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~isPartOf:"Applied econometrics and international development"
~isPartOf:"Applied economics"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~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:"Lee, Chien-chiang"
~person:"Ramírez, Miguel D."
~source:"econis"
~subject:"Asia"
~subject:"Developing countries"
~subject:"Estimation"
~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
Estimation
Fractional integration
Großbritannien
KPSS unit root test
Time series analysis
Volatility
Zeitreihenanalyse
33
Schätzung
21
USA
15
United States
15
Theorie
14
Theory
14
Cointegration
12
Einheitswurzeltest
12
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Unit root test
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fractional integration
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persistence
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long memory
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6
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English
French
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Author
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Aguayo, Eva
Dittrich, Ludwig O.
Dēmelē, Sophias P.
Gil-Alaña, Luis A.
Grubaugh, Stephen G.
Lee, Chien-chiang
Ramírez, Miguel D.
Bahmani-Oskooee, Mohsen
29
Moosa, Imad A.
22
Gupta, Rangan
21
Guisán, María-Carmen
13
Apergēs, Nikolaos
10
Chang, Tsangyao
10
Tiwari, Aviral Kumar
10
Turner, Paul
10
Umar, Zaghum
10
Zhu, Huiming
10
Sosvilla-Rivero, Simón
9
Yoon, Seong-min
9
Balcilar, Mehmet
8
Bhaskara Rao, Buddhavarapu
8
Blazsek, Szabolcs
8
Narayan, Paresh Kumar
8
Salim, Ruhul A.
8
Zaremba, Adam
8
Belke, Ansgar
7
Holmes, Mark J.
7
Jawadi, Fredj
7
Kandil, Magda
7
Ma, Feng
7
McAleer, Michael
7
Mills, Terence C.
7
Allen, David E.
6
Berument, Hakan
6
Hammoudeh, Shawkat
6
Jareño, Francisco
6
Leslie, Derek G.
6
Peel, David
6
Roca, Eduardo
6
Selvanathan, Saroja
6
Sloane, Peter J.
6
Speight, Alan E. H.
6
Taylor, Mark P.
6
Wohar, Mark E.
6
Zhang, Yaojie
6
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Applied econometrics and international development
Applied economics
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Modern economy
Applied economics letters
17
Energy economics
17
Economic modelling
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Research in international business and finance
12
International review of economics & finance : IREF
10
Tourism economics : the business and finance of tourism and recreation
8
Finance research letters
7
International journal of finance & economics : IJFE
7
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Journal of economics and finance
6
Journal of forecasting
6
Journal of international money and finance
6
Business and Economic Research : BER
5
Empirica : journal of european economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of financial analysis
5
The South African journal of economics
5
Applied financial economics
4
Defence and peace economics
4
Emerging markets, finance and trade : EMFT
4
Journal of economics and finance : JEF
4
Review of development finance
4
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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
Iranian economic review : journal of University of Tehran
3
Oxford bulletin of economics and statistics
3
Pacific-Basin finance journal
3
Review of financial economics : RFE
3
The journal of international trade & economic development
3
African journal of economic and sustainable development
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
Analyzing the hysteresis properties and growth stability of renewable energy production of the U.S.
Lee, Chien-chiang
;
Ranjbar, Omid
;
Lee, Chi-Chuan
- In:
Applied economics
53
(
2021
)
24
,
pp. 2752-2770
Persistent link: https://www.econbiz.de/10012501412
Saved in:
4
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:
5
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:
6
The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min
;
Lee, Chien-chiang
;
Choo, Wei Chong
- In:
Applied economics
53
(
2021
)
22
,
pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
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
Dynamic spillovers and connectedness between oil returns and policy uncertainty
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Applied economics
52
(
2020
)
35
,
pp. 3788-3808
Persistent link: https://www.econbiz.de/10012258981
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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