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~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Applied econometrics and international development"
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~isPartOf:"Defence and peace economics"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Ahmad, Yusuf"
~person:"Bangwayo-Skeete, Prosper F."
~person:"Gil-Alaña, Luis A."
~person:"Ma, Feng"
~person:"Odhiambo, Nicholas M."
~subject:"Asia"
~subject:"Bruttoinlandsprodukt"
~subject:"Developing countries"
~subject:"Estimation"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"Kointegration"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Asia
Bruttoinlandsprodukt
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Zeitreihenanalyse
26
Schätzung
20
Theorie
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fractional integration
11
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persistence
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Ahmad, Yusuf
Bangwayo-Skeete, Prosper F.
Gil-Alaña, Luis A.
Ma, Feng
Odhiambo, Nicholas M.
Bahmani-Oskooee, Mohsen
34
Gupta, Rangan
32
Moosa, Imad A.
24
Chang, Tsangyao
20
McMillan, David G.
16
Guisán, María-Carmen
15
Apergēs, Nikolaos
14
Tiwari, Aviral Kumar
14
Narayan, Paresh Kumar
13
Caporale, Guglielmo Maria
12
Hamori, Shigeyuki
12
Sosvilla-Rivero, Simón
12
Speight, Alan E. H.
12
Balcilar, Mehmet
11
Hartley, Keith
11
Jawadi, Fredj
11
McAleer, Michael
11
Peel, David
11
Turner, Paul
11
Bhaskara Rao, Buddhavarapu
10
Lee, Chien-chiang
10
Mills, Terence C.
10
Taylor, Mark P.
10
Umar, Zaghum
10
Zhu, Huiming
10
Holmes, Mark J.
9
Kandil, Magda
9
Payne, James E.
9
Roca, Eduardo
9
Shahbaz, Muhammad
9
Wohar, Mark E.
9
Blazsek, Szabolcs
8
Chelley-Steeley, Patricia L.
8
Coakley, Jerry
8
Kumar, Saten
8
Masih, Rumi
8
Salim, Ruhul A.
8
Yoon, Seong-min
8
Zaremba, Adam
8
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Annales d'économie et de statistique
Applied econometrics and international development
Applied economics
Applied financial economics
Defence and peace economics
Energy economics
25
Applied economics letters
19
International review of financial analysis
17
Economic modelling
13
International journal of finance & economics : IJFE
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
International review of economics & finance : IREF
12
Finance research letters
11
Research in international business and finance
9
Journal of forecasting
8
Cogent economics & finance
6
Economics letters
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
6
Journal of economics and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tourism economics : the business and finance of tourism and recreation
6
Croatian review of economic, business and social statistics : CREBSS
5
Empirica : journal of european economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
African development review
4
Journal of economics and finance : JEF
4
Review of development finance
4
The South African journal of economics
4
Economia internazionale
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
Global economy journal : GEJ
3
International journal of forecasting
3
International journal of theoretical and applied finance
3
Oxford bulletin of economics and statistics
3
Review of financial economics : RFE
3
Review of quantitative finance and accounting
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of futures markets
3
African journal of economic and sustainable development
2
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ECONIS (ZBW)
43
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1
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:
2
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
3
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:
4
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
5
Mean reversion in monetary aggregates in Chile
Martin-Valmayor, Miguel Angel
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
13
,
pp. 1572-1584
Persistent link: https://www.econbiz.de/10012485279
Saved in:
6
Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 5018-5027
Persistent link: https://www.econbiz.de/10012609922
Saved in:
7
Are central bank policy rates in Africa cointegrated? : evidence from a fractional cointegration approach
Gil-Alaña, Luis A.
;
Mudida, Robert
;
Abakah, Emmanuel …
- In:
Applied economics
52
(
2020
)
57
,
pp. 6171-6182
Persistent link: https://www.econbiz.de/10012308840
Saved in:
8
Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li
;
Ma, Feng
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Applied economics
52
(
2020
)
32
,
pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
Saved in:
9
Oil price and economic growth of oil-importing countries : a review of international literature
Akinsola, Motunrayo O.
;
Odhiambo, Nicholas M.
- In:
Applied econometrics and international development
20
(
2020
)
1
,
pp. 129-151
Persistent link: https://www.econbiz.de/10012215791
Saved in:
10
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
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