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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Gil-Alaña, Luis A."
~subject:"Fractional cointegration"
~subject:"Theorie"
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Fractional cointegration
Theorie
Estimation
69
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69
Time series analysis
38
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38
Fractional integration
31
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27
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fractional integration
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Constant, Amelie
Gil-Alaña, Luis A.
Gupta, Rangan
19
Marcellino, Massimiliano
18
Serletis, Apostolos
17
Kumbhakar, Subal
11
Bahmani-Oskooee, Mohsen
10
Chan, Joshua
10
Jawadi, Fredj
10
Apergēs, Nikolaos
9
Kelly, Bryan T.
9
Rubio-Ramírez, Juan Francisco
9
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9
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8
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8
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8
Xu, Libo
8
Baumeister, Christiane
7
Egger, Peter
7
Engel, Charles
7
Forni, Mario
7
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
Afonso, Oscar
6
Albuquerque, Rui
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6
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Research in international business and finance
4
Applied economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Applied economics letters
1
Empirica : journal of european economics
1
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1
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1
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22
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1
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:
2
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
3
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
4
How lithium prices affect mergers and acquisitions in the lithium industry
Monge, Manuel
;
Cristobal, Enrique
;
Gil-Alaña, Luis A.
- In:
Review of development finance
11
(
2021
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10012618596
Saved in:
5
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
6
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
7
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:
8
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Research in international business and finance
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
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
How do stocks in BRICS co-move with real estate stocks?
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
;
Akinsomi, Omokolade
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 93-101
Persistent link: https://www.econbiz.de/10012486337
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