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~subject:"Cointegration"
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Long memory in financial time...
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Cointegration
Zeitreihenanalyse
394
Time series analysis
379
Schätzung
331
Estimation
313
fractional integration
253
USA
216
United States
197
Theorie
178
Theory
170
Kointegration
162
long memory
122
persistence
117
Großbritannien
112
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110
Fractional integration
107
Börsenkurs
97
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96
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93
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93
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92
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89
Long memory
86
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85
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85
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81
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70
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70
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69
EU countries
68
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68
Volatilität
66
Capital income
63
Kapitaleinkommen
63
Konjunktur
58
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53
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49
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46
Hysteresis
45
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44
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English
157
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Gil-Alaña, Luis A.
135
Caporale, Guglielmo Maria
93
Gil-Alana, Luis A.
22
Carcel, Hector
20
Gupta, Rangan
9
Barros, Carlos Pestana
7
Cuñado Eizaguirre, Juncal
6
Ozdemir, Zeynel Abidin
6
Tansel, Aysıt
6
Abakah, Emmanuel Joel Aikins
5
Henry, S. G. B.
4
Yaya, OlaOluwa S.
4
You, Kefei
4
Abbritti, Mirko
3
Moreno, Antonio
3
Mudida, Robert
3
Orlando, C.
3
Orlando, C. James
3
Poza, Carlos
3
André, Christophe
2
Chang, Tsangyao
2
Claudio-Quiroga, Gloria
2
Cunado, Juncal
2
Dettoni, Robinson
2
Faria, João Ricardo
2
Malmierca-Ordoqui, Maria
2
Monge, Manuel
2
Adepoju, Adedayo A.
1
Akinsomi, Omokolade
1
Awe, Olushina Olawale
1
Balcilar, Mehmet
1
Balparda, Borja
1
Barros, Carlos P.
1
Bermejo Muñoz, Lorenzo
1
Chen, Zhongfei
1
Coskun, Yener
1
Costamagna, Rodrigo
1
Cristobal, Enrique
1
Dios Mazariegos, José Javier
1
Gil-López, Águeda
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
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1
ISEG - School of Economics and Management, Department of Economics, University of Lisbon
1
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CESifo working papers
18
Economics and finance working paper series
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Discussion papers of interdisciplinary research project 373
9
DIW Berlin Discussion Paper
7
CESifo Working Paper Series
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
CESifo Working Paper
4
Research in international business and finance
4
Applied economics
3
Applied economics letters
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Review of development finance
3
African development review
2
Department of Economics working papers
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
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2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Oxford bulletin of economics and statistics
2
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2
The South African journal of economics
2
The journal of international trade & economic development
2
Applied financial economics
1
Asian Journal of Empirical Research
1
Comparative economic studies
1
Discussion paper series / IZA
1
Discussion papers / The Centre for International Macroeconomics
1
Discussion papers / Turkish Economic Association
1
ERC working papers in economics
1
Economia internazionale
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics bulletin : EB
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
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ECONIS (ZBW)
156
RePEc
1
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1
Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
4
,
pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
Saved in:
2
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
3
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
4
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
5
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
6
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470256
Saved in:
7
Modelling the US interest rate in terms of I(d) statistical models
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
4
,
pp. 475-486
Persistent link: https://www.econbiz.de/10002375547
Saved in:
8
Government expenditures and revenues : evidence of fractional cointegration in an asymmetric modeling
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
15
(
2009
)
2
,
pp. 143-155
Persistent link: https://www.econbiz.de/10003877566
Saved in:
9
Unemployment and real oil prices in Australia : a fractionally cointegrated approach
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 201-204
Persistent link: https://www.econbiz.de/10001748959
Saved in:
10
Fractional integration and cointegration in the Japanese exchange rate market
Gil-Alaña, Luis A.
- In:
The Japanese economy : translations and studies
32
(
2004/05
)
4
,
pp. 12-35
Persistent link: https://www.econbiz.de/10003275409
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