//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Gil-Alaña, Luis A."
~source:"econis"
~subject:"Time series analysis"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Transmission mechanisms from t...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
61
Theory
61
Zeitreihenanalyse
43
Estimation
33
Schätzung
33
Einheitswurzeltest
16
Unit root test
16
Cointegration
14
Fractional integration
14
Kointegration
14
USA
12
United States
12
Capital income
9
Kapitaleinkommen
9
Persistence
9
Börsenkurs
8
Share price
8
fractional integration
8
long memory
8
Volatility
7
Volatilität
7
Großbritannien
6
Long memory
6
United Kingdom
6
Arbeitslosigkeit
5
Mean reversion
5
Unemployment
5
Business cycle
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Kaufkraftparität
4
Konjunktur
4
Mean Reversion
4
Nichtlineare Regression
4
Nonlinear regression
4
Purchasing power parity
4
Saisonale Schwankungen
4
Seasonal variations
4
Exchange rate
3
more ...
less ...
Online availability
All
Undetermined
19
Free
2
Type of publication
All
Article
Book / Working Paper
65
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Gil-Alaña, Luis A.
Franses, Philip Hans
57
Phillips, Peter C. B.
55
Perron, Pierre
30
Lütkepohl, Helmut
29
Taylor, Robert
28
Koop, Gary
26
Koopman, Siem Jan
26
Granger, C. W. J.
24
Harvey, Andrew C.
24
Leybourne, Stephen James
24
Hecq, Alain W. J.
23
Mills, Terence C.
23
Caporale, Guglielmo Maria
22
Ghysels, Eric
22
Teräsvirta, Timo
22
Hassler, Uwe
21
Hendry, David F.
21
Newbold, Paul
21
McAleer, Michael
20
Hong, Yongmiao
19
Hyndman, Rob J.
19
Swanson, Norman R.
19
Petropoulos, Fotios
18
Stock, James H.
18
Proietti, Tommaso
17
Clements, Michael P.
16
Engle, Robert F.
16
Haldrup, Niels
16
Pesaran, M. Hashem
16
Peña, Daniel
16
Saikkonen, Pentti
16
Assimakopoulos, V.
15
Chan, Joshua
15
Johansen, Søren
15
Makridakis, Spyros G.
15
Breitung, Jörg
14
Gupta, Rangan
14
Harvey, David I.
14
Herwartz, Helmut
14
more ...
less ...
Published in...
All
Applied economics
7
Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Economic modelling
2
Empirica : journal of european economics
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Oxford bulletin of economics and statistics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied econometrics and international development
1
Applied financial economics
1
Applied financial economics letters
1
Energy economics
1
European review of economics and finance
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of finance & economics : IJFE
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The empirical economics letters : a monthly international journal of economics
1
Topics in macroeconomics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
2
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:
3
Do sunspot numbers cause global temperatures? : evidence from a frequency domain causality test
Gupta, Rangan
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 798-808
Persistent link: https://www.econbiz.de/10010512114
Saved in:
4
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
5
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:
6
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:
7
Modeling US historical time-series prices and inflation using alternative long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1491-1511
Persistent link: https://www.econbiz.de/10012219614
Saved in:
8
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:
9
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->