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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Haan, Jakob de"
~subject:"Kointegration"
~type_genre:"Article in journal"
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Kointegration
Time series analysis
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Gil-Alaña, Luis A.
Haan, Jakob de
Shahbaz, Muhammad
13
Bahmani-Oskooee, Mohsen
9
Chang, Tsangyao
9
Kumar, Saten
7
Arouri, Mohamed
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Applied economics
Economic modelling
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Research in international business and finance
4
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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African development review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Oxford bulletin of economics and statistics
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Journal of innovation and entrepreneurship : JIE
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Spatial economic analysis : the journal of the Regional Studies Association
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ECONIS (ZBW)
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1
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:
2
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:
3
An empirical analysis of excess interbank liquidity : a case study of Pakistan
Omer, Muhammad
;
Haan, Jakob de
;
Scholtens, Bert
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4754-4776
Persistent link: https://www.econbiz.de/10011380769
Saved in:
4
Investment and saving in Angola and the Feldstein-Horioka puzzle
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4793-4800
Persistent link: https://www.econbiz.de/10011380841
Saved in:
5
Testing uncovered interest rate parity using LIBOR
Omer, Muhammad
;
Haan, Jakob de
;
Scholtens, Bert
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3708-3723
Persistent link: https://www.econbiz.de/10010419955
Saved in:
6
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
Saved in:
7
Testing of seasonal integration and cointegration with fractionally integrated techniques : an application to the Danish labour demand
Gil-Alaña, Luis A.
- In:
Economic modelling
25
(
2008
)
2
,
pp. 326-339
Persistent link: https://www.econbiz.de/10003724848
Saved in:
8
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
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