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~person:"Gil-Alaña, Luis A."
~subject:"Schätzung"
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Gil-Alaña, Luis A.
Gupta, Rangan
18
Marcellino, Massimiliano
18
Serletis, Apostolos
17
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11
Bahmani-Oskooee, Mohsen
10
Chan, Joshua
10
Jawadi, Fredj
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Rubio-Ramírez, Juan Francisco
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7
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Forni, Mario
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Ghysels, Eric
7
Hamilton, James D.
7
Jordà, Òscar
7
Koopman, Siem Jan
7
Müller, Gernot J.
7
Petrella, Ivan
7
Tsionas, Efthymios G.
7
Tzavalis, Elias
7
Afonso, Oscar
6
Albuquerque, Rui
6
Arbia, Giuseppe
6
Bekiros, Stelios
6
Born, Benjamin
6
Casarin, Roberto
6
Gagliardini, Patrick
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Gertler, Mark
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Huber, Florian
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Jalles, João Tovar
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Applied economics letters
1
Empirica : journal of european economics
1
Energy economics
1
Finance research letters
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
2
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
3
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
Saved in:
4
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
5
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
6
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
7
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:
8
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
9
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:
10
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
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