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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics"
~isPartOf:"Economics and finance working paper series"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Gil-Alaña, Luis A."
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Time series analysis
United States
Estimation
64
Schätzung
64
Zeitreihenanalyse
34
Cointegration
20
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20
fractional integration
19
USA
16
Großbritannien
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long memory
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Bahmani-Oskooee, Mohsen
Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
35
Moosa, Imad A.
10
Gupta, Rangan
5
Cassou, Steven Peter
4
Thornton, James
4
Carcel, Hector
3
Chang, Tsangyao
3
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3
Omay, Tolga
3
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3
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2
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2
Chen, Hui-chuan
2
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2
Chowdhury, Abdur R.
2
Cuñado Eizaguirre, Juncal
2
Erekson, O. Homer
2
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2
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2
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2
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2
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2
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2
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2
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Applied economics
Economics and finance working paper series
CESifo working papers
36
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Applied economics letters
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
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7
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Annales d'économie et de statistique
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ECONIS (ZBW)
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1
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:
2
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
3
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
5
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
6
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
7
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
8
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
9
Unemployment in Africa : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011631077
Saved in:
10
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
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