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~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"Kapitaleinkommen"
~subject:"Unemployment"
~type_genre:"Article in book"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Kapitaleinkommen
Unemployment
Time series analysis
180
Zeitreihenanalyse
180
Estimation
132
Schätzung
132
USA
80
United States
80
Cointegration
66
Kointegration
66
Theorie
64
Theory
64
Fractional integration
58
fractional integration
48
Börsenkurs
43
Großbritannien
43
Share price
43
United Kingdom
43
Einheitswurzeltest
42
Unit root test
42
Aktienmarkt
39
Persistence
39
Stock market
39
Structural break
39
Strukturbruch
39
Long memory
34
Volatility
32
Volatilität
32
Capital income
31
Arbeitslosigkeit
28
persistence
26
Inflation
25
long memory
24
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21
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21
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20
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19
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19
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Gil-Alaña, Luis A.
Gupta, Rangan
129
Zaremba, Adam
99
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Ours, Jan C. van
49
Bouri, Elie
48
Faff, Robert W.
46
Bali, Turan G.
43
Cakici, Nusret
42
Tiwari, Aviral Kumar
42
Ma, Feng
41
Nickell, Stephen J.
40
Wang, Yudong
38
Demirer, Rıza
37
Fletcher, Jonathan
37
Chiang, Thomas C.
36
Pierdzioch, Christian
36
Brooks, Robert
35
Zhang, Wei
35
Caporale, Guglielmo Maria
34
Sehgal, Sanjay
34
Titman, Sheridan
34
Nguyen, Duc Khuong
33
Timmermann, Allan
31
Zhou, Guofu
31
Fabozzi, Frank J.
30
Harvey, Campbell R.
30
Zhang, Yaojie
30
Addison, John T.
29
Apergēs, Nikolaos
29
Berg, Gerard J. van den
29
Blanchard, Olivier
29
Subrahmanyam, Avanidhar
29
Xuan Vinh Vo
29
Feldmann, Horst
28
Guidolin, Massimo
28
Lee, Cheng F.
28
Ryu, Doojin
28
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Applied economics
5
Applied economics letters
4
Finance research letters
4
Journal of economics and finance
3
Computational economics
2
Economia internazionale
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
Journal of applied economics
2
Journal of economics and finance : JEF
2
Oxford bulletin of economics and statistics
2
Review of development finance
2
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics
1
Applied financial economics letters
1
Economic systems
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European review of economics and finance
1
International journal of applied economics and econometrics : IJAEE
1
International review of applied economics
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of sustainable finance & investment
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Research in international business and finance
1
Review of quantitative finance and accounting
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Stock returns : cyclicity, prediction and economic consequences
1
The Icfai University journal of applied economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
59
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1
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:
2
A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis
Furuoka, Fumitaka
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
6
,
pp. 2471-2499
Persistent link: https://www.econbiz.de/10015048304
Saved in:
3
Stock market indices and sustainability : a comparison between them
Dios-Alija, Teresa de
;
Río Caballero, Marta del
; …
- In:
Journal of sustainable finance & investment
14
(
2024
)
3
,
pp. 642-657
Persistent link: https://www.econbiz.de/10015053395
Saved in:
4
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:
5
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:
6
A test for the efficiency of Nigerian REITs stocks
Gil-Alaña, Luis A.
;
Umar, Hassana Babangida
;
Usman, …
- In:
Review of development finance
13
(
2023
)
2
,
pp. 35-43
Persistent link: https://www.econbiz.de/10014637440
Saved in:
7
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
Saved in:
8
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:
9
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:
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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