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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics"
~isPartOf:"Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists"
~person:"Gil-Alaña, Luis A."
~person:"Hung, Mao-Wei"
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Time series analysis
United States
Estimation
14
Schätzung
14
Zeitreihenanalyse
8
fractional integration
5
Arbeitslosigkeit
3
Cointegration
3
Großbritannien
3
Kointegration
3
OECD countries
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OECD-Staaten
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Structural break
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Strukturbruch
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USA
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Unemployment
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United Kingdom
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long memory
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persistence
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Deutschland
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Fractional integration
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France
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Frankreich
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Immobilienpreis
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Konjunktur
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Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
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fractional cointegration
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1959-1996
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1982-2002
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Gil-Alaña, Luis A.
Hung, Mao-Wei
Moosa, Imad A.
10
Bahmani-Oskooee, Mohsen
4
Cassou, Steven Peter
4
Gupta, Rangan
4
Thornton, James
4
Chang, Tsangyao
3
Johnson, Paul A.
3
Omay, Tolga
3
Paudel, Krishna P.
3
Barros, Carlos Pestana
2
Burns, Kelly
2
Chen, Hui-chuan
2
Choudhary, M. Ali
2
Chowdhury, Abdur R.
2
Erekson, O. Homer
2
French, Michael T.
2
Friesner, Dan
2
Goel, Rajeev K.
2
Harvey, David I.
2
Hasanov, Mübariz
2
Iqbal, Javed
2
Kim, Jong-Min
2
Koshal, Manjulika
2
Koshal, Rajindar K.
2
Marlow, Michael L.
2
McGibany, James M.
2
Mohanty, Madhu Sudan
2
Nguyen, Duc Khuong
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Nourzad, Farrokh
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2
Peel, David
2
Perez de Gracia, Fernando
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Pick, Daniel H.
2
Ranjbar, Omid
2
Reed, Michael R.
2
Rosenman, Robert E.
2
Shumway, C. Richard
2
Singh, Tarlok
2
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Applied economics
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
CESifo working papers
37
Economics and finance working paper series
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Applied economics letters
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
7
EUI working paper / ECO
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of finance & economics : IJFE
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economics and finance : JEF
3
Department of Economics working papers
2
Discussion paper series / IZA
2
International review of economics & finance : IREF
2
Research in international business and finance
2
Review of financial economics : RFE
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annales d'économie et de statistique
1
Applied econometrics and international development
1
Applied financial economics
1
Applied financial economics letters
1
Asian Journal of Empirical Research
1
Bulletin of economic research
1
Comparative economic studies
1
Department of Economics working paper series
1
Discussion papers / Turkish Economic Association
1
ERC working papers in economics
1
Eastern economic journal
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Energy economics
1
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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
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
3
Time series analysis of economic growth rate series in Nigeria : structural breaks, non-linearities and reasons behind the recent recession
Awe, Olushina Olawale
;
Gil-Alaña, Luis A.
- In:
Applied economics
51
(
2019
)
50
,
pp. 5482-5489
Persistent link: https://www.econbiz.de/10012197247
Saved in:
4
Stationarity and long range dependence of carbon dioxide emissions : evidence for disaggregated data
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Perez de …
- In:
Environmental & resource economics : the official …
63
(
2016
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10011588941
Saved in:
5
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
Saved in:
6
Long memory and fractional integration in the housing price series of London and Paris
Gil-Alaña, Luis A.
;
Barros, Carlos Pestana
;
Peypoch, …
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3377-3388
Persistent link: https://www.econbiz.de/10010419087
Saved in:
7
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
André, Christophe
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
- In:
Applied economics
46
(
2014
)
16/18
,
pp. 2127-2138
Persistent link: https://www.econbiz.de/10010413319
Saved in:
8
Loss aversion and the term structure of interest rates
Hung, Mao-Wei
;
Wang, Jr-yan
- In:
Applied economics
43
(
2011
)
28/30
,
pp. 4623-4640
Persistent link: https://www.econbiz.de/10009388069
Saved in:
9
The nature of occupational unemployment rates in the United States : hysteresis or structural?
Candelon, Bertrand
;
Dupuy, Arnaud
;
Gil-Alaña, Luis A.
- In:
Applied economics
41
(
2009
)
19/21
,
pp. 2483-2493
Persistent link: https://www.econbiz.de/10003886063
Saved in:
10
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
- In:
Applied economics
36
(
2004
)
14
,
pp. 1583-1589
Persistent link: https://www.econbiz.de/10002157933
Saved in:
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