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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Giri, Arun Kumar"
~person:"Haan, Jakob de"
~person:"Rahman, A. K. M. Matiur"
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~type_genre:"Article in journal"
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Kapitaleinkommen
Kointegration
Time series analysis
183
Zeitreihenanalyse
183
Estimation
180
Schätzung
180
Cointegration
109
USA
104
United States
104
Theorie
100
Theory
100
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77
World
77
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68
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68
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65
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55
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48
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48
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45
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45
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fractional integration
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38
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38
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37
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34
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Gil-Alaña, Luis A.
Giri, Arun Kumar
Haan, Jakob de
Rahman, A. K. M. Matiur
Gupta, Rangan
158
Narayan, Paresh Kumar
101
Zaremba, Adam
94
Bahmani-Oskooee, Mohsen
86
McMillan, David G.
76
Tiwari, Aviral Kumar
75
Caporale, Guglielmo Maria
72
Shahbaz, Muhammad
72
Wohar, Mark E.
70
Chang, Tsangyao
63
Apergēs, Nikolaos
60
Faff, Robert W.
46
Bouri, Elie
45
Hammoudeh, Shawkat
44
Lee, Chien-chiang
44
Balcilar, Mehmet
42
Sehgal, Sanjay
42
Cakici, Nusret
41
Bali, Turan G.
40
Ma, Feng
40
Nguyen, Duc Khuong
40
Chiang, Thomas C.
39
Shahzad, Syed Jawad Hussain
37
Wang, Yudong
37
Fletcher, Jonathan
36
Pierdzioch, Christian
36
Xuan Vinh Vo
36
Demirer, Rıza
35
Brooks, Robert
34
Zhang, Wei
34
Westerlund, Joakim
33
Narayan, Seema
32
Phillips, Peter C. B.
32
Titman, Sheridan
32
Arize, Augustine Chuck
31
Ramírez, Miguel D.
31
Herzer, Dierk
30
Timmermann, Allan
30
Wong, Wing Keung
30
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Applied economics letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics
5
Finance research letters
5
Research in international business and finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Review of development finance
4
Economic modelling
3
Indian journal of economics & business : IJEB
3
International journal of social economics
3
Journal of economics and finance
3
Journal of international money and finance
3
The journal of developing areas
3
African development review
2
Applied financial economics
2
Computational economics
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of economics and financial issues : IJEFI
2
International journal of emerging markets
2
International journal of theoretical and applied finance
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of economic research
2
Journal of economics and finance : JEF
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
The North American journal of economics and finance : a journal of financial economics studies
2
The South African journal of economics
2
The journal of international trade & economic development
2
Theoretical and applied economics : GAER review
2
American business review
1
Applied financial economics letters
1
Asian African journal of economics and econometrics
1
Asian Journal of Empirical Research
1
Bangladesh journal of political economy
1
Comparative economic studies
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ECONIS (ZBW)
145
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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
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
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:
4
Does an exchange rate depreciation improve the trade balance of Pakistan?
Omer, Muhammad
;
Kamal, Junaid
;
Haan, Jakob de
- In:
International journal of economic policy studies
17
(
2023
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10013556628
Saved in:
5
Does household borrowing reduce the trade balance? : evidence from developing and developed countries
Xu, Can
;
Jacobs, Jan
;
Haan, Jakob de
- In:
Open economies review
34
(
2023
)
4
,
pp. 759-787
Persistent link: https://www.econbiz.de/10014383568
Saved in:
6
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
7
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
8
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:
9
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:
10
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
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