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~accessRights:"restricted"
~subject:"Cointegration"
~subject:"Großbritannien"
~type:"article"
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Search: subject:"Fractional integration"
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Cointegration
Großbritannien
Fractional integration
137
Time series analysis
105
Zeitreihenanalyse
105
Estimation
89
Schätzung
89
fractional integration
76
Theorie
46
Theory
46
Kointegration
36
Long memory
32
Persistence
26
Volatility
26
Volatilität
25
Börsenkurs
19
Share price
19
long memory
19
Estimation theory
17
Schätztheorie
17
Einheitswurzeltest
16
Inflation
16
Unit root test
16
Aktienmarkt
15
Capital income
15
Kapitaleinkommen
15
Stock market
15
Structural break
13
Strukturbruch
13
USA
13
United States
13
persistence
13
United Kingdom
12
EU countries
9
EU-Staaten
9
Forecasting model
9
Fractional cointegration
9
Geldpolitik
9
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9
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45
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Gil-Alaña, Luis A.
25
Caporale, Guglielmo Maria
10
Carcel, Hector
4
Abakah, Emmanuel Joel Aikins
3
Yaya, OlaOluwa S.
3
Babalos, Vassilios
2
Canarella, Giorgio
2
Kiohos, Apostolos
2
Koulakiotis, Athanasios
2
Miller, Stephen M.
2
Monge, Manuel
2
Mudida, Robert
2
Poza, Carlos
2
Salisu, Afees A.
2
Adediran, Idris A.
1
Adepoju, Adedayo A.
1
Adewuyi, Adeolu O.
1
Afzal, Alia
1
Akinsomi, Omokolade
1
Al-Shboul, Mohammad
1
Andersen, Torben
1
Anwar, Sajid
1
Awe, Olushina Olawale
1
Barassi, Marco R.
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Coleman, Simeon
1
Coskun, Yener
1
Cristobal, Enrique
1
Cuestas, Juan Carlos
1
Cuñado Eizaguirre, Juncal
1
Dionisio, Andreia
1
Godday, Ebuh U.
1
Gupta, Rangan
1
Hualde, Javier
1
Härdle, Wolfgang
1
Iacone, Fabrizio
1
Infante, Juan
1
Kyriakou, Maria I.
1
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Applied economics
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Review of development finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Tourism economics : the business and finance of tourism and recreation
2
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1
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1
Economic change & restructuring
1
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1
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1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Global economy journal : GEJ
1
Journal of banking & finance
1
Journal of econometrics
1
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1
Journal of time series econometrics
1
Physica A: Statistical Mechanics and its Applications
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Portuguese economic journal
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Review of Keynesian economics
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The South African journal of economics
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The journal of real estate finance and economics
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ECONIS (ZBW)
45
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1
The effect of economic policy uncertainty under
fractional
integration
Ramirez, Carlos D.
- In:
Portuguese economic journal
23
(
2024
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10014513090
Saved in:
2
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
3
A sectoral perspective on the persistence of economic sentiment : mere transitory effect or a long run memory process
Lolić, Ivana
;
Sorić, Petar
;
Logarušić, Marija
- In:
Review of Keynesian economics
11
(
2023
)
3
,
pp. 328-349
Persistent link: https://www.econbiz.de/10014383461
Saved in:
4
Fractional
integration
and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
5
Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Xuan Vinh Vo
;
Ogbonna, Ahamuefula E.
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
Saved in:
6
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:
7
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
8
Does tourism promote economic growth? : a fractionally integrated heterogeneous panel data analysis
Pérez Rodríguez, Jorge V.
;
Rachinger, Heiko
; …
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
5
,
pp. 1355-1376
Persistent link: https://www.econbiz.de/10013392318
Saved in:
9
Testing for unemployment persistence in Nigeria
Godday, Ebuh U.
;
Usman, Nuruddeen
;
Salisu, Afees A.
- In:
Economic change & restructuring
55
(
2022
)
4
,
pp. 2605-2630
Persistent link: https://www.econbiz.de/10013429504
Saved in:
10
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
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