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~subject:"Fractional integration"
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Fractional integration
Schätzung
524
Estimation
494
Zeitreihenanalyse
453
Time series analysis
436
Theorie
301
Theory
290
USA
274
fractional integration
254
United States
251
Kointegration
241
Cointegration
236
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232
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222
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201
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201
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198
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191
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189
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185
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159
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159
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157
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153
long memory
126
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122
persistence
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110
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110
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108
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108
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107
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106
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102
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100
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86
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85
Unemployment
85
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84
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82
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73
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33
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6
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80
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Gil-Alaña, Luis A.
73
Caporale, Guglielmo Maria
46
Gil-Alana, Luis A.
20
Gil-Alana, Luis
9
Abakah, Emmanuel Joel Aikins
6
Carcel, Hector
6
Gupta, Rangan
6
Yaya, OlaOluwa S.
6
Barros, Carlos Pestana
4
Lovcha, Yuliya
4
Claudio-Quiroga, Gloria
3
Moreno, Antonio
3
Poza, Carlos
3
Trani, Tommaso
3
Candelon, Bertrand
2
Caporale, Guglielmo
2
Cuestas, Juan Carlos
2
Cuñado Eizaguirre, Juncal
2
Infante, Juan
2
Madigu, Godfrey
2
Monge, Manuel
2
Plastun, Alex
2
You, Kefei
2
Adepoju, Adedayo A.
1
Akinsomi, Omokolade
1
Andre, Christophe
1
Antonakakis, Nikolaos
1
Arthur, Emmanuel Kwesi
1
BARROS, Carlos Pestana
1
Balcilar, Mehmet
1
Balparda, Borja
1
Barros, Carlos
1
Belete, Abenet
1
Bermejo Muñoz, Lorenzo
1
Boateng, Alexander
1
CHEN, Zhongfei
1
Canarella, Giorgio
1
Chen, Zhongfei
1
Coskun, Yener
1
Cristobal, Enrique
1
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
6
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
5
Department of Economics, Faculty of Economic and Management Sciences
2
London School of Economics (LSE)
1
School of Economics and Business Administration, University of Navarra
1
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DIW Discussion Papers
6
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Research in international business and finance
6
Economics and finance working paper series
5
International review of economics & finance : IREF
5
SFB 373 Discussion Paper
5
SFB 373 Discussion Papers
5
Finance research letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirical Economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Review of development finance
3
Applied economics
2
Asian Journal of Empirical Research
2
Defence and Peace Economics
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied economics letters
1
CESifo Working Paper
1
Defence and peace economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Eastern economic journal
1
Economic Modelling
1
Economic integration, currency union, and sustainable and inclusive growth in East Africa
1
Economic modelling
1
Empirica
1
Empirica : journal of european economics
1
Energy economics
1
Energy strategy reviews
1
European Research Studies Journal
1
Faculty Working Papers
1
International Advances in Economic Research
1
International advances in economic research
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of finance & economics : IJFE
1
International review of financial analysis
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ECONIS (ZBW)
62
RePEc
31
EconStor
13
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1
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
2
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Research in international business and finance
44
(
2018
),
pp. 227-238
Persistent link: https://www.econbiz.de/10011983039
Saved in:
3
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
46
(
2018
),
pp. 141-148
Persistent link: https://www.econbiz.de/10011983590
Saved in:
4
Energy consumption in the GCC countries : evidence on persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Monge, …
-
2018
Persistent link: https://www.econbiz.de/10011995768
Saved in:
5
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
6
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
7
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
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
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:
10
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
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