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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of applied econometrics"
~person:"Clark, Todd E."
~person:"Gil-Alaña, Luis A."
~subject:"Großbritannien"
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Estimation
Zeitreihenanalyse
Großbritannien
Schätzung
15
Time series analysis
11
Theorie
9
Theory
9
fractional integration
5
Forecasting model
4
Prognoseverfahren
4
USA
4
United States
4
Cointegration
3
Frühindikator
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Kointegration
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forecasting
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15
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Clark, Todd E.
Gil-Alaña, Luis A.
Chang, Tsangyao
34
Su, Chi-Wei
15
Bahmani-Oskooee, Mohsen
10
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Pesaran, M. Hashem
8
Wagner, Joachim
8
Afonso, António
7
Caporale, Guglielmo Maria
7
Huang, Ho-chuan
7
Lee, Chia-hao
7
Marcellino, Massimiliano
7
Gupta, Rangan
6
Liu, Wen-chi
6
Sosvilla-Rivero, Simón
6
Hamori, Shigeyuki
5
Koop, Gary
5
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Pierdzioch, Christian
5
Tiwari, Aviral Kumar
5
Zhu, Meng-Nan
5
Apergēs, Nikolaos
4
Cebula, Richard J.
4
Chong, Terence Tai-Leung
4
Herzer, Dierk
4
Hsing, Yu
4
Kilian, Lutz
4
Kumbhakar, Subal
4
Narayan, Paresh Kumar
4
Phillips, Peter C. B.
4
Siliverstovs, Boriss
4
Wohar, Mark E.
4
Yoon, Gawon
4
Averett, Susan
3
Baltagi, Badi H.
3
Bekő, Jani
3
Bentzen, Jan
3
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Applied economics letters
Journal of applied econometrics
CESifo working papers
44
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
9
Research in international business and finance
6
EUI working paper / ECO
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Federal Reserve Bank of Cleveland working paper series
5
Discussion papers / CEPR
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Research working papers / Federal Reserve Bank of Kansas City
4
Review of development finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance research letters
3
International review of financial analysis
3
Journal of economics and finance : JEF
3
The South African journal of economics
3
Department of Economics working papers
2
Discussion paper series / IZA
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
FRB of Cleveland Working Paper
2
Journal of economics and finance
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Research working papers / Research Division, Federal Reserve Bank of Kansas City
2
Review of financial economics : RFE
2
Review of international economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Working paper
2
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ECONIS (ZBW)
15
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
3
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
4
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:
5
Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 991-994
Persistent link: https://www.econbiz.de/10011716504
Saved in:
6
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
7
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
8
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
9
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
10
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
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