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~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~isPartOf:"The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~person:"Stiglitz, Joseph E."
~subject:"Cointegration"
~subject:"Strukturbruch"
~type:"article"
~type_genre:"Article in journal"
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Gil-Alaña, Luis A.
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Empirica : journal of european economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of quantitative economics : official journal of the Indian Econometric Society
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
Applied economics
8
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Research in international business and finance
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Economic modelling
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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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Journal of economics and finance
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of finance & economics : IJFE
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Oxford bulletin of economics and statistics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European review of economics and finance
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Finance research letters
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ECONIS (ZBW)
14
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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
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:
3
Inflation-growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model
Omay, Tolga
;
Van Eyden, Reneé
;
Gupta, Rangan
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 913-944
Persistent link: https://www.econbiz.de/10011949416
Saved in:
4
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
5
International stock return predictability : is the role of U.S. time-varying?
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
- In:
Empirica : journal of european economics
44
(
2017
)
1
,
pp. 121-146
Persistent link: https://www.econbiz.de/10011741339
Saved in:
6
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
7
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
8
Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
4
,
pp. 1221-1240
Persistent link: https://www.econbiz.de/10010357340
Saved in:
9
Fractional integration and structural breaks in US macro dynamics
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
1
,
pp. 427-446
Persistent link: https://www.econbiz.de/10009582057
Saved in:
10
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
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