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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Haan, Jakob de"
~subject:"Central bank independence"
~subject:"Unit root test"
~type:"article"
~type_genre:"Article in journal"
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Central bank independence
Unit root test
Time series analysis
179
Zeitreihenanalyse
179
Estimation
152
Schätzung
152
Theorie
89
Theory
89
USA
85
United States
85
Cointegration
71
Kointegration
71
Welt
71
World
71
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67
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67
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56
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50
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50
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44
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44
fractional integration
44
Börsenkurs
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43
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40
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Volatilität
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Capital income
34
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34
Long memory
34
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32
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72
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8
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8
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1
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Italian
1
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1
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Gil-Alaña, Luis A.
Haan, Jakob de
Chang, Tsangyao
86
Taylor, Robert
54
Su, Chi-Wei
49
Leybourne, Stephen James
40
Westerlund, Joakim
35
Narayan, Paresh Kumar
33
Phillips, Peter C. B.
33
Chang, Hsu-Ling
32
Harvey, David I.
28
Lee, Junsoo
27
Bahmani-Oskooee, Mohsen
25
Omay, Tolga
21
Ramírez, Miguel D.
20
Ranjbar, Omid
20
Cook, Steven
19
Caporale, Guglielmo Maria
18
Lee, Chien-chiang
18
Tiwari, Aviral Kumar
18
Masciandaro, Donato
17
Smyth, Russell
17
Cavaliere, Giuseppe
16
Holmes, Mark J.
15
Nazlıoğlu, Şaban
15
Rodrigues, Paulo M. M.
15
Anoruo, Emmanuel
14
Baharumshah, Ahmad Zubaidi
14
Perron, Pierre
14
Christopulos, Dēmētrēs K.
13
Payne, James E.
13
Eijffinger, Sylvester C. W.
12
Forder, James
12
Kapetanios, George
12
Papell, David H.
12
Romero-Ávila, Diego
12
Shin, Dong-wan
12
Strazicich, Mark
12
Carrion i Silvestre, Josep Lluís
11
Hasanov, Mübariz
11
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Empirica : journal of european economics
4
European journal of political economy
4
Quarterly review / Banca Nazionale del Lavoro, Roma
4
Applied economics
3
Economic modelling
3
Public choice
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European review of economics and finance
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International journal of finance & economics : IJFE
2
Journal of economic surveys
2
Journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of economics
2
Review of financial economics : RFE
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
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Applied financial economics letters
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CCSO working papers : working paper series of the CCSO Center for Economic Research
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Canadian journal of agricultural economics : CJAE
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Comparative economic studies
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Eastern economic journal
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Economics letters
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German economic review
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
IMF economic review
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International business review : the official journal of the European International Business Academy
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of financial analysis
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of applied economics
1
Journal of banking & finance
1
Journal of common market studies : JCMS
1
Journal of economics and finance
1
Journal of financial stability
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ECONIS (ZBW)
72
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31
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:
32
Trade balance and exchange rate : unit roots, co-integration and long memory in the US and the UK
Gil-Alaña, Luis A.
;
Luqui, Natalia
;
Cuñado …
- In:
Economic notes : economic review of Banca Monte dei …
37
(
2008
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10003712973
Saved in:
33
Long run and cyclical strong dependence in macroeconomic time series : Nelson and Plosser revisited
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 139-154
Persistent link: https://www.econbiz.de/10003441943
Saved in:
34
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:
35
Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Advances in quantitative analysis of finance and …
5
(
2007
),
pp. 23-50
Persistent link: https://www.econbiz.de/10003575276
Saved in:
36
Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate
Gil-Alaña, Luis A.
- In:
Journal of the Japanese and international economies : …
20
(
2006
)
1
,
pp. 87-98
Persistent link: https://www.econbiz.de/10003296955
Saved in:
37
On the relationship between central bank independence and inflation : some more bad news
Bouwman, Kees
;
Jong-A-Pin, Richard
;
Haan, Jakob de
- In:
Applied financial economics letters
1
(
2005
)
6
,
pp. 381-385
Persistent link: https://www.econbiz.de/10003229639
Saved in:
38
A re-examination of historical real daily wages in England : 1260 - 1994
Gil-Alaña, Luis A.
- In:
Journal of policy modeling : JPMOD ; a social science …
27
(
2005
)
7
,
pp. 829-838
Persistent link: https://www.econbiz.de/10003146615
Saved in:
39
Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
1
,
pp. 193-207
Persistent link: https://www.econbiz.de/10002770998
Saved in:
40
Do Spanish stock market prices have a unit root? : Evidence from a fractional integration viewpoint
DePeña, Francisco Javier
;
Gil-Alaña, Luis A.
- In:
European review of economics and finance
3
(
2004
)
1
,
pp. 3-13
Persistent link: https://www.econbiz.de/10002091248
Saved in:
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