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subject:"Arbeitslosigkeit"
~person:"Gil-Alaña, Luis A."
~person:"Weber, Andrea"
~subject:"Markov chain"
~subject:"Regression analysis"
~type:"article"
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Arbeitslosigkeit
Markov chain
Regression analysis
Estimation
137
Schätzung
137
Time series analysis
80
Zeitreihenanalyse
80
Cointegration
49
Kointegration
49
Fractional integration
43
Theorie
33
Theory
33
USA
30
United States
30
fractional integration
25
Börsenkurs
23
Share price
23
Großbritannien
22
United Kingdom
22
Persistence
20
Long memory
18
Aktienmarkt
16
Capital income
16
Kapitaleinkommen
16
Stock market
16
Volatility
16
Volatilität
16
Fractional cointegration
15
Einheitswurzeltest
14
Unit root test
14
Structural break
13
Strukturbruch
13
Unemployment
13
EU countries
10
EU-Staaten
10
Inflation
10
Kaufkraftparität
10
Purchasing power parity
10
Business cycle
9
Deutschland
9
Germany
9
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9
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1
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Book / Working Paper
44
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17
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17
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1
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English
18
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Gil-Alaña, Luis A.
Weber, Andrea
Gupta, Rangan
27
Ours, Jan C. van
12
Zhu, Huiming
11
Berg, Gerard J. van den
10
Lee, Chien-chiang
10
Addison, John T.
9
Apergēs, Nikolaos
9
Fitzenberger, Bernd
9
Hujer, Reinhard
9
Serletis, Apostolos
9
Chang, Tsangyao
8
Narayan, Paresh Kumar
8
Park, Sung Y.
8
Portugal, Pedro
8
Tiwari, Aviral Kumar
8
Wilke, Ralf A.
8
Wu, Po-Chin
8
Balcilar, Mehmet
7
Belke, Ansgar
7
Caliendo, Marco
7
Chauvet, Marcelle
7
Ciecka, James E.
7
Guérin, Pierre
7
Holmes, Mark J.
7
Jawadi, Fredj
7
Riphahn, Regina T.
7
Rosholm, Michael
7
Westerlund, Joakim
7
Wohar, Mark E.
7
Xu, Libo
7
Belzil, Christian
6
Chen, Cathy W. S.
6
Chevallier, Julien
6
Christou, Christina
6
Dreger, Christian
6
Feldmann, Horst
6
Furno, Marilena
6
Ghysels, Eric
6
Lamarche, Carlos
6
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Applied economics
4
Applied economics letters
2
Oxford bulletin of economics and statistics
2
Applied econometrics and international development
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
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ECONIS (ZBW)
18
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1
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
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
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
4
Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries : a stochastic hidden Markov model approach
Antunes, Jorge Junio Moreira
;
Gil-Alaña, Luis A.
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 191-229)
.
2022
Persistent link: https://www.econbiz.de/10013349945
Saved in:
5
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:
6
Long memory in Turkish unemployment rates
Gil-Alaña, Luis A.
;
Ozdemir, Zeynel Abidin
;
Tansel, Aysıt
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
1
,
pp. 201-217
Persistent link: https://www.econbiz.de/10012210465
Saved in:
7
Unemployment rate cycles in Europe
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
Saved in:
8
Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
Journal of applied economics
19
(
2016
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10011555191
Saved in:
9
Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score
Ayala, Astrid
;
Blazsek, Szabolcs
;
Cuñado Eizaguirre, Juncal
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2675-2696
Persistent link: https://www.econbiz.de/10011594383
Saved in:
10
Inference on causal effects in a generalized regression kink design
Card, David E.
;
Lee, David S.
;
Pei, Zhuan
;
Weber, Andrea
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2453-2483
Persistent link: https://www.econbiz.de/10011431547
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