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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~subject:"Forecasting model"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Time series analysis
United States
Forecasting model
Theory
Zeitreihenanalyse
Estimation
64
Schätzung
64
Fractional integration
31
Cointegration
28
Kointegration
28
Persistence
14
Theorie
14
Börsenkurs
12
Share price
12
fractional integration
12
Fractional cointegration
11
Long memory
11
Aktienmarkt
10
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10
Großbritannien
9
United Kingdom
9
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8
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USA
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5
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5
Germany
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45
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Gil-Alaña, Luis A.
Gupta, Rangan
104
Marcellino, Massimiliano
34
Ma, Feng
30
Bahmani-Oskooee, Mohsen
29
Zaremba, Adam
26
Balcilar, Mehmet
24
Pierdzioch, Christian
23
Wang, Yudong
21
Wohar, Mark E.
21
Salisu, Afees A.
20
Zhang, Yaojie
20
Chang, Tsangyao
19
Narayan, Paresh Kumar
19
Tiwari, Aviral Kumar
19
Forni, Mario
18
Gambetti, Luca
18
Serletis, Apostolos
18
Apergēs, Nikolaos
17
Ghysels, Eric
17
Jawadi, Fredj
17
Nonejad, Nima
17
Kelly, Bryan T.
15
Massa, Massimo
14
Todorov, Viktor
14
Caporale, Guglielmo Maria
13
McMillan, David G.
13
Sala, Luca
13
Timmermann, Allan
13
Baumeister, Christiane
12
Bouri, Elie
12
Chan, Joshua
12
Kilian, Lutz
12
Miller, Stephen M.
12
Moosa, Imad A.
12
Shahbaz, Muhammad
12
Wei, Yu
12
Heckman, James J.
11
Huber, Florian
11
Kumar, Dilip
11
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Applied economics
4
Applied economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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
Finance research letters
2
International review of economics & finance : IREF
2
Research in international business and finance
2
Eastern economic journal
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
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
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international development : the journal of the Development Studies Association
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
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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1
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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
Saved in:
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