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subject:"USA"
type:"article"
~person:"Gil-Alaña, Luis A."
~person:"Payne, James E."
~subject:"Kaufkraftparität"
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USA
Kaufkraftparität
Estimation
166
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166
Time series analysis
83
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83
Cointegration
59
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59
Fractional integration
43
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40
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Gil-Alaña, Luis A.
Payne, James E.
Bahmani-Oskooee, Mohsen
67
Chang, Tsangyao
58
Gupta, Rangan
53
Caporale, Guglielmo Maria
34
Wohar, Mark E.
23
Su, Chi-Wei
20
MacDonald, Ronald
19
Hsing, Yu
18
Belke, Ansgar
17
Cheung, Yin-Wong
17
Apergēs, Nikolaos
15
Sarno, Lucio
15
Heckman, James J.
14
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13
Serletis, Apostolos
13
Taylor, Mark P.
13
Bollerslev, Tim
12
Cebula, Richard J.
12
Chinn, Menzie David
12
Neumark, David
12
Tiwari, Aviral Kumar
12
Balcilar, Mehmet
11
Basu, Susanto
11
Lee, Chia-hao
11
Rahman, A. K. M. Matiur
11
Baharumshah, Ahmad Zubaidi
10
Engle, Robert F.
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hamori, Shigeyuki
10
Hegerty, Scott W.
10
Hess, Gregory D.
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Kutan, Ali Mustafa
10
Nouira, Ridha
10
Papell, David H.
10
Peel, David
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10
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Applied economics letters
5
Applied economics
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Review of financial economics : RFE
3
Applied financial economics
2
International journal of finance & economics : IJFE
2
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
3
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:
4
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
5
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
6
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:
7
An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
Saved in:
8
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
9
Monetary policy rules and the equity risk premium : evidence from the US experience
Apergēs, Nikolaos
;
Payne, James E.
- In:
Review of financial economics : RFE
36
(
2018
)
4
,
pp. 287-299
Persistent link: https://www.econbiz.de/10011948609
Saved in:
10
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
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