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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~person:"Salisu, Afees A."
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Forecasting model
Zeitreihenanalyse
Estimation
96
Schätzung
96
Fractional integration
33
Cointegration
31
Kointegration
31
Börsenkurs
25
Share price
25
Aktienmarkt
18
Stock market
18
USA
16
Capital income
15
Kapitaleinkommen
15
Persistence
15
Theorie
15
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15
Volatility
15
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15
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13
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12
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12
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12
fractional integration
12
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11
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11
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11
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11
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9
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9
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9
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9
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9
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9
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8
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8
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7
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7
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61
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Gil-Alaña, Luis A.
Salisu, Afees A.
Gupta, Rangan
95
Marcellino, Massimiliano
32
Ma, Feng
28
Zaremba, Adam
24
Balcilar, Mehmet
22
Pierdzioch, Christian
22
Bahmani-Oskooee, Mohsen
21
Wang, Yudong
21
Wohar, Mark E.
20
Zhang, Yaojie
20
Nonejad, Nima
17
Chang, Tsangyao
16
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
Caporale, Guglielmo Maria
11
Chan, Joshua
11
Heckman, James J.
11
Jawadi, Fredj
11
Moosa, Imad A.
11
Timmermann, Allan
11
Apergēs, Nikolaos
10
Baumeister, Christiane
10
Bollerslev, Tim
10
Bouri, Elie
10
Demirer, Rıza
10
Kilian, Lutz
10
Li, Jia
10
Miller, Stephen M.
10
Ranjbar, Omid
10
Sala, Luca
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
Economic modelling
2
International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
Eastern economic journal
1
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1
Economics letters
1
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1
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1
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1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
61
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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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