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subject:"United States"
type_genre:"Article in journal"
~person:"Gil-Alaña, Luis A."
~person:"Koopman, Siem Jan"
~subject:"Einheitswurzeltest"
~type_genre:"Aufsatz im Buch"
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United States
Einheitswurzeltest
Estimation
152
Schätzung
152
Time series analysis
95
Zeitreihenanalyse
95
Cointegration
48
Kointegration
48
Fractional integration
44
Theorie
44
Theory
44
USA
39
fractional integration
25
Großbritannien
24
United Kingdom
24
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23
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21
Volatilität
21
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20
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18
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18
Long memory
18
Aktienmarkt
15
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15
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14
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14
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EU countries
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EU-Staaten
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Article
47
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Article in journal
Aufsatz im Buch
Arbeitspapier
76
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English
47
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Gil-Alaña, Luis A.
Koopman, Siem Jan
Chang, Tsangyao
56
Gupta, Rangan
54
Bahmani-Oskooee, Mohsen
49
Caporale, Guglielmo Maria
30
Su, Chi-Wei
29
Wohar, Mark E.
23
Tiwari, Aviral Kumar
19
Chang, Hsu-Ling
16
Payne, James E.
16
Heckman, James J.
14
Ranjbar, Omid
14
Apergēs, Nikolaos
13
Belke, Ansgar
13
Cheung, Yin-Wong
13
Hsing, Yu
13
Narayan, Paresh Kumar
13
Serletis, Apostolos
13
Balcilar, Mehmet
12
Bollerslev, Tim
12
Cebula, Richard J.
12
Lee, Chien-chiang
12
Miller, Stephen M.
12
Neumark, David
12
Basu, Susanto
11
Ramírez, Miguel D.
11
Sarno, Lucio
11
Engle, Robert F.
10
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Hess, Gregory D.
10
Lee, Junsoo
10
Salisu, Afees A.
10
Stock, James H.
10
Westerlund, Joakim
10
Attanasio, Orazio P.
9
Bali, Turan G.
9
Blundell, Richard W.
9
Chavas, Jean-Paul
9
Diebold, Francis X.
9
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Applied economics letters
4
Oxford bulletin of economics and statistics
4
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
International journal of finance & economics : IJFE
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
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1
Applied financial economics
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Economics letters
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1
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International advances in economic research
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1
International review of financial analysis
1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of economics and finance
1
Journal of forecasting
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Nonlinear time series analysis of business cycles
1
Recherches économiques de Louvain
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The South African journal of economics
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
47
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
3
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
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
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:
6
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
Saved in:
7
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
8
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
9
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
5
,
pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
Saved in:
10
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
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