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person:"Gil-Alaña, Luis A."
~person:"Dreher, Axel"
~subject:"Großbritannien"
~subject:"Structural break"
~subject:"USA"
~type:"article"
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Großbritannien
Structural break
USA
Estimation
150
Schätzung
150
Time series analysis
80
Zeitreihenanalyse
80
Cointegration
49
Kointegration
49
Fractional integration
44
Theorie
34
Theory
34
United States
31
fractional integration
25
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22
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Gil-Alaña, Luis A.
Dreher, Axel
Gupta, Rangan
67
Bahmani-Oskooee, Mohsen
40
Caporale, Guglielmo Maria
37
Wohar, Mark E.
31
Chang, Tsangyao
29
Blundell, Richard W.
22
Payne, James E.
19
Tiwari, Aviral Kumar
16
Apergēs, Nikolaos
15
Moosa, Imad A.
15
Serletis, Apostolos
15
Heckman, James J.
14
Miller, Stephen M.
14
Balcilar, Mehmet
13
Belke, Ansgar
13
Hamori, Shigeyuki
13
Hsing, Yu
13
Bollerslev, Tim
12
Cebula, Richard J.
12
Jenkins, Stephen
12
Lee, Chien-chiang
12
Narayan, Paresh Kumar
12
Neumark, David
12
Pesaran, M. Hashem
12
Ranjbar, Omid
12
Salisu, Afees A.
12
Basu, Susanto
11
Cheung, Yin-Wong
11
Hamermesh, Daniel S.
11
Koopman, Siem Jan
11
Machin, Stephen
11
Malik, Farooq
11
Sarno, Lucio
11
Attanasio, Orazio P.
10
Diebold, Francis X.
10
Engle, Robert F.
10
Glaeser, Edward L.
10
Hegerty, Scott W.
10
Hess, Gregory D.
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Applied economics letters
6
Applied economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Economic modelling
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Annales d'économie et de statistique
1
Applied econometrics and international development
1
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Economics bulletin : EB
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Economics letters
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Empirica : journal of european economics
1
International advances in economic research
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International review of financial analysis
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Journal of economics and finance : JEF
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of quantitative economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Recherches économiques de Louvain
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Review of development finance
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Review of world economics
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The South African journal of economics
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
56
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1
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
2
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:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
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:
5
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:
6
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
7
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:
8
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
9
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
10
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
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