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~isPartOf:"Applied economics letters"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of development economics"
~language:"eng"
~language:"est"
~person:"Cook, Steven"
~person:"Gil-Alaña, Luis A."
~person:"Jalles, João Tovar"
~person:"Shaffer, Sherrill"
~subject:"Börsenkurs"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Kointegration"
~subject:"Supply chain"
~subject:"Theorie"
~subject:"Theory"
~subject:"Unit root test"
~subject:"United Kingdom"
~subject:"Zeitreihenanalyse"
~subject:"fractional integration"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Statistik"
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Börsenkurs
EU countries
Economic growth
Entwicklungsländer
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United Kingdom
Zeitreihenanalyse
fractional integration
Time series analysis
31
Estimation
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Cook, Steven
Gil-Alaña, Luis A.
Jalles, João Tovar
Shaffer, Sherrill
Chang, Tsangyao
36
Gupta, Rangan
27
Bahmani-Oskooee, Mohsen
21
Caporale, Guglielmo Maria
20
Afonso, António
16
Neck, Reinhard
16
Hatemi-J, Abdulnasser
15
Su, Chi-Wei
15
Baltagi, Badi H.
14
Cuestas, Juan Carlos
13
Kumbhakar, Subal
13
Tsionas, Efthymios G.
13
Apergēs, Nikolaos
12
Herzer, Dierk
12
Narayan, Paresh Kumar
12
Afonso, Oscar
11
Agénor, Pierre-Richard
11
Faff, Robert W.
11
Hamori, Shigeyuki
11
Saunders, Anthony
11
Sosvilla-Rivero, Simón
11
Bhaskara Rao, Buddhavarapu
10
Aizenman, Joshua
9
Baland, Jean-Marie
9
Berger, Allen N.
9
Raj, Baldev
9
Shackleton, Mark B.
9
Tiwari, Aviral Kumar
9
Österholm, Pär
9
Breuss, Fritz
8
Chang, Hsu-Ling
8
Fiordelisi, Franco
8
Franses, Philip Hans
8
Huang, Ho-chuan
8
Lahiri, Sajal
8
Lee, Chia-hao
8
Molyneux, Philip
8
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Applied economics letters
Empirica : journal of european economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of banking & finance
Journal of development economics
Applied economics
37
Economics letters
17
Economic modelling
8
Energy economics
8
Research in international business and finance
8
Tourism economics : the business and finance of tourism and recreation
8
Applied financial economics
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics bulletin : EB
6
Finance research letters
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Applied financial economics letters
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
5
Journal of economics and finance
5
Review of industrial organization : RIO
5
Economic issues
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
European review of economics and finance
4
International journal of theoretical and applied finance
4
Journal of economic studies
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Journal of international money and finance
4
Journal of regulatory economics
4
Review of development finance
4
Review of financial economics : RFE
4
Applied econometrics and international development
3
Computational economics
3
Emerging markets, finance and trade : EMFT
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International review of applied economics
3
International review of financial analysis
3
Journal of applied economics
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
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ECONIS (ZBW)
62
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1
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
2
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
3
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
4
Self-employment by gender in the EU : convergence and clusters
Faria, João Ricardo
;
Cuestas, Juan Carlos
;
Gil-Alaña, …
- In:
Empirica : journal of european economics
48
(
2021
)
3
,
pp. 717-741
Persistent link: https://www.econbiz.de/10012588135
Saved in:
5
Economic volatility and sovereign yields' determinants : a time-varying approach
Afonso, António
;
Jalles, João Tovar
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 427-451
Persistent link: https://www.econbiz.de/10012219023
Saved in:
6
Measuring multi-product banks' market power using the Lerner index
Shaffer, Sherrill
;
Spierdijk, Laura
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012495755
Saved in:
7
Measuring the degree of persistence in the U.S. economic policy uncertainty index
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 831-835
Persistent link: https://www.econbiz.de/10012266923
Saved in:
8
Modeling US historical time-series prices and inflation using alternative long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1491-1511
Persistent link: https://www.econbiz.de/10012219614
Saved in:
9
Public finances in the EU-27 : are they sustainable?
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Empirica : journal of european economics
47
(
2020
)
1
,
pp. 181-204
Persistent link: https://www.econbiz.de/10012224176
Saved in:
10
Inflation analysis in the Central American Monetary Council
Carcel, Hector
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 547-565
Persistent link: https://www.econbiz.de/10011949281
Saved in:
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