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isPartOf:"Applied economics"
type:"article"
~isPartOf:"Journal of international money and finance"
~subject:"Cointegration"
~subject:"Zeitreihenanalyse"
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Cointegration
Zeitreihenanalyse
Großbritannien
682
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147
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147
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120
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120
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105
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Gil-Alaña, Luis A.
5
Peel, David
4
Speight, Alan E. H.
3
Chang, Tsangyao
2
Gupta, Rangan
2
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Applied economics
Journal of international money and finance
Economic modelling
23
Economics letters
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Applied financial economics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Scottish journal of political economy : the journal of the Scottish Economic Society
13
Journal of applied econometrics
12
Journal of international financial markets, institutions & money
12
International journal of forecasting
10
Journal of forecasting
10
The Manchester School
10
Applied economics letters
9
Bulletin of economic research
8
Economica
8
International journal of finance & economics : IJFE
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Journal of macroeconomics
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Oxford bulletin of economics and statistics
8
Econometric reviews
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Energy economics
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International review of economics & finance : IREF
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6
Journal of money, credit and banking : JMCB
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The journal of futures markets
6
The journal of real estate finance and economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of policy modeling : JPMOD ; a social science forum of world issues
5
Journal of the Royal Statistical Society
5
Open economies review
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Manchester School of Economic and Social Studies
5
The review of economics and statistics
5
Tourism economics : the business and finance of tourism and recreation
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Applied econometrics and international development
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Explorations in economic history : EEH
4
International economic journal
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Journal of banking & finance
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Journal of empirical finance
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ECONIS (ZBW)
51
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1
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
2
Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics
55
(
2023
)
27
,
pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
Saved in:
3
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
Saved in:
4
Behavioural biases and nonlinear adjustment : evidence from the housing market
You, Taewoo
- In:
Applied economics
52
(
2020
)
46
,
pp. 5046-5059
Persistent link: https://www.econbiz.de/10012306537
Saved in:
5
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
6
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
Saved in:
7
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei
;
Kunst, Robert M.
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
Saved in:
8
An investigation of regime shifts in UK commercial property returns : a time series analysis
Coleman, Simeon
;
Leone, Vitor
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6479-6492
Persistent link: https://www.econbiz.de/10011412030
Saved in:
9
Are Islamic stock markets efficient? : a time-series analysis
Jawadi, Fredj
;
Jawadi, Nabila
;
Cheffou, Abdoulkarim Idi
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1686-1697
Persistent link: https://www.econbiz.de/10010511990
Saved in:
10
Nonlinear integration of London and Amsterdam stock markets in the 1700s
Norman, Stephen
;
Wills, Douglas T.
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 928-939
Persistent link: https://www.econbiz.de/10010512075
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