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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Baruník, Jozef"
~person:"Chen, Pei-fen"
~person:"Gil-Alaña, Luis A."
~person:"Haan, Jakob de"
~subject:"Kointegration"
~type_genre:"Article in journal"
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Kointegration
Cointegration
7
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6
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6
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4
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4
Theory
4
Time series analysis
4
USA
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Baruník, Jozef
Chen, Pei-fen
Gil-Alaña, Luis A.
Haan, Jakob de
Shahbaz, Muhammad
13
Arouri, Mohamed
6
Teulon, Frédéric
5
Uddin, Mohammed Gazi Salah
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Katrakilides, K.
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Kouretas, Georgios P.
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Economic modelling
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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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Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Review of development finance
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
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1
Revisiting the long memory dynamics of the implied-realized volatility relationship : new evidence from the wavelet regression
Baruník, Jozef
;
Hlínková, Michaela
- In:
Economic modelling
54
(
2016
),
pp. 503-514
Persistent link: https://www.econbiz.de/10011642296
Saved in:
2
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
3
The nexus between defense expenditure and economic growth : new global evidence
Chen, Pei-fen
;
Lee, Chien-chiang
;
Chiu, Yi-bin
- In:
Economic modelling
36
(
2014
),
pp. 474-483
Persistent link: https://www.econbiz.de/10010416417
Saved in:
4
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:
5
A revisit on dissecting the PPP puzzle : evidence from a nonlinear approach
Wu, Jyh-lin
;
Chen, Pei-fen
- In:
Economic modelling
25
(
2008
)
4
,
pp. 684-695
Persistent link: https://www.econbiz.de/10003791250
Saved in:
6
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:
7
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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