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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Haan, Jakob de"
~person:"Rahman, A. K. M. Matiur"
~subject:"Kointegration"
~subject:"USA"
~type_genre:"Article in journal"
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Kointegration
USA
Time series analysis
182
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182
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171
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171
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105
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102
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102
Cointegration
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Gil-Alaña, Luis A.
Haan, Jakob de
Rahman, A. K. M. Matiur
Bahmani-Oskooee, Mohsen
193
Cebula, Richard J.
176
Gupta, Rangan
160
Neumark, David
104
Viscusi, W. Kip
99
Uri, Noel Dean
97
Poterba, James M.
94
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87
Gruber, Jonathan
87
Payne, James E.
82
Wohar, Mark E.
82
Partridge, Mark D.
80
Madura, Jeff
79
Glaeser, Edward L.
77
Krueger, Alan B.
77
Caporale, Guglielmo Maria
74
Shahbaz, Muhammad
74
Auerbach, Alan J.
73
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73
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72
Cutler, David M.
70
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70
Mixon, Franklin G.
70
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67
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65
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65
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65
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64
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62
Haltiwanger, John C.
60
Tiwari, Aviral Kumar
60
List, John A.
59
Borjas, George J.
58
Currie, Janet M.
58
Katz, Lawrence F.
58
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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Economics letters
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Tourism economics : the business and finance of tourism and recreation
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Advances in quantitative analysis of finance and accounting : a research annual
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Annales d'économie et de statistique
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Asian Journal of Empirical Research
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170
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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
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:
3
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
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
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:
7
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:
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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