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~accessRights:"restricted"
~subject:"Großbritannien"
~subject:"Schätzung"
~type:"article"
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Großbritannien
Schätzung
Fractional integration
137
Time series analysis
105
Zeitreihenanalyse
105
Estimation
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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18
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89
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89
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English
89
Author
All
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
15
Carcel, Hector
5
Yaya, OlaOluwa S.
5
Abakah, Emmanuel Joel Aikins
4
Gupta, Rangan
4
Canarella, Giorgio
3
Lovcha, Yuliya
3
Miller, Stephen M.
3
Mudida, Robert
3
Poza, Carlos
3
Sibbertsen, Philipp
3
Babalos, Vassilios
2
Cavaliere, Giuseppe
2
Christopulos, Dēmētrēs K.
2
Cuñado Eizaguirre, Juncal
2
Hassler, Uwe
2
Kiohos, Apostolos
2
Koulakiotis, Athanasios
2
McAdam, Peter
2
Monge, Manuel
2
Nielsen, Morten Ørregaard
2
Perez-Laborda, Alejandro
2
Salisu, Afees A.
2
Sephton, Peter S.
2
Solarin Sakiru Adebola
2
Taylor, Robert
2
Trani, Tommaso
2
Ventosa-Santaulària, Daniel
2
Škare, Marinko
2
Abbritti, Mirko
1
Adediran, Idris A.
1
Adekoya, Oluwasegun B.
1
Adepoju, Adedayo A.
1
Adewuyi, Adeolu O.
1
Afzal, Alia
1
Akinsomi, Omokolade
1
Al-Shboul, Mohammad
1
Altuzarra, Amaia
1
Andersson, Fredrik N. G.
1
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Applied economics
7
Economics letters
5
Finance research letters
5
Research in international business and finance
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of financial econometrics
3
Computational economics
2
Eastern economic journal
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International journal of finance & economics : IJFE
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Australian economic papers
1
Economic change & restructuring
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Energy 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
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of economics and finance
1
International review of financial analysis
1
Journal of African business
1
Journal of banking & finance
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
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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
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:
3
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:
4
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:
5
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
6
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:
7
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:
8
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
Saved in:
9
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
10
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:
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