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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Gil-Alaña, Luis A."
~subject:"Einheitswurzeltest"
~subject:"Schätzung"
~subject:"Wettbewerb"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Schätzung
Wettbewerb
Theorie
61
Theory
61
Time series analysis
43
Estimation
33
Unit root test
16
Cointegration
14
Fractional integration
14
Kointegration
14
USA
12
United States
12
Kapitaleinkommen
9
Persistence
9
Börsenkurs
8
Share price
8
fractional integration
8
long memory
8
Volatility
7
Volatilität
7
Großbritannien
6
Long memory
6
United Kingdom
6
Arbeitslosigkeit
5
Mean reversion
5
Unemployment
5
Business cycle
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Kaufkraftparität
4
Konjunktur
4
Mean Reversion
4
Nichtlineare Regression
4
Nonlinear regression
4
Purchasing power parity
4
Saisonale Schwankungen
4
Seasonal variations
4
Exchange rate
3
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Undetermined
24
Free
2
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Article
56
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Arbeitspapier
80
Working Paper
80
Graue Literatur
79
Non-commercial literature
79
Article in journal
56
Language
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English
56
Author
All
Gil-Alaña, Luis A.
Phillips, Peter C. B.
74
Franses, Philip Hans
60
Leybourne, Stephen James
42
Taylor, Robert
42
Gupta, Rangan
41
Caporale, Guglielmo Maria
37
Perron, Pierre
33
Koop, Gary
32
Ghysels, Eric
29
Newbold, Paul
29
Pesaran, M. Hashem
29
Serletis, Apostolos
29
Kumbhakar, Subal
28
Timmermann, Allan
27
Koopman, Siem Jan
26
Lütkepohl, Helmut
26
McAleer, Michael
26
Granger, C. W. J.
25
Harvey, Andrew C.
25
Moosa, Imad A.
25
Hendry, David F.
24
Herwartz, Helmut
24
Hong, Yongmiao
24
Engle, Robert F.
23
Harvey, David I.
23
Mills, Terence C.
23
Wohar, Mark E.
23
Chang, Tsangyao
22
Hecq, Alain W. J.
22
Lee, Junsoo
22
Bahmani-Oskooee, Mohsen
21
Peel, David
21
Bollerslev, Tim
20
Diebold, Francis X.
20
Engsted, Tom
20
Hassler, Uwe
20
Park, Joon Y.
20
Tzavalis, Elias
20
Hyndman, Rob J.
19
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Applied economics
7
Applied economics letters
5
Economic modelling
4
Empirica : journal of european economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Oxford bulletin of economics and statistics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
European review of economics and finance
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economics and finance
2
Research in international business and finance
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied econometrics and international development
1
Applied financial economics
1
Applied financial economics letters
1
Computational economics
1
Energy economics
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of economics and finance : JEF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Recherches économiques de Louvain
1
Review of financial economics : RFE
1
The North American journal of economics and finance : a journal of financial economics studies
1
The empirical economics letters : a monthly international journal of economics
1
Topics in macroeconomics
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ECONIS (ZBW)
56
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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 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:
4
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
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
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
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
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
9
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
Saved in:
10
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
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