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source:"econis"
subject:"Theorie"
~person:"Engel, Charles"
~person:"Gil-Alaña, Luis A."
~subject:"Purchasing power parity"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Theorie
Purchasing power parity
Schätztheorie
Estimation
136
Schätzung
136
Time series analysis
80
Zeitreihenanalyse
80
Cointegration
48
Kointegration
48
Fractional integration
43
Theory
40
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32
United States
32
fractional integration
25
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23
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23
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21
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59
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Engel, Charles
Gil-Alaña, Luis A.
Chang, Tsangyao
59
Bahmani-Oskooee, Mohsen
50
Kumbhakar, Subal
38
Caporale, Guglielmo Maria
37
Gupta, Rangan
25
Serletis, Apostolos
25
MacDonald, Ronald
22
Su, Chi-Wei
20
Tsionas, Efthymios G.
20
Phillips, Peter C. B.
19
Wohar, Mark E.
19
Su, Liangjun
18
Tiwari, Aviral Kumar
18
Moosa, Imad A.
17
Todorov, Viktor
17
Bollerslev, Tim
15
Gao, Jiti
15
Kapetanios, George
15
Koop, Gary
15
Narayan, Paresh Kumar
15
Tauchen, George Eugene
15
Apergēs, Nikolaos
14
Bleaney, Michael F.
14
Hsing, Yu
14
Koopman, Siem Jan
14
Peel, David
14
Pesaran, M. Hashem
14
Ramírez, Miguel D.
14
Taylor, Mark P.
14
Belke, Ansgar
13
Blundell, Richard W.
13
Chan, Joshua
13
Egger, Peter
13
Engsted, Tom
13
Fabozzi, Frank J.
13
Ghysels, Eric
13
Hautsch, Nikolaus
13
Herwartz, Helmut
13
Kumar, Dilip
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Applied economics letters
6
Applied economics
3
The American economic review
3
Economic modelling
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Oxford bulletin of economics and statistics
2
Research in international business and finance
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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European economic review : EER
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
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Journal of monetary economics
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Purchasing power parity
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Recherches économiques de Louvain
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The North American journal of economics and finance : a journal of financial economics studies
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The South African journal of economics
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The empirical economics letters : a monthly international journal of economics
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The review of economic studies : RES
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ECONIS (ZBW)
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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
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:
3
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:
4
Liquidity and exchange rates : an empirical investigation
Engel, Charles
;
Wu, Steve Pak Yeung
- In:
The review of economic studies : RES
90
(
2023
)
5
,
pp. 2395-2438
Persistent link: https://www.econbiz.de/10014392021
Saved in:
5
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:
6
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
7
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:
8
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:
9
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:
10
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
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