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person:"Gil-Alaña, Luis A."
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~person:"Herwartz, Helmut"
~person:"Kunst, Robert M."
~person:"Stock, James H."
~subject:"Hysterese"
~subject:"India"
~subject:"Kointegration"
~subject:"Time series analysis"
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Gil-Alaña, Luis A.
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
Review of financial economics : RFE
The empirical economics letters : a monthly international journal of economics
CESifo working papers
39
Economics and finance working paper series
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Applied economics
11
Applied economics letters
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
IHS economics series : working paper
7
Reihe Ökonomie
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EUI working paper / ECO
5
Research in international business and finance
5
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
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Review of development finance
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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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International review of financial analysis
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Journal of economics and finance : JEF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Department of Economics working papers
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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Oxford bulletin of economics and statistics
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Review of world economics
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The South African journal of economics
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Working paper / National Bureau of Economic Research, Inc.
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Working papers / Department of Economics, University of Vienna
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Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
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1
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Furuoka, Fumitaka
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
6
,
pp. 2471-2499
Persistent link: https://www.econbiz.de/10015048304
Saved in:
2
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
3
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
4
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
5
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:
6
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
7
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
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