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~isPartOf:"Applied economics"
~isPartOf:"Economia internazionale"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Gil-Alana, Luis A."
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"Zeitreihenanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
South Africa
Zeitreihenanalyse
long memory
Time series analysis
32
Estimation
31
Schätzung
31
USA
28
United States
28
Forecasting model
24
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fractional integration
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persistence
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Causality analysis
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Großbritannien
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Welt
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World
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8
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8
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54
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English
54
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Gil-Alana, Luis A.
Gil-Alaña, Luis A.
Gupta, Rangan
Moosa, Imad A.
20
Chang, Tsangyao
13
Bahmani-Oskooee, Mohsen
12
Tiwari, Aviral Kumar
10
Blazsek, Szabolcs
9
Zhang, Yaojie
9
Balcilar, Mehmet
8
Ma, Feng
8
Pierdzioch, Christian
8
Baghestani, Hamid
7
Hatemi-J, Abdulnasser
7
Kim, Jong-Min
7
McAleer, Michael
7
Tronzano, Marco
7
Wohar, Mark E.
7
Apergēs, Nikolaos
6
Bhaskara Rao, Buddhavarapu
6
Dai, Zhifeng
6
Kumar, Saten
6
Beckmann, Joscha
5
Belke, Ansgar
5
Burns, Kelly
5
Franses, Philip Hans
5
Herzer, Dierk
5
Lee, Chien-chiang
5
Masih, Abdul Mansur M.
5
Narayan, Paresh Kumar
5
Omay, Tolga
5
Peel, David
5
Qiao, Gaoxiu
5
Siliverstovs, Boriss
5
Singh, Tarlok
5
Allen, David E.
4
Bhattacharya, Madhumita
4
Fukuda, Kosei
4
Gausden, Robert
4
Gschwandtner, Adelina
4
Hammoudeh, Shawkat
4
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Applied economics
Economia internazionale
The North American journal of economics and finance : a journal of financial economics studies
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics letters
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Energy economics
19
International review of economics & finance : IREF
13
The South African journal of economics
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
International journal of finance & economics : IJFE
8
Applied financial economics
7
Tourism economics : the business and finance of tourism and recreation
7
Economics letters
6
The journal of real estate finance and economics
6
Empirica : journal of european economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International business and economics research journal
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of economics and finance
5
Annals of financial economics
4
Defence and peace economics
4
Journal of economics and finance : JEF
4
Computational economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Oxford bulletin of economics and statistics
3
Review of financial economics : RFE
3
Economic modelling
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
European review of economics and finance
2
Journal of applied economics
2
Journal of business economics and management
2
Studies in economics and finance
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics letters
1
Canadian journal of agricultural economics : CJAE
1
Contemporary economics
1
Economics & finance notes
1
Economics bulletin : EB
1
Economics, management and financial markets
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ECONIS (ZBW)
54
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54
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1
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
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
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
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
5
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:
6
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
7
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
8
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
9
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
10
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
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