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person:"Gil-Alaña, Luis A."
~person:"Dreher, Axel"
~person:"Heckman, James J."
~subject:"Structural break"
~subject:"USA"
~type:"article"
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Structural break
USA
Estimation
174
Schätzung
174
Time series analysis
80
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80
Cointegration
48
Kointegration
48
United States
44
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Gil-Alaña, Luis A.
Dreher, Axel
Heckman, James J.
Gupta, Rangan
55
Bahmani-Oskooee, Mohsen
39
Caporale, Guglielmo Maria
28
Wohar, Mark E.
27
Chang, Tsangyao
26
Payne, James E.
15
Tiwari, Aviral Kumar
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Apergēs, Nikolaos
13
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12
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12
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12
Salisu, Afees A.
12
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12
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11
Basu, Susanto
11
Malik, Farooq
11
Miller, Stephen M.
11
Narayan, Paresh Kumar
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Ranjbar, Omid
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Sarno, Lucio
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9
Bali, Turan G.
9
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9
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9
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Applied economics letters
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3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
3
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
4
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:
5
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:
6
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
7
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
Saved in:
8
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
9
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
10
Returns to education : the causal effects of education on earnings, health, and smoking
Heckman, James J.
;
Humphries, John Eric
;
Veramendi, Gregory
- In:
Journal of political economy
126
(
2018
),
pp. 197-246
Persistent link: https://www.econbiz.de/10011951899
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