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~accessRights:"restricted"
~language:"eng"
~language:"pol"
~person:"Gil-Alaña, Luis A."
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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United States
Time series analysis
64
Zeitreihenanalyse
64
Estimation
61
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61
Fractional integration
40
Cointegration
32
Kointegration
32
fractional integration
25
Persistence
24
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23
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23
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21
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18
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persistence
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long memory
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Gil-Alaña, Luis A.
Gupta, Rangan
95
Bahmani-Oskooee, Mohsen
41
Apergēs, Nikolaos
27
Wohar, Mark E.
25
Cebula, Richard J.
22
Balcilar, Mehmet
20
Tiwari, Aviral Kumar
18
Bouri, Elie
17
Finkelstein, Amy
17
Goel, Rajeev K.
17
Hammoudeh, Shawkat
16
Gruber, Jonathan
15
Salisu, Afees A.
15
Xuan Vinh Vo
15
Charles, Kerwin Kofi
14
Payne, James E.
14
Miller, Stephen M.
13
Patel, Pankaj
13
Rees, Daniel I.
13
Saunoris, James W.
13
Shahzad, Syed Jawad Hussain
13
Amuedo Dorantes, Catalina
12
Anderson, D. Mark
12
Carson, Scott Alan
12
Gorodnichenko, Yuriy
12
Haltiwanger, John C.
12
Baghestani, Hamid
11
Currie, Janet M.
11
Einav, Liran
11
Hasan, Iftekhar
11
Ji, Qiang
11
Lee, Chien-chiang
11
List, John A.
11
Marfatia, Hardik A.
11
Shahbaz, Muhammad
11
Shapiro, Joseph S.
11
Stulz, René M.
11
Autor, David H.
10
Bloom, Nicholas
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Applied economics letters
2
Applied economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Research in international business and finance
1
The South African journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
12
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1
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
2
The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
55
(
2023
)
29
,
pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
Saved in:
3
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:
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
Measuring the degree of persistence in the U.S. economic policy uncertainty index
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 831-835
Persistent link: https://www.econbiz.de/10012266923
Saved in:
6
Data measurement and the change in persistence of tourist arrivals to the United States in the aftermath of the September 11th terrorist attacks
Payne, James E.
;
Gil-Alaña, Luis A.
- In:
Tourism economics : the business and finance of tourism …
24
(
2018
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10011873327
Saved in:
7
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Research in international business and finance
44
(
2018
),
pp. 227-238
Persistent link: https://www.econbiz.de/10011983039
Saved in:
8
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
9
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
5
,
pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
Saved in:
10
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
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