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subject:"United Kingdom"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~subject:"Fractional integration"
~subject:"Kapitaleinkommen"
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United Kingdom
Fractional integration
Kapitaleinkommen
Estimation
63
Schätzung
63
Time series analysis
38
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38
Cointegration
27
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27
Persistence
14
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fractional integration
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Gil-Alaña, Luis A.
Gupta, Rangan
66
Zaremba, Adam
49
Wohar, Mark E.
20
Balcilar, Mehmet
16
Caporale, Guglielmo Maria
16
Ma, Feng
16
Wang, Yudong
16
McMillan, David G.
15
Tiwari, Aviral Kumar
15
Long, Huaigang
14
Narayan, Paresh Kumar
14
Pierdzioch, Christian
14
Todorov, Viktor
13
Zhang, Yaojie
13
Bouri, Elie
12
Cakici, Nusret
11
Demirer, Rıza
11
Salisu, Afees A.
11
Sehgal, Sanjay
11
Bollerslev, Tim
10
Chiang, Thomas C.
10
Kumar, Dilip
10
Nonejad, Nima
10
Xuan Vinh Vo
10
Bali, Turan G.
9
Chiah, Mardy
9
Jawadi, Fredj
9
Li, Bin
9
Yin, Libo
9
Zhu, Huiming
9
Umutlu, Mehmet
8
Yang, Chunpeng
8
Apergēs, Nikolaos
7
Bekiros, Stelios
7
Christou, Christina
7
Jareño, Francisco
7
Karathanasopoulos, Andreas
7
Kim, Jae H.
7
Lee, Chien-chiang
7
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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
Finance research letters
3
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
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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
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:
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
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
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
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
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