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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Gil-Alaña, Luis A."
~subject:"Fractional cointegration"
~subject:"United Kingdom"
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Fractional cointegration
United Kingdom
Estimation
69
Schätzung
69
Time series analysis
38
Zeitreihenanalyse
38
Fractional integration
31
Cointegration
27
Kointegration
27
Persistence
14
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13
fractional integration
12
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Constant, Amelie
Gil-Alaña, Luis A.
Gupta, Rangan
13
Wieladek, Tomasz
7
Blundell, Richard W.
5
Caporale, Guglielmo Maria
5
Griffith, Rachel
5
Meghir, Costas
5
Minford, Patrick
5
Wright, Greg C.
5
Kleymenova, Anya
4
Overman, Henry G.
4
Rose, Andrew
4
Van Reenen, John
4
Vides, José Carlos
4
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4
Wohar, Mark E.
4
Berisha, Edmond
3
Binner, Jane M.
3
Canarella, Giorgio
3
Carcel, Hector
3
Dustmann, Christian
3
Emmerson, Carl
3
Fan, Jingwen
3
Foucault, Thierry
3
Golpe, Antonio A.
3
Hamori, Shigeyuki
3
Haskel, Jonathan
3
Hudson, Robert
3
Iglesias, Jesús
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Keddad, Benjamin
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Kozhan, Roman
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Miller, Stephen M.
3
O'Connell, Martin
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Ottaviano, Gianmarco I. P.
3
Ou, Zhirong
3
Peri, Giovanni
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3
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3
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Research in international business and finance
3
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
1
Applied economics letters
1
Economics letters
1
Empirica : journal of european economics
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
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Review of development finance
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Tourism economics : the business and finance of tourism and recreation
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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
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
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
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
6
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:
7
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:
8
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
Saved in:
9
Rational bubbles in the real housing stock market : empirical evidence from Santiago de Chile
Gil-Alaña, Luis A.
;
Dettoni, Robinson
;
Costamagna, Rodrigo
- In:
Research in international business and finance
49
(
2019
),
pp. 269-281
Persistent link: https://www.econbiz.de/10012136027
Saved in:
10
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
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