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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics"
~isPartOf:"The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore"
~person:"Gil-Alaña, Luis A."
~person:"Ranjbar, Omid"
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Time series analysis
United States
Estimation
16
Schätzung
16
Zeitreihenanalyse
10
fractional integration
5
Einheitswurzeltest
4
OECD countries
4
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Structural break
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USA
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Unit root test
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long memory
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1982-2002
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Gil-Alaña, Luis A.
Ranjbar, Omid
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
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Paudel, Krishna P.
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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
Hung, Mao-Wei
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
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
CESifo working papers
36
Economics and finance working paper series
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Applied economics letters
12
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
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International review of economics & finance : IREF
3
Journal of economics and finance : JEF
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Department of Economics working papers
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Discussion paper series / IZA
2
Finance research letters
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Research in international business and finance
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Review of financial economics : RFE
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The South African journal of economics
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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 economics quarterly
1
Applied financial economics
1
Applied financial economics letters
1
Asian Journal of Empirical Research
1
Bulletin of economic research
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Comparative economic studies
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Department of Economics working paper series
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Discussion papers / Turkish Economic Association
1
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Eastern economic journal
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economics letters
1
Emerging markets, finance and trade : EMFT
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Empirica : journal of european economics
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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
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
Saved in:
3
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:
4
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:
5
Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics
50
(
2018
)
4
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011846997
Saved in:
6
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:
7
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:
8
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:
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
Fractional integration at zero and the cyclical frequencies in the specification of US prices
Gil-Alaña, Luis A.
- In:
The Singapore economic review : journal of the Economic …
50
(
2005
)
2
,
pp. 169-174
Persistent link: https://www.econbiz.de/10003203685
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