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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~person:"Moosa, Imad A."
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Time series analysis
United States
Forecasting model
Zeitreihenanalyse
Estimation
81
Schätzung
81
Fractional integration
32
Cointegration
31
Kointegration
31
Theorie
20
Theory
20
Persistence
14
Börsenkurs
13
Share price
13
fractional integration
12
Fractional cointegration
11
Long memory
11
Aktienmarkt
10
Großbritannien
10
Stock market
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United Kingdom
10
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8
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8
Prognoseverfahren
8
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8
USA
8
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Gil-Alaña, Luis A.
Moosa, Imad A.
Gupta, Rangan
99
Marcellino, Massimiliano
33
Ma, Feng
30
Zaremba, Adam
24
Pierdzioch, Christian
23
Wang, Yudong
23
Balcilar, Mehmet
22
Zhang, Yaojie
22
Bahmani-Oskooee, Mohsen
21
Salisu, Afees A.
21
Wohar, Mark E.
20
Chang, Tsangyao
19
Ghysels, Eric
17
Nonejad, Nima
17
Forni, Mario
16
Gambetti, Luca
16
Narayan, Paresh Kumar
16
Tiwari, Aviral Kumar
16
Massa, Massimo
13
Todorov, Viktor
13
Kelly, Bryan T.
12
McMillan, David G.
12
Wei, Yu
12
Baumeister, Christiane
11
Bouri, Elie
11
Caporale, Guglielmo Maria
11
Chan, Joshua
11
Heckman, James J.
11
Jawadi, Fredj
11
Ranjbar, Omid
11
Timmermann, Allan
11
Apergēs, Nikolaos
10
Bollerslev, Tim
10
Demirer, Rıza
10
Huber, Florian
10
Kilian, Lutz
10
Li, Jia
10
Miller, Stephen M.
10
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Applied economics
10
Applied economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International review of economics & finance : IREF
2
Eastern economic journal
1
Economic modelling
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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The North American journal of economics and finance : a journal of financial economics studies
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1
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
2
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:
3
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:
4
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:
5
The effectiveness of Covid-19 vaccination : time series evidence from the UK
Moosa, Imad A.
;
Merza, Ebrahim
;
Alsabah, Duaij
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1728-1733
Persistent link: https://www.econbiz.de/10014304997
Saved in:
6
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
7
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:
8
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
Saved in:
9
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:
10
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
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