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Search: subject:"Fractional integration"
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Fractional integration
137
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
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Einheitswurzeltest
16
Inflation
16
Unit root test
16
Aktienmarkt
15
Capital income
15
Kapitaleinkommen
15
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15
Structural break
13
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13
USA
13
United States
13
persistence
13
Großbritannien
12
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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62
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145
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research-article
5
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English
149
Undetermined
77
German
2
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Gil-Alaña, Luis A.
69
Caporale, Guglielmo Maria
24
Gil-Alana, Luis
12
Gil-Alana, Luis A.
8
Abakah, Emmanuel Joel Aikins
7
Carcel, Hector
7
Hassler, Uwe
7
Yaya, OlaOluwa S.
6
Cuestas, Juan Carlos
5
Gupta, Rangan
5
Payne, James E.
5
Poza, Carlos
5
Sibbertsen, Philipp
5
Canarella, Giorgio
4
Coleman, Simeon
4
Iacone, Fabrizio
4
Miller, Stephen M.
4
Monge González, Manuel
4
Nielsen, Morten Ørregaard
4
Taylor, Robert
4
Babalos, Vassilios
3
Barros, Carlos Pestana
3
Cavaliere, Giuseppe
3
GIL-ALANA, L. A.
3
Kiohos, Apostolos
3
Koopman, Siem Jan
3
Koulakiotis, Athanasios
3
Lovcha, Yuliya
3
Madigu, Godfrey
3
Moreno, Antonio
3
Mudida, Robert
3
Papailias, Fotis
3
Plastun, Alex
3
Solarin Sakiru Adebola
3
Tkacz, Greg
3
Trani, Tommaso
3
Ventosa-Santaulària, Daniel
3
Andersen, Torben
2
Caporale, Guglielmo
2
Cheung, Ying Lun
2
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Applied economics
14
Studies in Nonlinear Dynamics & Econometrics
10
Economics letters
9
Empirical Economics
8
Finance research letters
8
Physica A: Statistical Mechanics and its Applications
8
Journal of econometrics
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
Applied economics letters
5
Economics Letters
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of economics & finance : IREF
5
Tourism economics : the business and finance of tourism and recreation
5
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
Econometric reviews
3
Energy Economics
3
Energy economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International journal of finance & economics : IJFE
3
Journal of financial econometrics
3
The Singapore Economic Review (SER)
3
Annals of Financial Economics (AFE)
2
Computational Statistics & Data Analysis
2
Computational economics
2
Defence and Peace Economics
2
Eastern economic journal
2
Economic Modelling
2
Empirica : journal of european economics
2
International review of financial analysis
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of Banking & Finance
2
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)
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
Journal of economics and finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of time series econometrics
2
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ECONIS (ZBW)
146
RePEc
77
Other ZBW resources
5
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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 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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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