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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~subject:"Forecasting model"
~subject:"Großbritannien"
~subject:"Zeitreihenanalyse"
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Time series analysis
United States
Forecasting model
Großbritannien
Zeitreihenanalyse
Estimation
65
Schätzung
65
Fractional integration
32
Cointegration
28
Kointegration
28
Theorie
15
Theory
15
Persistence
14
Börsenkurs
12
Share price
12
fractional integration
12
Fractional cointegration
11
Long memory
11
Aktienmarkt
10
Stock market
10
United Kingdom
9
Interest rate
8
USA
8
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8
Volatilität
8
Zins
8
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7
Strukturbruch
7
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6
EU countries
6
EU-Staaten
6
Einheitswurzeltest
6
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6
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6
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6
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6
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6
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5
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5
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5
Germany
5
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44
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English
44
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Gil-Alaña, Luis A.
Gupta, Rangan
103
Marcellino, Massimiliano
33
Ma, Feng
30
Zaremba, Adam
24
Balcilar, Mehmet
23
Pierdzioch, Christian
23
Wang, Yudong
23
Wohar, Mark E.
22
Zhang, Yaojie
22
Bahmani-Oskooee, Mohsen
21
Salisu, Afees A.
21
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
Caporale, Guglielmo Maria
12
Heckman, James J.
12
Kelly, Bryan T.
12
McMillan, David G.
12
Moosa, Imad A.
12
Wei, Yu
12
Apergēs, Nikolaos
11
Baumeister, Christiane
11
Bouri, Elie
11
Chan, Joshua
11
Demirer, Rıza
11
Jawadi, Fredj
11
Minford, Patrick
11
Ranjbar, Omid
11
Timmermann, Allan
11
Bollerslev, Tim
10
Huber, Florian
10
Kilian, Lutz
10
Li, Jia
10
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Applied economics
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Applied economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance research letters
3
International review of economics & finance : IREF
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Eastern economic journal
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
Energy economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of international development : the journal of the Development Studies Association
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Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Research in international business and finance
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
1
The journal of international trade & economic development
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ECONIS (ZBW)
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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
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:
6
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:
7
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:
8
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:
9
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:
10
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
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