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~accessRights:"restricted"
~person:"Chang, Tsangyao"
~person:"Gil-Alaña, Luis A."
~person:"Smyth, Russell"
~subject:"Schätzung"
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Schätzung
Time series analysis
62
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30
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Chang, Tsangyao
Gil-Alaña, Luis A.
Smyth, Russell
Gupta, Rangan
73
Bahmani-Oskooee, Mohsen
45
Balcilar, Mehmet
27
Tiwari, Aviral Kumar
26
Apergēs, Nikolaos
22
Massa, Massimo
22
Ours, Jan C. van
22
Shahbaz, Muhammad
21
Wohar, Mark E.
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Rodríguez-Pose, Andrés
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Zhu, Huiming
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Egger, Peter
19
Hammoudeh, Shawkat
19
Lee, Chien-chiang
19
Lechner, Michael
18
Ma, Feng
17
Pierdzioch, Christian
17
Wagner, Joachim
17
Zaremba, Adam
17
Kang, Sang Hoon
16
Salisu, Afees A.
16
Yoon, Seong-min
16
Caporale, Guglielmo Maria
15
Forni, Mario
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Xuan Vinh Vo
15
Gambetti, Luca
14
Peydró, José-Luis
14
Marcellino, Massimiliano
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Mensi, Walid
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Wang, Yudong
13
Bouri, Elie
12
Polemis, Michael
12
Sala, Luca
12
Van Reenen, John
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Yin, Libo
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Afonso, António
11
Gozgor, Giray
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Jalles, João Tovar
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Applied economics
9
Energy economics
8
Applied economics letters
7
International review of economics & finance : IREF
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
Empirica : journal of european economics
2
Journal of economics and finance
2
The South African journal of economics
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of quantitative economics
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61
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1
Persistence and cycles in the us federal funds rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
52
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011868684
Saved in:
2
Persistence and cyclical dependence in the monthly euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economics and finance
40
(
2016
)
1
,
pp. 157-171
Persistent link: https://www.econbiz.de/10011589974
Saved in:
3
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:
4
Private and public debt convergence : a fractional cointegration approach
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Bermejo …
- In:
Empirica : journal of european economics
51
(
2024
)
1
,
pp. 161-183
Persistent link: https://www.econbiz.de/10014492069
Saved in:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
6
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
7
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:
8
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
9
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:
10
Persistence, seasonality, and fractional integration within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
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