Luis A.
Herwartz, Helmut
Kunst, Robert M.
Pesaran, M. Hashem
Stock, James H.
Tiwari, Aviral Kumar
Lee, Chien-chiang
5
Arčabić, Vladimir
4
Chang, Chun Ping
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Gupta, Rangan
3
Jalil, Abdul
3
Narayan, Paresh Kumar
3
Nazlıoğlu, Şaban
3
Paradiso, Antonio
3
Arouri, Mohamed
2
Beckmann, Joscha
2
Bekiros, Stelios
2
Chang, Ming-Jen
2
Chen, Shyh-wei
2
Chien, Mei-Se
2
Cross, Jamie
2
Czudaj, Robert
2
Donayre, Luiggi
2
Francois, John Nana
2
Gatfaoui, Hayette
2
Gong, Qiang
2
Hou, Chenghan
2
Hsu, Chi-Sheng
2
Huang, Zhuo
2
Huizhen, He
2
Idrees, Muhammad
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Ismail, Aisha
2
Katrakilides, K.
2
Kiani, Khurshid M.
2
Kumar, Saten
2
Lee, Junsoo
2
Liu, Li
2
Martín-Román, Ángel L.
2
Matsuki, Takashi
2
Mishra, Sagarika
2
Modise, Mampho P.
2
Narayan, Seema
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Economic modelling
CESifo working papers
46
Economics and finance working paper series
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Applied economics
16
Applied economics letters
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Discussion papers of interdisciplinary research project 373
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Research in international business and finance
9
DAE working paper
8
Finance research letters
8
IHS economics series : working paper
8
Reihe Ökonomie
8
Cambridge working papers in economics
7
International journal of finance & economics : IJFE
6
EUI working paper / ECO
5
Economics working paper
5
The empirical economics letters : a monthly international journal of economics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Discussion paper series / IZA
4
Energy economics
4
International review of economics & finance : IREF
4
NBER Working Paper
4
Review of development finance
4
CESifo Working Paper Series
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economics and finance : JEF
3
Journal of forecasting
3
Journal of risk and financial management : JRFM
3
NBER working paper series
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Oxford bulletin of economics and statistics
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Applied econometrics and international development
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Bulletin of economic research
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DNB working paper
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ECONIS (ZBW)
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1
Stock returns and inflation in Pakistan
Tiwari, Aviral Kumar
;
Dar, Arif Billah
;
Bhanja, Niyati
; …
- In:
Economic modelling
47
(
2015
),
pp. 23-31
Persistent link: https://www.econbiz.de/10011437015
Saved in:
2
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar
;
Phouphet Kyophilavong
- In:
Economic modelling
43
(
2014
),
pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
Saved in:
3
Revisiting the inflation-output gap relationship for France using a wavelet transform approach
Tiwari, Aviral Kumar
;
Oros, Cornel
;
Albulescu, Claudiu …
- In:
Economic modelling
37
(
2014
),
pp. 464-475
Persistent link: https://www.econbiz.de/10010417628
Saved in:
4
Analyzing time-frequency relationship between interest rate, stock price and exchange rate through continuous wavelet
Andrieş, Alin Marius
;
Ihnatov, Iulian
;
Tiwari, Aviral Kumar
- In:
Economic modelling
41
(
2014
),
pp. 227-238
Persistent link: https://www.econbiz.de/10010438349
Saved in:
5
Oil prices and the macroeconomy reconsideration for Germany : using continuous wavelet
Tiwari, Aviral Kumar
- In:
Economic modelling
30
(
2013
),
pp. 636-642
Persistent link: https://www.econbiz.de/10009708824
Saved in:
6
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
Saved in:
7
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
8
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
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