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~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~subject:"Kointegration"
~subject:"Schätzung"
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Kointegration
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Gil-Alaña, Luis A.
Gupta, Rangan
50
Bahmani-Oskooee, Mohsen
22
Massa, Massimo
15
Marcellino, Massimiliano
14
Balcilar, Mehmet
13
Wohar, Mark E.
13
Apergēs, Nikolaos
10
Gambetti, Luca
10
Heckman, James J.
10
Forni, Mario
9
Hamermesh, Daniel S.
9
Kelly, Bryan T.
9
Ludvigson, Sydney C.
9
Salisu, Afees A.
9
Stulz, René M.
9
Adrian, Tobias
8
Ghysels, Eric
8
Lettau, Martin
8
Autor, David H.
7
Beaudry, Paul
7
Ben-David, Itzhak
7
Bianchi, Francesco
7
Edmans, Alex
7
Galí, Jordi
7
Haltiwanger, John C.
7
Karamelikli, Huseyin
7
Kilian, Lutz
7
Portier, Franck
7
Shahbaz, Muhammad
7
Timmermann, Allan
7
Uhlig, Harald
7
Acharya, Viral V.
6
Antràs, Pol
6
Bayer, Patrick J.
6
Bordo, Michael D.
6
Chang, Tsangyao
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Eickmeier, Sandra
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Applied economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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The South African journal of economics
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ECONIS (ZBW)
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1
Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the
USA
and South African rates
Barros, Carlos P.
;
Gil-Alaña, Luis A.
;
Faria, João Ricardo
- In:
The South African journal of economics
83
(
2015
)
4
,
pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
Saved in:
2
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
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
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:
6
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:
7
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
8
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
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