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~subject:"Time series analysis"
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Persistence, long memory, and...
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Time series analysis
Zeitreihenanalyse
397
Schätzung
342
Estimation
324
fractional integration
255
USA
229
United States
210
Theorie
180
Theory
172
Kointegration
165
Cointegration
160
long memory
122
persistence
117
Börsenkurs
114
Share price
113
Großbritannien
112
United Kingdom
110
Fractional integration
108
Stock market
104
Aktienmarkt
103
Volatility
100
Strukturbruch
99
Volatilität
98
Structural break
95
Einheitswurzeltest
88
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88
Long memory
86
Unemployment
81
Capital income
76
EU-Staaten
76
Kapitaleinkommen
76
EU countries
74
Arbeitslosigkeit
71
Persistence
69
Konjunktur
62
Welt
58
Business cycle
57
World
57
Inflation
52
Efficient market hypothesis
47
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Free
191
Undetermined
68
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Book / Working Paper
204
Article
178
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176
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176
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157
Working Paper
157
Graue Literatur
154
Non-commercial literature
154
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2
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2
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1
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English
382
Author
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Gil-Alaña, Luis A.
332
Caporale, Guglielmo Maria
203
Gil-Alana, Luis A.
45
Cuñado Eizaguirre, Juncal
25
Gupta, Rangan
22
Carcel, Hector
17
Plastun, Alex
16
Barros, Carlos Pestana
14
Perez de Gracia, Fernando
13
Yaya, OlaOluwa S.
11
Lovcha, Yuliya
9
Poza, Carlos
9
Trani, Tommaso
9
Ozdemir, Zeynel Abidin
8
Candelon, Bertrand
6
Tansel, Aysıt
6
Tripathy, Trilochan
6
Abakah, Emmanuel Joel Aikins
5
Balparda, Borja
5
Canarella, Giorgio
5
Makarenko, Inna
5
Martin-Valmayor, Miguel
5
Miller, Stephen M.
5
Cuestas, Juan Carlos
4
Payne, James E.
4
André, Christophe
3
Chang, Tsangyao
3
Claudio-Quiroga, Gloria
3
Infante, Juan
3
Plastun, Oleksiy
3
Shittu, Olanrewaju I.
3
Balcilar, Mehmet
2
Belete, Abenet
2
Boateng, Alexander
2
Carmona-González, Nieves
2
Chen, Zhongfei
2
Faria, João Ricardo
2
Furuoka, Fumitaka
2
Mudida, Robert
2
Ogbonna, Ahamuefula Ephraim
2
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Hamburgisches Welt-Wirtschafts-Archiv
1
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CESifo working papers
49
Economics and finance working paper series
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Applied economics
17
DIW Berlin Discussion Paper
14
Applied economics letters
13
Discussion papers of interdisciplinary research project 373
13
CESifo Working Paper Series
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
CESifo Working Paper
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Tourism economics : the business and finance of tourism and recreation
6
EUI working paper / ECO
5
Finance research letters
5
Applied financial economics
4
Energy economics
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Discussion paper / Centre for Economic Forecasting
3
Empirica : journal of european economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of economics and finance
3
Research memorandum / METEOR
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
Economic modelling
2
European review of economics and finance
2
HWWA discussion paper
2
International journal of theoretical and applied finance
2
Journal of applied economics
2
Journal of economic studies
2
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ECONIS (ZBW)
382
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382
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1
Seasonal fractional integration in the Spanish tourism quarterly time series
Gil-Alaña, Luis A.
;
Perez de Gracia, Fernando
;
Cuñado …
- In:
Journal of travel research : a quarterly publication of …
42
(
2004
)
4
,
pp. 408-414
Persistent link: https://www.econbiz.de/10002084366
Saved in:
2
Mean reversion in stock market prices : new evidence based on bull and bear markets
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Research in international business and finance
24
(
2010
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10003964642
Saved in:
3
Additional empirical evidence on real convergence : a fractionally integrated approach
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Review of world economics
142
(
2006
)
1
,
pp. 67-91
Persistent link: https://www.econbiz.de/10003319496
Saved in:
4
The nature of seasonality in Spanish tourism time series
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Tourism economics : the business and finance of tourism …
11
(
2005
)
4
,
pp. 483-499
Persistent link: https://www.econbiz.de/10003274054
Saved in:
5
Fractional integration and structural breaks : evidence from international monthly arrivals in the USA
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Tourism economics : the business and finance of tourism …
14
(
2008
)
1
,
pp. 13-23
Persistent link: https://www.econbiz.de/10003669299
Saved in:
6
Persistance in international monthly arrivals in the Canary Islands
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Tourism economics : the business and finance of tourism …
14
(
2008
)
1
,
pp. 123-129
Persistent link: https://www.econbiz.de/10003669447
Saved in:
7
Real convergence in some emerging countries : a fractionally integrated approach
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Recherches économiques de Louvain
73
(
2007
)
3
,
pp. 293-310
Persistent link: https://www.econbiz.de/10003558456
Saved in:
8
Seasonal and non-seasonal long memory in the US interest rate and the monetary aggregates
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Quarterly journal of business and economics : QJBE
45
(
2006
)
3/4
,
pp. 31-47
Persistent link: https://www.econbiz.de/10003417866
Saved in:
9
Tourism in the Canary Islands : forecasting using several seasonal time series models
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Perez …
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 621-636
Persistent link: https://www.econbiz.de/10003779603
Saved in:
10
Real convergence in Taiwan : a fractionally integrated approach
Cunado, J.
;
Gil-Alaña, Luis A.
;
Perez de Gracia, Fernando
- In:
Journal of Asian economics
15
(
2004
)
3
,
pp. 529-547
Persistent link: https://www.econbiz.de/10002188125
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