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subject:"Time series analysis"
subject:"United States"
~isPartOf:"African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)"
~isPartOf:"Applied economics"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~person:"Gil-Alaña, Luis A."
~person:"Kim, Jong-Min"
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Time series analysis
United States
Estimation
18
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18
Zeitreihenanalyse
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6
Cointegration
5
Großbritannien
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Gil-Alaña, Luis A.
Kim, Jong-Min
Moosa, Imad A.
10
Bahmani-Oskooee, Mohsen
5
Cassou, Steven Peter
4
Chang, Tsangyao
4
Gupta, Rangan
4
Thornton, James
4
Johnson, Paul A.
3
Omay, Tolga
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Ranjbar, Omid
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2
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Elmi, Zahra Mila
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Erekson, O. Homer
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2
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2
Goel, Rajeev K.
2
Hammoudeh, Shawkat
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Harvey, David I.
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Hasanov, Mübariz
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Hung, Mao-Wei
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Iqbal, Javed
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Koshal, Manjulika
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Park, Timothy A.
2
Peel, David
2
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2
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
Applied economics
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
CESifo working papers
36
Economics and finance working paper series
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Applied economics letters
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
7
EUI working paper / ECO
5
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of economics & finance : IREF
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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1
Applied econometrics and international development
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Asian Journal of Empirical Research
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Empirica : journal of european economics
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Energy strategy reviews
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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ECONIS (ZBW)
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1
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:
2
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
3
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
4
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
Saved in:
5
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
6
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
7
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
8
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
9
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
10
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
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