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subject:"United Kingdom"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~subject:"Fractional integration"
~subject:"Kapitaleinkommen"
~subject:"Long memory"
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United Kingdom
Fractional integration
Kapitaleinkommen
Long memory
Estimation
65
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65
Time series analysis
38
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38
Cointegration
28
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Gil-Alaña, Luis A.
Gupta, Rangan
70
Zaremba, Adam
50
Wohar, Mark E.
20
Wang, Yudong
19
Balcilar, Mehmet
17
Zhang, Yaojie
17
Caporale, Guglielmo Maria
16
Ma, Feng
16
McMillan, David G.
15
Pierdzioch, Christian
15
Tiwari, Aviral Kumar
15
Long, Huaigang
14
Narayan, Paresh Kumar
14
Bouri, Elie
13
Todorov, Viktor
13
Salisu, Afees A.
12
Cakici, Nusret
11
Demirer, Rıza
11
Sehgal, Sanjay
11
Bollerslev, Tim
10
Chiang, Thomas C.
10
Jawadi, Fredj
10
Kumar, Dilip
10
Nonejad, Nima
10
Xuan Vinh Vo
10
Bali, Turan G.
9
Chiah, Mardy
9
Li, Bin
9
Yang, Chunpeng
9
Yin, Libo
9
Zhu, Huiming
9
Jareño, Francisco
8
Umar, Zaghum
8
Umutlu, Mehmet
8
Apergēs, Nikolaos
7
Bekiros, Stelios
7
Carcel, Hector
7
Christou, Christina
7
Cuñado Eizaguirre, Juncal
7
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Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of economics & finance : IREF
4
Research in international business and finance
4
Review of development finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Applied economics letters
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Eastern economic journal
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
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1
International review of financial analysis
1
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1
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1
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1
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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
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
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:
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
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
How lithium prices affect mergers and acquisitions in the lithium industry
Monge, Manuel
;
Cristobal, Enrique
;
Gil-Alaña, Luis A.
- In:
Review of development finance
11
(
2021
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10012618596
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