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person:"Gil-Alaña, Luis A."
~isPartOf:"Economics and finance working paper series"
~person:"Herwartz, Helmut"
~person:"Stock, James H."
~person:"Tiwari, Aviral Kumar"
~subject:"Kointegration"
~subject:"Time series analysis"
~subject:"Wechselkurs"
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Kointegration
Time series analysis
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Estimation
33
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Zeitreihenanalyse
25
fractional integration
14
Cointegration
13
USA
13
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Gil-Alaña, Luis A.
Herwartz, Helmut
Stock, James H.
Tiwari, Aviral Kumar
Caporale, Guglielmo Maria
40
Ali, Faek Menla
3
Carcel, Hector
3
Balparda, Borja
2
Ciferri, Davide
2
Cuñado Eizaguirre, Juncal
2
Girardi, Alessandro
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Hanck, Christoph
2
Hunter, John
2
Lovcha, Yuliya
2
Spagnolo, Nicola
2
You, Kefei
2
Barrell, Ray
1
Barros, Carlos Pestana
1
Davis, E. Philip
1
Gil-Alana, Luis A.
1
Gupta, Rangan
1
Karim, Dilruba
1
Mudida, Robert
1
Nahhas, Abdulkader
1
Orlando, C. James
1
Plastun, Alex
1
Poza, Carlos
1
Spagnolo, Fabio
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Trani, Tommaso
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Economics and finance working paper series
CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
4
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
6
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
7
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
8
Unemployment in Africa : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011631077
Saved in:
9
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
10
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
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