//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~subject:"Großbritannien"
~subject:"Time series analysis"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Fractional integration"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Großbritannien
Time series analysis
Fractional integration
137
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
more ...
less ...
Online availability
All
Undetermined
Free
23
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
108
Aufsatz in Zeitschrift
108
Language
All
English
108
Author
All
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
15
Abakah, Emmanuel Joel Aikins
4
Canarella, Giorgio
4
Carcel, Hector
4
Gupta, Rangan
4
Miller, Stephen M.
4
Taylor, Robert
4
Yaya, OlaOluwa S.
4
Cavaliere, Giuseppe
3
Cuestas, Juan Carlos
3
Hassler, Uwe
3
Iacone, Fabrizio
3
Nielsen, Morten Ørregaard
3
Plastun, Alex
3
Sibbertsen, Philipp
3
Trani, Tommaso
3
Ventosa-Santaulària, Daniel
3
Andersen, Torben
2
Haldrup, Niels
2
Hualde, Javier
2
Lovcha, Yuliya
2
Papailias, Fotis
2
Payne, James E.
2
Perez-Laborda, Alejandro
2
Poza, Carlos
2
Sephton, Peter S.
2
Trokić, Mirza
2
Varneskov, Rasmus Tangsgaard
2
Vera-Valdés, J. Eduardo
2
Škare, Marinko
2
Adekoya, Oluwasegun B.
1
Adepoju, Adedayo A.
1
Adewuyi, Adeolu O.
1
Afzal, Alia
1
Agiakloglou, Christos N.
1
Al-Shboul, Mohammad
1
Altuzarra, Amaia
1
Andersson, Fredrik N. G.
1
Anwar, Sajid
1
more ...
less ...
Published in...
All
Applied economics
10
Economics letters
7
Journal of econometrics
6
Finance research letters
5
Applied economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International review of economics & finance : IREF
4
Econometric reviews
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of financial econometrics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Tourism economics : the business and finance of tourism and recreation
3
Computational economics
2
Eastern economic journal
2
International journal of finance & economics : IJFE
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of time series econometrics
2
Research in international business and finance
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Economia aplicada : EA
1
Economic change & restructuring
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european 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 finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of economics and finance
1
International journal of forecasting
1
International review of financial analysis
1
Journal of African business
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
108
Showing
1
-
10
of
108
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 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:
3
The home price-income relationship for US states
Miles, William
;
Jung, Samuel Moon
;
Vijverberg, Chu-Ping Chen
- In:
Applied economics
56
(
2024
)
34
,
pp. 4128-4139
Persistent link: https://www.econbiz.de/10014559271
Saved in:
4
Volatility puzzle : long memory or antipersistency
Shi, Shuping
;
Yu, Jun
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->