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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~person:"Jawadi, Fredj"
~person:"Salisu, Afees A."
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Time series analysis
United States
Forecasting model
Zeitreihenanalyse
Estimation
121
Schätzung
121
Börsenkurs
38
Share price
38
Cointegration
35
Kointegration
35
Fractional integration
33
Theorie
26
Theory
26
Aktienmarkt
25
Stock market
25
Volatility
25
Volatilität
25
Capital income
24
Kapitaleinkommen
24
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20
USA
18
Persistence
15
Fractional cointegration
13
Inflation
13
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13
Zins
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12
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12
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12
fractional integration
12
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Großbritannien
9
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9
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9
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72
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Gil-Alaña, Luis A.
Jawadi, Fredj
Salisu, Afees A.
Gupta, Rangan
96
Marcellino, Massimiliano
33
Ma, Feng
30
Zaremba, Adam
24
Balcilar, Mehmet
22
Pierdzioch, Christian
22
Bahmani-Oskooee, Mohsen
21
Wang, Yudong
21
Wohar, Mark E.
20
Zhang, Yaojie
20
Chang, Tsangyao
18
Nonejad, Nima
17
Forni, Mario
16
Gambetti, Luca
16
Ghysels, Eric
16
Narayan, Paresh Kumar
16
Tiwari, Aviral Kumar
15
Massa, Massimo
13
Todorov, Viktor
13
Kelly, Bryan T.
12
McMillan, David G.
12
Wei, Yu
12
Baumeister, Christiane
11
Caporale, Guglielmo Maria
11
Chan, Joshua
11
Heckman, James J.
11
Moosa, Imad A.
11
Ranjbar, Omid
11
Timmermann, Allan
11
Apergēs, Nikolaos
10
Bollerslev, Tim
10
Bouri, Elie
10
Demirer, Rıza
10
Huber, Florian
10
Kilian, Lutz
10
Li, Jia
10
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10
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Finance research letters
6
Applied economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Computational economics
2
Econometric reviews
2
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International review of financial analysis
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Annals of financial economics
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Decision making and risk/return optimization in financial economics
1
Eastern economic journal
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of banking & finance
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Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
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1
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
2
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
3
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
4
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
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:
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
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
9
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
10
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
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