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~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~person:"Korobilis, Dimitris"
~subject:"Bildungsertrag"
~subject:"Gravitationsmodell"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Bildungsertrag
Gravitationsmodell
Returns to education
Schätzung
VAR model
Ökonometrisches Modell
Theorie
33
Theory
33
Time series analysis
26
Zeitreihenanalyse
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Fractional integration
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long memory
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persistence
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Gil-Alaña, Luis A.
Korobilis, Dimitris
Gupta, Rangan
59
Marcellino, Massimiliano
34
Rose, Andrew
23
Zaremba, Adam
22
Serletis, Apostolos
21
Apergēs, Nikolaos
18
Balcilar, Mehmet
18
Hammoudeh, Shawkat
17
Wohar, Mark E.
17
Lee, Chien-chiang
16
Pierdzioch, Christian
16
Bouri, Elie
15
Kilian, Lutz
15
Larch, Mario
15
Van Reenen, John
15
Xuan Vinh Vo
15
Bahmani-Oskooee, Mohsen
14
Carriero, Andrea
14
Huber, Florian
14
Shahbaz, Muhammad
14
Tiwari, Aviral Kumar
14
Chan, Joshua
13
Kang, Sang Hoon
13
Massa, Massimo
13
Mensi, Walid
13
Nonejad, Nima
13
Shahzad, Syed Jawad Hussain
13
Baumeister, Christiane
12
Egger, Peter
12
Minford, Patrick
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Salisu, Afees A.
12
Taylor, Alan M.
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Wang, Yudong
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Giannone, Domenico
11
Jawadi, Fredj
11
Kumbhakar, Subal
11
Rubio-Ramírez, Juan Francisco
11
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11
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Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Applied economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of econometrics
2
Applied economics letters
1
Empirica : journal of european economics
1
Energy economics
1
European economic review : EER
1
International journal of forecasting
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
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Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
26
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1
Exchange rate predictability in a changing
world
Byrne, Joseph P.
;
Korobilis, Dimitris
;
Ribeiro, Pinho J.
- In:
Journal of international money and finance
62
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011668284
Saved in:
2
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
3
Decomposing global yield curve co-movement
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
- In:
Journal of banking & finance
106
(
2019
),
pp. 500-513
Persistent link: https://www.econbiz.de/10012224340
Saved in:
4
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:
5
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
6
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
7
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
8
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
9
High-dimensional macroeconomic forecasting using message passing algorithms
Korobilis, Dimitris
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10012499094
Saved in:
10
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
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