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~source:"econis"
~subject:"Großbritannien"
~subject:"United Kingdom"
~type:"article"
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Search: subject:"Fractional integration"
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Großbritannien
United Kingdom
Time series analysis
159
Zeitreihenanalyse
159
Estimation
134
Schätzung
134
Fractional integration
129
fractional integration
74
Theorie
62
Theory
62
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48
Kointegration
47
Volatility
35
Volatilität
35
Capital income
30
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30
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30
Börsenkurs
29
Share price
29
Long memory
27
Aktienmarkt
26
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26
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25
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25
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23
Strukturbruch
23
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23
United States
23
persistence
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21
long memory
20
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18
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18
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17
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Gil-Alaña, Luis A.
10
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.
1
Pesavento, Fábio
1
Peypoch, Nicolas
1
Puertolas-Montanes, Francisco
1
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2
International journal of finance & economics : IJFE
2
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1
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1
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of economic perspectives : IJEP
1
International review of economics & finance : IREF
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Journal of economics and finance : JEF
1
The journal of real estate finance and economics
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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
Fractional
integration
and volatility transmission between real estate and stock markets : novel evidence from a FIGARCH-BEKK approach
Kyriakou, Maria I.
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
The journal of real estate finance and economics
66
(
2023
)
4
,
pp. 939-962
Persistent link: https://www.econbiz.de/10014258997
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Fractional
integration
and structural breaks in the real GDP of Turkey
Kıran, Burcu
- In:
International journal of economic perspectives : IJEP
6
(
2012
)
1
,
pp. 39-49
Persistent link: https://www.econbiz.de/10011587066
Saved in:
9
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:
10
Inflation persistence before and after inflation targeting : a
fractional
integration
approach
Canarella, Giorgio
;
Miller, Stephen M.
- In:
Eastern economic journal
43
(
2017
)
1
,
pp. 78-103
Persistent link: https://www.econbiz.de/10012238865
Saved in:
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