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~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"CESifo working papers"
~isPartOf:"Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~language:"eng"
~language:"rus"
~person:"Apergēs, Nikolaos"
~person:"Beine, Michel"
~person:"Blazsek, Szabolcs"
~person:"Egger, Peter"
~person:"Gil-Alaña, Luis A."
~person:"Roca, Eduardo"
~person:"Schneider, Friedrich"
~person:"Stiglitz, Joseph E."
~person:"Wagner, Joachim"
~subject:"OECD-Staaten"
~subject:"Share price"
~subject:"Stock market"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
~subject:"fractional integration"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
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Apergēs, Nikolaos
Beine, Michel
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1
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
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:
4
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:
5
US policy responses to the COVID-19 pandemic and sectoral stock indices : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Abakah, …
- In:
Applied economics
55
(
2023
)
3
,
pp. 283-292
Persistent link: https://www.econbiz.de/10013494423
Saved in:
6
COVID-19 pandemic, stock returns, and volatility : the role of the vaccination program in Canada
Apergēs, Nikolaos
;
Mustafa, Ghulam
;
Malik, Shafaq
- In:
Applied economics
54
(
2022
)
42
,
pp. 4825-4838
Persistent link: https://www.econbiz.de/10013411045
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
The impact of COVID-19 on Turkey's tourism sector : fresh evidence from the fractional integration approach
Yucel, Ali Gokhan
;
Koksal, Cihat
;
Acar, Sevil
; …
- In:
Applied economics
54
(
2022
)
27
,
pp. 3074-3087
Persistent link: https://www.econbiz.de/10013171188
Saved in:
9
Nonlinear responses of consumption to wealth, income, and interest rate shocks
Coskun, Yener
;
Apergēs, Nikolaos
;
Alp Coskun, Esra
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1293-1335
Persistent link: https://www.econbiz.de/10013440367
Saved in:
10
Score-driven stochastic seasonality of the Russian rouble : an application case study for the period of 1999 to 2020
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2179-2203
Persistent link: https://www.econbiz.de/10013197275
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