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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"De Grauwe, Paul"
~person:"Dreger, Christian"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
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Estimation
Zeitreihenanalyse
Schätzung
6
Time series analysis
5
fractional integration
4
Aktienmarkt
2
Börsenkurs
2
Cointegration
2
Exchange rate
2
Großbritannien
2
Inflation
2
Inflation expectations
2
Inflationserwartung
2
Kointegration
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Markov chain
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Markov-Kette
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Share price
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Stock market
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Theorie der Arbeitslosigkeit
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Unemployment theory
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Bull and bear periods
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Capital income
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China
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EU countries
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EU-Staaten
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Einheitswurzeltest
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Inflation rate
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Inflationsrate
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Kapitaleinkommen
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Kaufkraftparität
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Markov switching model
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Nichtlineare Regression
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De Grauwe, Paul
Dreger, Christian
Gil-Alaña, Luis A.
Heckman, James J.
Gupta, Rangan
6
Cheung, Yin-Wong
5
Afonso, António
4
Kanas, Angelos
4
Wohar, Mark E.
4
Caporale, Guglielmo Maria
3
Chang, Tsangyao
3
Hammoudeh, Shawkat
3
Hyde, Stuart
3
Ma, Feng
3
McMillan, David G.
3
Nitzsche, Dirk
3
Tiwari, Aviral Kumar
3
Aşici, Ahmet Atil
2
Boucher Breuer, Janice
2
Bredin, Donal
2
Clarida, Richard H.
2
Coakley, Jerry
2
De Vita, Glauco
2
Friberg, Richard
2
Green, Christopher J.
2
Hook, Law Siong
2
Jareño, Francisco
2
Kouretas, Georgios P.
2
Lai, Kon-sun
2
Ogbonna, Ahamuefula E.
2
Papell, David H.
2
Parhi, Mamata
2
Rault, Christophe
2
Salisu, Afees A.
2
Sarno, Lucio
2
Shahbaz, Muhammad
2
Subramaniam, Sowmya
2
Trachanas, Emmanouil
2
Wei, Yu
2
Wickens, Michael R.
2
Yaya, OlaOluwa S.
2
Zarangas, Leonidas P.
2
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International journal of finance & economics : IJFE
CESifo working papers
50
Discussion papers / Deutsches Institut für Wirtschaftsforschung
37
Economics and finance working paper series
33
Discussion paper series / IZA
31
Working paper / National Bureau of Economic Research, Inc.
30
NBER Working Paper
28
NBER working paper series
28
Applied economics
12
Applied economics letters
12
IZA Discussion Paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
DIW Berlin Discussion Paper
9
Discussion papers of interdisciplinary research project 373
9
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Research in international business and finance
6
EUI working paper / ECO
5
Economic modelling
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working paper / IFAU - Institute for Labour Market Policy Evaluation
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
4
Discussion paper / Centre for Economic Policy Research
4
Diskussionspapiere / Institut für Wirtschaftsforschung Halle
4
Empirica : journal of european economics
4
FIW working paper
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of economics & finance : IREF
4
Journal of econometrics
4
Journal of political economy
4
Review of development finance
4
Volkswirtschaftliche Diskussionsbeiträge
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Exchange rates and global financial policies
3
Finance research letters
3
HWWA discussion paper
3
International review of financial analysis
3
Journal of economics and finance : JEF
3
The South African journal of economics
3
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ECONIS (ZBW)
6
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1
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
2
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
3
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
4
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
5
Non-linearities in the relation between the exchange rate and its fundamentals
Altavilla, Carlo
;
De Grauwe, Paul
- In:
International journal of finance & economics : IJFE
15
(
2010
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10008702373
Saved in:
6
Exchange rates and fundamentals : a non-linear relationship?
De Grauwe, Paul
;
Vansteenkiste, Isabel
- In:
International journal of finance & economics : IJFE
12
(
2007
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10003416329
Saved in:
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