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subject:"Theory"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Search: subject_exact:"Kointegrationsanalyse"
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Cointegration
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Gil-Alaña, Luis A.
3
Le Fur, Eric
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Baek, Jungho
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Bednarek, Ziemowit
1
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1
Caporale, Guglielmo Maria
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Carvalho, André Roncaglia de
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Filomena, Tiago Pascoal
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Ho, Tsung-wu
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of econometrics
72
Economics letters
53
Applied economics
48
Economic modelling
48
Econometric theory
40
Econometric reviews
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Applied economics letters
30
Discussion papers of interdisciplinary research project 373
27
EUI working paper / ECO
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Oxford bulletin of economics and statistics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
International journal of economics and financial issues : IJEFI
20
International journal of forecasting
20
Journal of applied econometrics
20
Energy economics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Journal of international money and finance
17
The econometrics journal
17
Journal of forecasting
16
The empirical economics letters : a monthly international journal of economics
16
CESifo working papers
15
Discussion paper / Tinbergen Institute
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Journal of economic dynamics & control
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Working paper
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International journal of economics and finance
14
CREATES research paper
13
Journal of economic surveys
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Discussion papers / Department of Economics, University of Copenhagen
12
Macroeconomic dynamics
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SFB 649 discussion paper
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Discussion paper / Department of Economics, University of California San Diego
11
IHS economics series : working paper
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International review of financial analysis
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Journal of macroeconomics
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Cambridge working papers in economics
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1
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:
2
Testing the neo-fisherian hypothesis in Brazil
Marques, André de Mattos
;
Carvalho, André Roncaglia de
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 407-419
Persistent link: https://www.econbiz.de/10014249170
Saved in:
3
Detecting periodically collapsing bubbles in the S&P 500
Nguyen, Quynh Nhu
;
Waters, George
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 83-91
Persistent link: https://www.econbiz.de/10013258514
Saved in:
4
Structural vector error correction modelling of Bitcoin price
Haffar, Adlane
;
Le Fur, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012655298
Saved in:
5
Dynamics of the global fine art market prices
Le Fur, Eric
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 167-180
Persistent link: https://www.econbiz.de/10012417272
Saved in:
6
Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
Saved in:
7
Monetary policy and overshooting of oil prices in an open economy
Baek, Jungho
;
Miljkovic, Dragan
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012035024
Saved in:
8
Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection
Sant'Anna, Leonardo Riegel
;
Filomena, Tiago Pascoal
; …
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 146-157
Persistent link: https://www.econbiz.de/10011792475
Saved in:
9
Pure technology gaps and production predictability
Bednarek, Ziemowit
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 39-50
Persistent link: https://www.econbiz.de/10011627200
Saved in:
10
Income inequality may not converge after all : testing panel unit roots in the presence of cross-section cointegration
Ho, Tsung-wu
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 68-79
Persistent link: https://www.econbiz.de/10011574356
Saved in:
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