//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Lütkepohl, Helmut"
subject:"Time series analysis"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
27
Theory
27
Zeitreihenanalyse
20
Estimation
17
Schätzung
17
Fractional integration
9
Persistence
6
fractional integration
6
long memory
6
Cointegration
5
Einheitswurzeltest
5
Kointegration
5
Unit root test
5
VAR model
5
VAR-Modell
5
Geldpolitik
4
Long memory
4
Monetary policy
4
Volatility
4
Volatilität
4
Capital income
3
Interest rate
3
Kapitaleinkommen
3
Kaufkraftparität
3
Mean Reversion
3
Mean reversion
3
Nichtlineare Regression
3
Nonlinear regression
3
Purchasing power parity
3
Schock
3
Shock
3
Zins
3
persistence
3
Arbeitslosigkeit
2
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
Chebyshev polynomials
2
Exchange rate
2
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
20
Lehrbuch
2
Bibliografie enthalten
1
Bibliography included
1
Textbook
1
Language
All
English
20
Author
All
Lütkepohl, Helmut
Gil-Alaña, Luis A.
Assimakopoulos, V.
14
Petropoulos, Fotios
14
Spiliotis, Evangelos
14
Chan, Joshua
13
Makridakis, Spyros G.
12
Hyndman, Rob J.
11
Koopman, Siem Jan
10
Gupta, Rangan
9
Kang, Yanfei
9
McElroy, Tucker
9
Perron, Pierre
9
Phillips, Peter C. B.
9
Taylor, Robert
9
Hecq, Alain W. J.
8
Marcellino, Massimiliano
8
Athanasopoulos, George
7
Kourentzes, Nikolaos
7
Leybourne, Stephen James
7
Proietti, Tommaso
7
Ravazzolo, Francesco
7
Ruiz, Esther
7
Chang, Tsangyao
6
Hallin, Marc
6
Harvey, David I.
6
Herwartz, Helmut
6
Horváth, Lajos
6
Kapetanios, George
6
Li, Feng
6
Ranjbar, Omid
6
Rodriguez, Gabriel
6
Sibbertsen, Philipp
6
Weron, Rafał
6
Asai, Manabu
5
Barigozzi, Matteo
5
Benth, Fred Espen
5
Catania, Leopoldo
5
Cross, Jamie
5
Escribano, Álvaro
5
Ghysels, Eric
5
more ...
less ...
Published in...
All
Applied economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finance research letters
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of economic dynamics & control
1
Journal of economics and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
Topics in macroeconomics
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
2
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
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
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
Saved in:
5
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
Saved in:
6
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:
7
Modeling US historical time-series prices and inflation using alternative long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1491-1511
Persistent link: https://www.econbiz.de/10012219614
Saved in:
8
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:
9
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
10
UK tourism arrivals and departures : seasonality, persistence and time trends
Gil-Alaña, Luis A.
;
Ruiz-Alba, José L.
;
Ayestarán, Raquel
- In:
Applied economics
52
(
2020
)
46
,
pp. 5077-5087
Persistent link: https://www.econbiz.de/10012306541
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->