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person:"Kapetanios, George"
~person:"Franses, Philip Hans"
~person:"Gil-Alaña, Luis A."
~person:"Giovanis, Eleftherios"
~subject:"Autocorrelation"
~subject:"Kaufkraftparität"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Kaufkraftparität
Zeitreihenanalyse
667
Time series analysis
666
Theorie
285
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284
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227
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227
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46
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Kapetanios, George
Franses, Philip Hans
Gil-Alaña, Luis A.
Giovanis, Eleftherios
Phillips, Peter C. B.
25
Teräsvirta, Timo
22
Caporale, Guglielmo Maria
18
Koopman, Siem Jan
14
Lanne, Markku
12
Peel, David
12
Bahmani-Oskooee, Mohsen
11
Blasques, Francisco
11
Medeiros, Marcelo C.
11
Jusélius, Katarina
10
Lucas, André
10
Pesaran, M. Hashem
10
Saikkonen, Pentti
10
Chang, Tsangyao
8
Johansen, Søren
8
Luoto, Jani
8
Magdalinos, Tassos
8
Payá, Ivan
8
Rahbek, Anders
8
Shin, Yongcheol
8
Sibbertsen, Philipp
8
Sun, Yixiao
8
Talmain, Gabriel
8
Dijk, Dick van
7
Dueker, Michael
7
Dufour, Jean-Marie
7
Krolzig, Hans-Martin
7
Kruse, Robinson
7
MacDonald, Ronald
7
Pitarakis, Jean-Yves
7
Abadir, Karim Maher
6
He, Changli
6
Kang, Jian
6
McDermott, C. John
6
Psaradakis, Zacharias G.
6
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6
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ECONIS (ZBW)
46
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1
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
2
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
Saved in:
3
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
4
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
5
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:
6
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
7
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
8
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
9
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:
10
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
-
2013
Persistent link: https://www.econbiz.de/10009731975
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