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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Gil-Alaña, Luis A."
~person:"Serletis, Apostolos"
~subject:"Fractional cointegration"
~subject:"Geldmenge"
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Fractional cointegration
Geldmenge
Estimation
93
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93
Time series analysis
39
Zeitreihenanalyse
39
Fractional integration
31
Theorie
30
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Cointegration
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Constant, Amelie
Gil-Alaña, Luis A.
Serletis, Apostolos
Bahmani-Oskooee, Mohsen
5
Xu, Libo
5
Barnett, William A.
4
Binner, Jane M.
4
Vides, José Carlos
4
Bahmani, Sahar
3
Belongia, Michael T.
3
Caporale, Guglielmo Maria
3
Fleissig, Adrian R.
3
Ghosh, Taniya
3
Golpe, Antonio A.
3
Iglesias, Jesús
3
Ireland, Peter N.
3
Jones, Barry E.
3
Keddad, Benjamin
3
Liu, Jinan
3
Maitra, Biswajit
3
Tang, Biyan
3
Truchis, Gilles de
3
Abakah, Emmanuel Joel Aikins
2
Adil, Masudul Hasan
2
Alsamara, Mouyad
2
Alvarez, Fernando
2
Basse, Tobias
2
Bhadury, Soumya
2
Bissoondeeal, Rakesh K.
2
Carcel, Hector
2
Chang, Dongfeng
2
Chen, Yao
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Ebuh, Godday Uwawunkonye
2
Eickmeier, Sandra
2
Ellington, Michael
2
Ergemen, Yunus Emre
2
Gupta, Rangan
2
Karoglou, Michail
2
Le Bihan, Hervé
2
Lippi, Francesco
2
Mrabet, Zouhair
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Macroeconomic dynamics
4
Research in international business and finance
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of economics & finance : IREF
2
Journal of economic dynamics & control
2
Open economies review
2
Empirica : journal of european economics
1
Journal of banking & finance
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Review of development finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
4
Credit cards, the demand for money, and monetary aggregation
Liu, Jinan
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2161-2203
Persistent link: https://www.econbiz.de/10013469791
Saved in:
5
The demand for assets : evidence from the Markov switching normalized quadratic model
Xu, Libo
;
Serletis, Apostolos
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 989-1025
Persistent link: https://www.econbiz.de/10013281375
Saved in:
6
The welfare cost of inflation
Serletis, Apostolos
;
Xu, Libo
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012628262
Saved in:
7
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:
8
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:
9
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:
10
Recent monetary policy and the credit card-augmented Divisia monetary aggregates
Liu, Jinan
;
Dery, Cosmas
;
Serletis, Apostolos
- In:
Journal of macroeconomics
64
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012433734
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