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subject:"Purchasing power parity"
subject:"World"
~accessRights:"restricted"
~person:"Frankel, Jeffrey A."
~person:"Gil-Alaña, Luis A."
~subject:"Economic growth"
~subject:"Volatilität"
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Purchasing power parity
World
Economic growth
Volatilität
Estimation
67
Schätzung
67
Time series analysis
38
Zeitreihenanalyse
38
Fractional integration
31
Cointegration
27
Kointegration
27
Persistence
14
Theorie
13
Theory
13
fractional integration
12
Börsenkurs
11
Long memory
11
Share price
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Aktienmarkt
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Großbritannien
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Einheitswurzeltest
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6
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6
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5
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21
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Frankel, Jeffrey A.
Gil-Alaña, Luis A.
Gupta, Rangan
77
Bahmani-Oskooee, Mohsen
33
Ma, Feng
27
Balcilar, Mehmet
26
Bouri, Elie
25
Hammoudeh, Shawkat
24
Shahbaz, Muhammad
24
Tiwari, Aviral Kumar
24
Apergēs, Nikolaos
23
Lee, Chien-chiang
23
Pierdzioch, Christian
21
Wohar, Mark E.
21
Zaremba, Adam
21
Mensi, Walid
19
Xuan Vinh Vo
19
Kang, Sang Hoon
18
Zhu, Huiming
18
Todorov, Viktor
16
Nonejad, Nima
15
Rose, Andrew
15
Demirer, Rıza
14
Salisu, Afees A.
14
Shahzad, Syed Jawad Hussain
14
Wang, Yudong
14
Yoon, Seong-min
14
Bollerslev, Tim
13
Gozgor, Giray
13
Ji, Qiang
13
Li, Jia
13
Pradhan, Rudra Prakash
13
Van Reenen, John
13
Wei, Yu
13
Jawadi, Fredj
12
Wu, Xinyu
12
Yin, Libo
12
Zhang, Yaojie
12
Chevallier, Julien
11
Kumar, Dilip
11
Lau, Chi Keung
11
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Applied economics
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Research in international business and finance
2
Working paper / National Bureau of Economic Research, Inc.
2
Discussion paper / Centre for Economic Policy Research
1
Handbook of international economics : volume 3
1
Journal of economic studies
1
Review of development finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The South African journal of economics
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ECONIS (ZBW)
21
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1
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
2
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
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
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
5
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
6
GDP per capita in Sub-Saharan Africa : a time series approach using long memory
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Zerbo, Eleazar
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 175-190
Persistent link: https://www.econbiz.de/10012671595
Saved in:
7
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
8
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
9
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
10
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
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