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~language:"eng"
~language:"hrv"
~person:"Gil-Alaña, Luis A."
~person:"Glaeser, Edward L."
~subject:"Einheitswurzeltest"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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Einheitswurzeltest
USA
Volatility
Time series analysis
173
Zeitreihenanalyse
173
United States
154
Estimation
142
Schätzung
142
Theorie
100
Theory
100
Cointegration
65
Kointegration
65
Fractional integration
56
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46
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46
fractional integration
44
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39
Unit root test
39
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38
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Long memory
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persistence
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long memory
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20
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Gil-Alaña, Luis A.
Glaeser, Edward L.
Gupta, Rangan
249
Bahmani-Oskooee, Mohsen
186
Cebula, Richard J.
174
Wohar, Mark E.
112
Chang, Tsangyao
106
Bouri, Elie
104
Neumark, David
104
Viscusi, W. Kip
100
Tiwari, Aviral Kumar
99
Uri, Noel Dean
97
Poterba, James M.
94
Ma, Feng
92
Caporale, Guglielmo Maria
91
Gruber, Jonathan
88
McAleer, Michael
88
Hammoudeh, Shawkat
86
Apergēs, Nikolaos
82
Madura, Jeff
82
Payne, James E.
81
Partridge, Mark D.
80
Serletis, Apostolos
80
Krueger, Alan B.
79
Jorgenson, Dale Weldeau
74
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Heckman, James J.
73
Narayan, Paresh Kumar
72
Cutler, David M.
70
Feldstein, Martin S.
70
Card, David E.
69
Mixon, Franklin G.
69
Mishra, Ashok K.
68
Sirmans, Clemon F.
68
Audretsch, David B.
66
Ewing, Bradley T.
65
Slemrod, Joel
65
Taylor, Robert
65
Fabozzi, Frank J.
64
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Journal of urban economics
11
Applied economics
9
Applied economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Economic modelling
6
Economics letters
6
Journal of political economy
6
The American economic review
6
The quarterly journal of economics
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Brookings papers on economic activity : BPEA
4
Empirica : journal of european economics
4
Finance research letters
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International journal of finance & economics : IJFE
4
Journal of economics and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
European review of economics and finance
3
International review of financial analysis
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of regional science
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Research in international business and finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Journal of economic literature
2
Journal of labor economics
2
Oxford bulletin of economics and statistics
2
Papers in regional science : the journal of the Regional Science Association International
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
Tax policy and the economy
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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The review of economics and statistics
2
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
208
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1
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208
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1
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
2
How regressive are mobility-related user fees and gasoline taxes?
Glaeser, Edward L.
;
Gorback, Caitlin S.
;
Poterba, James M.
- In:
Tax policy and the economy
37
(
2023
),
pp. 1-56
Persistent link: https://www.econbiz.de/10014317499
Saved in:
3
The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
55
(
2023
)
29
,
pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
Saved in:
4
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:
5
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
6
JUE insight: how much does COVID-19 increase with mobility? : evidence from New York and four other U.S. cities
Glaeser, Edward L.
;
Gorback, Caitlin
;
Redding, Stephen
- In:
Journal of urban economics
127
(
2022
)
Persistent link: https://www.econbiz.de/10013277106
Saved in:
7
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
8
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:
9
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
10
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
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