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subject:"Zeitreihenanalyse"
~person:"Gil-Alaña, Luis A."
~subject:"Fractional integration"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Fractional integration
Geldmenge
8
Money supply
8
USA
5
United States
5
Time series analysis
3
Cointegration
2
Estimation
2
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Central American Monetary Council
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Gil-Alaña, Luis A.
Serletis, Apostolos
5
Barnett, William A.
4
Caporale, Guglielmo Maria
3
Chang, Tsangyao
3
Hendry, David F.
3
Lastrapes, William Dean
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2
Mills, Terence C.
2
Mukhopadhyay, C. K.
2
Nielsen, Bent
2
Pierce, David A.
2
Rasche, Robert H.
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Agudelo V., María I.
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Applied economics letters
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Quarterly journal of business and economics : QJBE
1
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ECONIS (ZBW)
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1
Mean reversion in monetary aggregates in Chile
Martin-Valmayor, Miguel Angel
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
13
,
pp. 1572-1584
Persistent link: https://www.econbiz.de/10012485279
Saved in:
2
Inflation analysis in the Central American Monetary Council
Carcel, Hector
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 547-565
Persistent link: https://www.econbiz.de/10011949281
Saved in:
3
Seasonal and non-seasonal long memory in the US interest rate and the monetary aggregates
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Quarterly journal of business and economics : QJBE
45
(
2006
)
3/4
,
pp. 31-47
Persistent link: https://www.econbiz.de/10003417866
Saved in:
4
Long memory at the long-run and the seasonal monthly frequencies in the US money stock
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
13
(
2006
)
15
,
pp. 965-968
Persistent link: https://www.econbiz.de/10003402311
Saved in:
5
Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
2
,
pp. 103-105
Persistent link: https://www.econbiz.de/10001747248
Saved in:
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