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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~subject:"Forecasting model"
~subject:"Unit root test"
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Time series analysis
United States
Forecasting model
Unit root test
Estimation
64
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64
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38
Fractional integration
31
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28
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28
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Gil-Alaña, Luis A.
Gupta, Rangan
96
Marcellino, Massimiliano
33
Ma, Feng
30
Bahmani-Oskooee, Mohsen
24
Zaremba, Adam
24
Balcilar, Mehmet
22
Pierdzioch, Christian
22
Wang, Yudong
21
Chang, Tsangyao
20
Salisu, Afees A.
20
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20
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20
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17
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17
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16
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16
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13
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13
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12
McMillan, David G.
12
Ranjbar, Omid
12
Wei, Yu
12
Baumeister, Christiane
11
Caporale, Guglielmo Maria
11
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11
Heckman, James J.
11
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11
Kilian, Lutz
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Moosa, Imad A.
11
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11
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10
Bollerslev, Tim
10
Bouri, Elie
10
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10
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10
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10
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Applied economics
5
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
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1
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:
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
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:
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
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:
8
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:
9
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
Saved in:
10
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
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