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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Gil-Alaña, Luis A."
~person:"Serletis, Apostolos"
~subject:"Persistence"
~type_genre:"Article in journal"
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Persistence
Estimation
87
Schätzung
87
Time series analysis
39
Zeitreihenanalyse
39
Fractional integration
32
Theorie
32
Theory
32
Cointegration
28
Kointegration
28
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14
Monetary policy
14
Börsenkurs
13
Share price
13
Volatility
13
Volatilität
13
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12
Money supply
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fractional integration
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Constant, Amelie
Gil-Alaña, Luis A.
Serletis, Apostolos
Caporale, Guglielmo Maria
5
Demetrescu, Matei
3
Gupta, Rangan
3
Poza, Carlos
2
Trani, Tommaso
2
Abakah, Emmanuel Joel Aikins
1
Adekoya, Oluwasegun B.
1
Altavilla, Carlo
1
Altuzarra, Amaia
1
Antonakakis, Nikolaos
1
Araujo, Pedro de
1
Balcilar, Mehmet
1
Barañano, Ilaski
1
Bergin, Paul R.
1
Bermejo Muñoz, Lorenzo
1
Bravo Caro, José Manuel
1
Brugnolini, Luca
1
Caporin, Massimiliano
1
Charfeddine, Lanouar
1
Cho, Dooyeon
1
Choi, Chi-young
1
Choi, Horag
1
Cuñado Eizaguirre, Juncal
1
Elyasiani, Elyas
1
Erhardt, Eva Christine
1
Figueiredo, Francisco Marcos Rodrigues
1
Fossen, Frank M.
1
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1
Georgiev, Iliyan
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1
Glick, Reuven
1
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1
Golpe, Antonio A.
1
Guillén, Osmani Teixeira de Carvalho
1
Gürkaynak, Refet S.
1
Iglesias, Jesús
1
Infante, Juan
1
Isoardi, Mateo
1
Iyke, Bernard Njindan
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
Research in international business and finance
2
Eastern economic journal
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of financial analysis
1
Journal of economic studies
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ECONIS (ZBW)
14
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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
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
3
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
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
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:
6
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
7
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
8
Inflation in Argentina : analysis of persistence using fractional integration
Isoardi, Mateo
;
Gil-Alaña, Luis A.
- In:
Eastern economic journal
45
(
2019
)
2
,
pp. 204-223
Persistent link: https://www.econbiz.de/10012302283
Saved in:
9
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:
10
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
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