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~isPartOf:"Applied economics"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~language:"eng"
~language:"rus"
~person:"Bunke, Olaf"
~person:"Egger, Peter"
~person:"Gil-Alaña, Luis A."
~person:"Horowitz, Joel"
~person:"Schneider, Friedrich"
~person:"Stiglitz, Joseph E."
~person:"Wagner, Joachim"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
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Statistischer Test
Zeitreihenanalyse
Time series analysis
32
Estimation
24
Schätzung
24
Theorie
23
Theory
23
Deutschland
14
Germany
14
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12
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persistence
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Bunke, Olaf
Egger, Peter
Gil-Alaña, Luis A.
Horowitz, Joel
Schneider, Friedrich
Stiglitz, Joseph E.
Wagner, Joachim
Lütkepohl, Helmut
14
Moosa, Imad A.
14
Gupta, Rangan
12
Härdle, Wolfgang
12
Saikkonen, Pentti
11
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9
Breitung, Jörg
8
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5
Lanne, Markku
5
Peel, David
5
Bahmani-Oskooee, Mohsen
4
Blazsek, Szabolcs
4
Burns, Kelly
4
Candelon, Bertrand
4
Caporale, Guglielmo Maria
4
Gschwandtner, Adelina
4
Herwartz, Helmut
4
Kim, Jong-Min
4
Kleinow, Torsten
4
Kreiß, Jens-Peter
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Lee, Chien-chiang
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Leybourne, Stephen James
4
McAleer, Michael
4
Narayan, Paresh Kumar
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Neumann, Michael H.
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Omay, Tolga
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Speight, Alan E. H.
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Teyssière, Gilles
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Tschernig, Rolf
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Allen, David E.
3
Balcilar, Mehmet
3
Hafner, Christian M.
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Ranjbar, Omid
3
Singh, Abhay Kumar
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3
Su, Chi-Wei
3
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3
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Applied economics
Discussion papers of interdisciplinary research project 373
CESifo working papers
50
Economics and finance working paper series
40
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Tourism economics : the business and finance of tourism and recreation
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Finance research letters
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of econometrics
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Journal of economics and finance : JEF
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Journal of forecasting
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirica : journal of european economics
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
International review of financial analysis
3
Journal of economics and finance
3
Oxford bulletin of economics and statistics
3
Research memorandum / METEOR
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
Discussion paper / Centre for Economic Forecasting
2
Discussion paper series / IZA
2
Economic modelling
2
European review of economics and finance
2
International journal of theoretical and applied finance
2
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Journal of international money and finance
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ECONIS (ZBW)
34
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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 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:
4
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
Saved in:
5
UK tourism arrivals and departures : seasonality, persistence and time trends
Gil-Alaña, Luis A.
;
Ruiz-Alba, José L.
;
Ayestarán, Raquel
- In:
Applied economics
52
(
2020
)
46
,
pp. 5077-5087
Persistent link: https://www.econbiz.de/10012306541
Saved in:
6
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
Saved in:
7
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
8
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
Saved in:
9
Do sunspot numbers cause global temperatures? : evidence from a frequency domain causality test
Gupta, Rangan
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 798-808
Persistent link: https://www.econbiz.de/10010512114
Saved in:
10
Inflation in Mozambique : empirical facts based on persistence, seasonality and breaks
Gil-Alaña, Luis A.
;
Barros, Carlos Pestana
;
Faria, …
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2545-2555
Persistent link: https://www.econbiz.de/10010417196
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