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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"CAMA working paper series"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper series / University of Heidelberg, Department of Economics"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Dungey, Mardi H."
~person:"Gil-Alaña, Luis A."
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~subject:"Bayes-Statistik"
~subject:"Bewertung"
~subject:"Estimation"
~subject:"State space model"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
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Newbold, Paul
Dungey, Mardi H.
Gil-Alaña, Luis A.
Kapetanios, George
Karanasos, Menelaos
Chan, Joshua
12
Pesaran, M. Hashem
12
Harvey, Andrew C.
10
Harvey, David I.
9
Leybourne, Stephen James
8
Koop, Gary
7
Linton, Oliver
7
Moosa, Imad A.
7
Mills, Terence C.
6
Pagan, Adrian R.
6
Wong, Benjamin
6
Haque, Qazi
5
Strachan, Rodney W.
5
Timmermann, Allan
5
Bahmani-Oskooee, Mohsen
4
Castelnuovo, Efrem
4
Paccagnini, Alessia
4
Attanasio, Orazio P.
3
Brown, Sarah
3
Busetti, Fabio
3
Caggiano, Giovanni
3
Caporale, Guglielmo Maria
3
Chambers, Marcus J.
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Chan, Joshua C. C.
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Cho, Dooyeon
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Chudik, Alexander
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Conrad, Christian
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Corsetti, Giancarlo
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Gupta, Rangan
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Johnson, Paul A.
3
Kollmann, Robert
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Low, Hamish
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Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
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20
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of macroeconomics
2
Research in international business and finance
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Research memorandum / METEOR
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A companion to economic forecasting
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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ECONIS (ZBW)
23
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1
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
2
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:
3
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
4
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
Saved in:
5
UK tourism arrivals and departures : seasonality, persistence and time trends
Gil-Alaña, Luis A.
;
Ruiz-Alba, José L.
;
Ayestarán, Raquel
- In:
Applied economics
52
(
2020
)
46
,
pp. 5077-5087
Persistent link: https://www.econbiz.de/10012306541
Saved in:
6
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:
7
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
8
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
9
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
10
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
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