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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"Estimation"
~subject:"Long memory"
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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Estimation
Long memory
Unit root test
Zeitreihenanalyse
Time series analysis
172
Theorie
157
Theory
156
Schätzung
126
USA
96
United States
96
Cointegration
64
Kointegration
64
Fractional integration
55
Welt
54
World
54
fractional integration
44
Großbritannien
43
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43
Einheitswurzeltest
39
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38
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38
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38
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26
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26
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26
persistence
25
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22
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22
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233
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208
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Gil-Alaña, Luis A.
Stiglitz, Joseph E.
Gupta, Rangan
221
Bahmani-Oskooee, Mohsen
173
Chang, Tsangyao
140
Caporale, Guglielmo Maria
119
Phillips, Peter C. B.
117
Tiwari, Aviral Kumar
109
Narayan, Paresh Kumar
100
Wohar, Mark E.
96
Franses, Philip Hans
92
Apergēs, Nikolaos
89
Taylor, Robert
84
Su, Chi-Wei
79
Lee, Chien-chiang
77
Leybourne, Stephen James
76
Moosa, Imad A.
75
McAleer, Michael
71
Serletis, Apostolos
66
Belke, Ansgar
65
Shahbaz, Muhammad
65
Herwartz, Helmut
64
Zaremba, Adam
63
Westerlund, Joakim
61
Balcilar, Mehmet
60
Kumbhakar, Subal
59
Payne, James E.
58
Pierdzioch, Christian
56
Perron, Pierre
55
Holmes, Mark J.
54
McMillan, David G.
52
Hammoudeh, Shawkat
51
Koop, Gary
51
Wagner, Joachim
50
Koopman, Siem Jan
49
Pesaran, M. Hashem
49
Harvey, David I.
48
Smyth, Russell
48
Egger, Peter
47
Hsing, Yu
47
Tsionas, Efthymios G.
47
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Applied economics
21
Applied economics letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Research in international business and finance
8
Empirica : journal of european economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tourism economics : the business and finance of tourism and recreation
6
Applied financial economics
5
Economic modelling
5
Finance research letters
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Energy economics
4
International review of financial analysis
4
Journal of economics and finance
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Review of development finance
4
The South African journal of economics
4
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
European review of economics and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Oxford bulletin of economics and statistics
3
Review of financial economics : RFE
3
Review of international economics
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
Defence and peace economics
2
Eastern economic journal
2
Economics letters
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Emerging markets, finance and trade : EMFT
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International journal of theoretical and applied finance
2
Journal of applied economics
2
Journal of economic studies
2
Journal of international money and finance
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Recherches économiques de Louvain
2
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ECONIS (ZBW)
233
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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
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
4
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:
5
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
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
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
8
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:
9
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:
10
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
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