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~subject:"Großbritannien"
~subject:"Strukturbruch"
~subject:"United Kingdom"
~type:"article"
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Search: subject:"Fractional integration"
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Großbritannien
Strukturbruch
United Kingdom
Fractional integration
185
Time series analysis
159
Zeitreihenanalyse
159
Estimation
134
Schätzung
134
fractional integration
125
Theorie
62
Theory
62
Long memory
51
Cointegration
49
Kointegration
47
Volatility
37
long memory
36
Persistence
35
Volatilität
35
Capital income
30
Kapitaleinkommen
30
Börsenkurs
29
Share price
29
Aktienmarkt
26
Stock market
26
Estimation theory
25
Schätztheorie
25
Inflation
24
persistence
24
Structural break
23
USA
23
United States
23
Einheitswurzeltest
18
Unit root test
18
Forecasting model
15
Fractional Integration
15
Inflation rate
15
Inflationsrate
15
Prognoseverfahren
15
EU countries
14
EU-Staaten
14
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37
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37
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Gil-Alaña, Luis A.
19
Caporale, Guglielmo Maria
10
Sibbertsen, Philipp
3
Abakah, Emmanuel Joel Aikins
2
Canarella, Giorgio
2
Carcel, Hector
2
Miller, Stephen M.
2
Trani, Tommaso
2
Adekoya, Oluwasegun B.
1
Adepoju, Adedayo A.
1
Afzal, Alia
1
Andersen, Torben
1
Apergēs, Nikolaos
1
Arthur, Emmanuel Kwesi
1
Awe, Olushina Olawale
1
Babalos, Vassilios
1
Barassi, Marco R.
1
Barros, Carlos Pestana
1
Basse, Tobias
1
Christopulos, Dēmētrēs K.
1
Coleman, Simeon
1
Cuestas, Juan Carlos
1
Cuñado Eizaguirre, Juncal
1
Gupta, Rangan
1
Hassler, Uwe
1
Herrera Aramburú, Andrés
1
Iacone, Fabrizio
1
Kiohos, Apostolos
1
Koulakiotis, Athanasios
1
Kyriakou, Maria I.
1
Kıran, Burcu
1
Leccadito, Arturo
1
Leone, Vitor
1
Leschinski, Christian
1
Madigu, Godfrey
1
Makarenko, Inna
1
Marques, André M.
1
McAdam, Peter
1
Meller, Barbara
1
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1
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3
International review of economics & finance : IREF
3
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
Applied economics letters
1
Eastern economic journal
1
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1
Energy economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Estudios de economía
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Finance research letters
1
International advances in economic research
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
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1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
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1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of money, credit and banking : JMCB
1
Open economies review
1
Research in international business and finance
1
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1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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1
Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
Saved in:
2
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:
3
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:
4
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
5
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
6
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:
7
Long memory in the energy consumption by source of the United States:
fractional
integration
, seasonality effect and structural breaks
Adekoya, Oluwasegun B.
- In:
Estudios de economía
47
(
2020
)
1
,
pp. 31-48
the
fractional
integration
technique for the three conventional cases of no regressors, an intercept, and an intercept and …
Persistent link: https://www.econbiz.de/10012268193
Saved in:
8
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:
9
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
10
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
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