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~isPartOf:"Applied economics"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Gil-Alaña, Luis A."
~person:"Rault, Christophe"
~subject:"Estimation"
~subject:"Strukturbruch"
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Strukturbruch
Time series analysis
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fractional integration
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persistence
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Gil-Alaña, Luis A.
Rault, Christophe
Bahmani-Oskooee, Mohsen
21
Gupta, Rangan
15
Moosa, Imad A.
14
Chang, Tsangyao
10
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Xuan Vinh Vo
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Applied economics
International journal of finance & economics : IJFE
Economics and finance working paper series
37
Applied economics letters
11
CESifo working papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Discussion paper series / IZA
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EUI working paper / ECO
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Economics letters
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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 review of economics & finance : IREF
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Journal of economics and finance
5
Journal of quantitative economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of economics and finance : JEF
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Empirica : journal of european economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
2
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2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
Review of world economics
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Tourism economics : the business and finance of tourism and recreation
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Working papers / School of Economics and Management, Technical University of Lisbon, Department of Economics
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics
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Applied financial economics letters
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Canadian journal of agricultural economics : CJAE
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Department of Economics working paper series
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Discussion papers / The Centre for International Macroeconomics
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ERC working papers in economics
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ECONIS (ZBW)
22
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1
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
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
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:
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
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
6
The pass-through of exchange rate in the context of the European sovereign debt crisis
Cheikh, Nidhaleddine Ben
;
Rault, Christophe
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 154-166
Persistent link: https://www.econbiz.de/10011560178
Saved in:
7
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
8
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:
9
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
10
Oil prices and stock markets in GCC countries : empirical evidence from panel analysis
Arouri, Mohamed
;
Rault, Christophe
- In:
International journal of finance & economics : IJFE
17
(
2012
)
3
,
pp. 242-253
Persistent link: https://www.econbiz.de/10009615687
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