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~accessRights:"restricted"
~subject:"Fractional integration"
~subject:"Großbritannien"
~type:"article"
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Fractional integration
Großbritannien
Time series analysis
105
Zeitreihenanalyse
105
Estimation
89
Schätzung
89
fractional integration
76
Theorie
46
Theory
46
Cointegration
38
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
Inflation rate
9
Inflationsrate
9
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29
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Article in journal
98
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98
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1
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1
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1
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English
100
Undetermined
43
Author
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Gil-Alaña, Luis A.
46
Caporale, Guglielmo Maria
18
Gil-Alana, Luis
8
Carcel, Hector
6
Abakah, Emmanuel Joel Aikins
5
Gil-Alana, Luis A.
5
Sibbertsen, Philipp
5
Yaya, OlaOluwa S.
5
Cuestas, Juan Carlos
4
Gupta, Rangan
4
Nielsen, Morten Ørregaard
4
Poza, Carlos
4
Babalos, Vassilios
3
Canarella, Giorgio
3
Cavaliere, Giuseppe
3
Coleman, Simeon
3
Hassler, Uwe
3
Kiohos, Apostolos
3
Koopman, Siem Jan
3
Koulakiotis, Athanasios
3
Miller, Stephen M.
3
Monge González, Manuel
3
Taylor, Robert
3
Trani, Tommaso
3
Andersen, Torben
2
Barros, Carlos Pestana
2
Caporale, Guglielmo
2
Cheung, Ying Lun
2
Cuñado Eizaguirre, Juncal
2
Goddard, John
2
Haldrup, Niels
2
Iacone, Fabrizio
2
Infante, Juan
2
Kyriakou, Maria I.
2
Lovcha, Yuliya
2
Madigu, Godfrey
2
Moreno, Antonio
2
Onali, Enrico
2
Ooms, Marius
2
Papailias, Fotis
2
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Economics letters
8
Finance research letters
8
Empirical Economics
7
Journal of econometrics
7
Physica A: Statistical Mechanics and its Applications
7
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
Economics Letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Applied economics
3
Energy Economics
3
Energy economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Applied economics letters
2
Computational Statistics & Data Analysis
2
Computational economics
2
Defence and Peace Economics
2
Eastern economic journal
2
Empirica : journal of european economics
2
International review of financial analysis
2
Journal of Banking & Finance
2
Journal of Empirical Finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic studies
2
Review of development finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Topics in Macroeconomics
2
Econometric Reviews
1
Econometric reviews
1
Economic Modelling
1
Economic change & restructuring
1
Economic integration, currency union, and sustainable and inclusive growth in East Africa
1
Empirica
1
Energy Policy
1
Environmental & Resource Economics
1
Environmental and resource economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
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ECONIS (ZBW)
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RePEc
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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
The instability of stablecoins
Duan, Kun
;
Urquhart, Andrew
- In:
Finance research letters
52
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472118
Saved in:
3
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:
4
A note on CO2 emissions using two new tests
Sephton, Peter S.
;
Omay, Tolga
- In:
Empirica : journal of european economics
50
(
2023
)
4
,
pp. 933-941
Persistent link: https://www.econbiz.de/10014420217
Saved in:
5
Growth vs value investing : persistence and time trend before and after COVID-19
Monge González, Manuel
;
Lazcano, Ana
;
Parada, José Luis
- In:
Research in international business and finance
65
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014435748
Saved in:
6
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
Saved in:
7
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:
8
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:
9
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:
10
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
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