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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Leybourne, Stephen James"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Time series analysis
31
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16
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16
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14
Strukturbruch
14
Estimation
12
Schätzung
12
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Gil-Alaña, Luis A.
Leybourne, Stephen James
Phillips, Peter C. B.
26
Taylor, Robert
18
Moosa, Imad A.
14
Gupta, Rangan
12
Linton, Oliver
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Yu, Jun
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Francq, Christian
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Hong, Yongmiao
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Horváth, Lajos
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Marcellino, Massimiliano
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Zakoïan, Jean-Michel
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Applied economics
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Oxford bulletin of economics and statistics
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Economics letters
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Tourism economics : the business and finance of tourism and recreation
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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Applied financial economics
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Finance research letters
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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African journal of economic and sustainable development
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Applied econometrics and international development
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CBN journal of applied statistics
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European review of economics and finance
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ECONIS (ZBW)
31
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1
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
2
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:
3
Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 5018-5027
Persistent link: https://www.econbiz.de/10012609922
Saved in:
4
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:
5
UK tourism arrivals and departures : seasonality, persistence and time trends
Gil-Alaña, Luis A.
;
Ruiz-Alba, José L.
;
Ayestarán, Raquel
- In:
Applied economics
52
(
2020
)
46
,
pp. 5077-5087
Persistent link: https://www.econbiz.de/10012306541
Saved in:
6
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:
7
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
8
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:
9
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
10
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
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