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~person:"Gil-Alaña, Luis A."
~subject:"Großbritannien"
~subject:"United Kingdom"
~type:"article"
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Search: subject:"Fractional integration"
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Großbritannien
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Estimation
72
Schätzung
72
Time series analysis
69
Zeitreihenanalyse
69
Fractional integration
58
fractional integration
45
Cointegration
29
Kointegration
29
Persistence
26
Theorie
25
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25
persistence
18
USA
16
United States
16
Aktienmarkt
13
Long memory
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Capital income
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Fractional cointegration
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long memory
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
5
Canarella, Giorgio
2
Miller, Stephen M.
2
Trani, Tommaso
2
Apergēs, Nikolaos
1
Babalos, Vassilios
1
Barros, Carlos Pestana
1
Carcel, Hector
1
Coleman, Simeon
1
Cuestas, Juan Carlos
1
Cuñado Eizaguirre, Juncal
1
Gupta, Rangan
1
Kiohos, Apostolos
1
Koulakiotis, Athanasios
1
Kyriakou, Maria I.
1
Kıran, Burcu
1
Leone, Vitor
1
Marques, André M.
1
Orlando, James C.
1
Payne, James E.
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Pesavento, Fábio
1
Peypoch, Nicolas
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International journal of finance & economics : IJFE
2
Applied economics
1
Applied economics letters
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance : JEF
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ECONIS (ZBW)
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1
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:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
Persistence, seasonality, and
fractional
integration
within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
4
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
5
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
6
The relationship between healthcare expenditure and disposable personal income in the US states : a
fractional
integration
and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
7
Unemployment rate cycles in Europe
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
Saved in:
8
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
9
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
10
Long memory and
fractional
integration
in the housing price series of London and Paris
Gil-Alaña, Luis A.
;
Barros, Carlos Pestana
;
Peypoch, …
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3377-3388
Persistent link: https://www.econbiz.de/10010419087
Saved in:
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