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~isPartOf:"Applied econometrics and international development"
~isPartOf:"Applied economics"
~isPartOf:"Finance research letters"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Modern economy"
~language:"eng"
~language:"fra"
~language:"nld"
~language:"pol"
~person:"Aguayo, Eva"
~person:"Dittrich, Ludwig O."
~person:"Dēmelē, Sophias P."
~person:"Gil-Alaña, Luis A."
~person:"Grubaugh, Stephen G."
~person:"Ramírez, Miguel D."
~source:"econis"
~subject:"Asia"
~subject:"Developing countries"
~subject:"Fractional integration"
~subject:"Großbritannien"
~subject:"KPSS unit root test"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Asia
Developing countries
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Großbritannien
KPSS unit root test
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Zeitreihenanalyse
37
Estimation
25
Schätzung
25
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16
Theory
16
Cointegration
15
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persistence
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long memory
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Aguayo, Eva
Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Grubaugh, Stephen G.
Ramírez, Miguel D.
Gupta, Rangan
30
Bahmani-Oskooee, Mohsen
20
Moosa, Imad A.
18
Tiwari, Aviral Kumar
17
Bouri, Elie
14
Guisán, María-Carmen
13
Roubaud, David
12
Caporale, Guglielmo Maria
11
Ma, Feng
10
Mensi, Walid
10
Yoon, Seong-min
10
Chang, Tsangyao
9
Corbet, Shaen
9
Lucey, Brian M.
8
Sensoy, Ahmet
8
Wei, Yu
8
Wohar, Mark E.
8
Zhang, Yaojie
8
Balcilar, Mehmet
7
Bhaskara Rao, Buddhavarapu
7
Guesmi, Khaled
7
Jawadi, Fredj
7
Lyócsa, Štefan
7
Mills, Terence C.
7
Molnár, Peter
7
Shahbaz, Muhammad
7
Turner, Paul
7
Zhu, Huiming
7
Österholm, Pär
7
Apergēs, Nikolaos
6
Goutte, Stéphane
6
Hammoudeh, Shawkat
6
Ji, Qiang
6
Kang, Sang Hoon
6
Leslie, Derek G.
6
Peel, David
6
Shahzad, Syed Jawad Hussain
6
Sloane, Peter J.
6
Speight, Alan E. H.
6
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Applied econometrics and international development
Applied economics
Finance research letters
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Modern economy
Applied economics letters
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
8
International journal of finance & economics : IJFE
6
Tourism economics : the business and finance of tourism and recreation
6
Business and Economic Research : BER
5
Energy economics
5
International review of economics & finance : IREF
5
Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied financial economics
4
Economic modelling
4
Empirica : journal of european economics
4
International review of financial analysis
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Review of development finance
4
Atlantic economic journal : AEJ
3
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
3
International journal of theoretical and applied finance
3
Oxford bulletin of economics and statistics
3
African journal of economic and sustainable development
2
Bulletin of applied economics
2
CBN journal of applied statistics
2
Defence and peace economics
2
Economia internazionale
2
Emerging markets, finance and trade : EMFT
2
Journal of economic studies
2
Journal of international money and finance
2
Recherches économiques de Louvain
2
Regional and sectoral economic studies : RSES
2
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ECONIS (ZBW)
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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
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:
3
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
Saved in:
4
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
5
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
6
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:
7
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
8
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:
9
Modelling long-range dependence and non-linearity in the infant mortality rates of African countries
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
26
(
2020
)
3
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012415228
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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