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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~subject:"Aktienmarkt"
~subject:"Forecasting model"
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Time series analysis
United States
Aktienmarkt
Forecasting model
Estimation
64
Schätzung
64
Zeitreihenanalyse
38
Fractional integration
31
Cointegration
28
Kointegration
28
Persistence
14
Theorie
14
Theory
14
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fractional integration
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47
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Gil-Alaña, Luis A.
Gupta, Rangan
111
Zaremba, Adam
36
Marcellino, Massimiliano
33
Ma, Feng
32
Balcilar, Mehmet
28
Wohar, Mark E.
28
Tiwari, Aviral Kumar
26
Pierdzioch, Christian
24
Zhang, Yaojie
23
Salisu, Afees A.
22
Wang, Yudong
22
Bahmani-Oskooee, Mohsen
21
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19
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18
Ghysels, Eric
17
Nonejad, Nima
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Bouri, Elie
16
Forni, Mario
16
Gambetti, Luca
16
Yoon, Seong-min
16
Caporale, Guglielmo Maria
15
Demirer, Rıza
15
Hammoudeh, Shawkat
14
Jawadi, Fredj
14
McMillan, David G.
14
Xuan Vinh Vo
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Massa, Massimo
13
Shahzad, Syed Jawad Hussain
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Wei, Yu
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Sehgal, Sanjay
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Baumeister, Christiane
11
Chan, Joshua
11
Chiang, Thomas C.
11
Heckman, James J.
11
Ji, Qiang
11
Lee, Chien-chiang
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Applied economics
4
Applied economics letters
3
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
International review of economics & finance : IREF
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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1
Economics letters
1
Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Recent econometric techniques for macroeconomic and financial data
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Review of development finance
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The North American journal of economics and finance : a journal of financial economics studies
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1
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
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
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:
4
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:
5
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:
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
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:
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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