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person:"Gil-Alaña, Luis A."
~person:"Dreher, Axel"
~subject:"Structural break"
~subject:"Theory"
~subject:"USA"
~type:"article"
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Structural break
Theory
USA
Estimation
149
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149
Time series analysis
80
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80
Cointegration
48
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48
Fractional integration
43
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Gil-Alaña, Luis A.
Dreher, Axel
Gupta, Rangan
73
Bahmani-Oskooee, Mohsen
54
Caporale, Guglielmo Maria
49
Chang, Tsangyao
35
Serletis, Apostolos
34
Wohar, Mark E.
33
Kumbhakar, Subal
28
Tiwari, Aviral Kumar
24
Apergēs, Nikolaos
22
Belke, Ansgar
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Moosa, Imad A.
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20
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20
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19
Lee, Chien-chiang
19
Jawadi, Fredj
18
MacDonald, Ronald
18
McAleer, Michael
18
Peel, David
18
Narayan, Paresh Kumar
17
Payne, James E.
17
Bollerslev, Tim
16
Heckman, James J.
16
Pesaran, M. Hashem
16
Pierdzioch, Christian
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Sickles, Robin C.
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Ghysels, Eric
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Herwartz, Helmut
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Hess, Gregory D.
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Koop, Gary
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Sarno, Lucio
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Balcilar, Mehmet
14
Belzil, Christian
14
Brooks, Robert
14
Creedy, John
14
Engsted, Tom
14
Marcellino, Massimiliano
14
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Applied economics letters
8
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Empirica : journal of european economics
2
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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Oxford bulletin of economics and statistics
2
Research in international business and finance
2
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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The empirical economics letters : a monthly international journal of economics
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63
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
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
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:
4
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
5
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
6
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:
7
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
8
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:
9
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
10
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
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