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subject:"Monetary policy"
subject:"United States"
~isPartOf:"Applied economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Federal Reserve Bank of Minneapolis Working Paper 419"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"The American economic review"
~person:"Burns, Kelly"
~person:"Ehrlich, Isaac"
~person:"Gil-Alaña, Luis A."
~person:"Kehoe, Patrick J."
~subject:"Geldpolitik"
~subject:"Produktivität"
~subject:"Steuerpolitik"
~subject:"Time series analysis"
~subject:"Wechselkurs"
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Monetary policy
United States
Geldpolitik
Produktivität
Steuerpolitik
Time series analysis
Wechselkurs
Theorie
45
Theory
45
Zeitreihenanalyse
26
Estimation
12
Schätzung
12
USA
10
fractional integration
6
persistence
6
Business cycle
5
Capital income
5
Cointegration
5
Exchange rate
5
Kapitaleinkommen
5
Kointegration
5
Konjunktur
5
long memory
5
Börsenkurs
4
Einheitswurzeltest
4
Interest rate
4
Share price
4
Unit root test
4
Zins
4
Aktienmarkt
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Forecasting model
3
Fractional integration
3
Großbritannien
3
Interest rate policy
3
Kaufkraftparität
3
Long memory
3
Mean Reversion
3
Mean reversion
3
Mexico
3
Mexiko
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16
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English
36
Author
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Burns, Kelly
Ehrlich, Isaac
Gil-Alaña, Luis A.
Kehoe, Patrick J.
Caporale, Guglielmo Maria
19
Phillips, Peter C. B.
12
Blanchard, Olivier
5
Moosa, Imad A.
5
Pakes, Ariel
5
Ríos-Rull, José-Víctor
5
Stock, James H.
5
White, Halbert
5
Alvarez, Fernando
4
Angrist, Joshua D.
4
Atkeson, Andrew
4
Auerbach, Alan J.
4
Bahmani-Oskooee, Mohsen
4
Berry, Steven
4
Blonigen, Bruce A.
4
Bollerslev, Tim
4
Caballero, Ricardo J.
4
Christiano, Lawrence J.
4
Engel, Charles
4
Farhi, Emmanuel
4
Galí, Jordi
4
Gupta, Rangan
4
Hall, Robert Ernest
4
Haltiwanger, John C.
4
Levinsohn, James Alan
4
Nelson, Daniel B.
4
Newey, Whitney K.
4
Otrok, Christopher M.
4
Schmitt-Grohé, Stephanie
4
Svensson, Lars E. O.
4
Sönmez, Tayfun
4
Acemoglu, Daron
3
Altig, David
3
Angeletos, Marios
3
Basu, Susanto
3
Benhabib, Jess
3
Canzoneri, Matthew B.
3
Carcel, Hector
3
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Applied economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economics and finance working paper series
Federal Reserve Bank of Minneapolis Working Paper 419
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
The American economic review
Staff report / Research Department, Federal Reserve Bank of Minneapolis
31
CESifo working papers
18
Working paper / National Bureau of Economic Research, Inc.
14
Working paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Journal of political economy
10
Discussion papers of interdisciplinary research project 373
9
NBER Working Paper
9
NBER working paper series
7
Applied economics letters
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Staff report
5
Economic modelling
4
EUI working paper / ECO
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Department of Economics working papers
2
Discussion paper / Centre for Economic Forecasting
2
Empirica : journal of european economics
2
European review of economics and finance
2
Federal Reserve Bank of Minneapolis quarterly review
2
Journal of monetary economics
2
Oxford bulletin of economics and statistics
2
Research memorandum / METEOR
2
Working paper / Federal Reserve Bank of Minneapolis, Research Department
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
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Documento de trabajo / Instituto de Economía, Pontificia Universidad Catolica de Chile
1
Economic inquiry : journal of the Western Economic Association International
1
Energy economics
1
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ECONIS (ZBW)
36
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1
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:
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
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
4
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
5
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
6
Long memory and data frequency in financial markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011656648
Saved in:
7
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:
8
UK tourism arrivals and departures : seasonality, persistence and time trends
Gil-Alaña, Luis A.
;
Ruiz-Alba, José L.
;
Ayestarán, Raquel
- In:
Applied economics
52
(
2020
)
46
,
pp. 5077-5087
Persistent link: https://www.econbiz.de/10012306541
Saved in:
9
Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
10
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
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