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~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Research in international business and finance"
~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"United States"
~type_genre:"Article in journal"
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Time series analysis
15
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15
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13
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11
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9
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Gil-Alaña, Luis A.
Stiglitz, Joseph E.
Gupta, Rangan
10
Caporale, Guglielmo Maria
8
Bahmani-Oskooee, Mohsen
6
Harvey, Hanafiah
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Aye, Goodness C.
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Baltagi, Badi H.
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Hatemi-J, Abdulnasser
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Cuñado Eizaguirre, Juncal
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Hassan, M. Kabir
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Empirica : journal of european economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Research in international business and finance
Applied economics
7
Applied economics letters
7
Economics letters
5
The Economists' voice
5
Journal of banking & finance
4
Economic modelling
3
International review of financial analysis
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The American economic review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
Journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The journal of economic perspectives : EP ; a journal of the American Economic Association
2
Tourism economics : the business and finance of tourism and recreation
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Annales d'économie et de statistique
1
Canadian journal of agricultural economics : CJAE
1
Challenge
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Eastern economic journal
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
IMA journal of management mathematics
1
International advances in economic research
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
Journal of Asian economics
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of financial services research : JFSR
1
Journal of political economy
1
Macroeconomic dynamics
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ECONIS (ZBW)
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1
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Research in international business and finance
44
(
2018
),
pp. 227-238
Persistent link: https://www.econbiz.de/10011983039
Saved in:
2
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:
3
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
4
Long memory in US real output per capita
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
2
,
pp. 591-611
Persistent link: https://www.econbiz.de/10009724140
Saved in:
5
Fractional integration and structural breaks in US macro dynamics
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
1
,
pp. 427-446
Persistent link: https://www.econbiz.de/10009582057
Saved in:
6
Mean reversion in stock market prices : new evidence based on bull and bear markets
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Research in international business and finance
24
(
2010
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10003964642
Saved in:
7
A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
2
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
Saved in:
8
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
35
(
2008
)
3
,
pp. 241-253
Persistent link: https://www.econbiz.de/10003726470
Saved in:
9
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
Saved in:
10
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 343-359
Persistent link: https://www.econbiz.de/10002080025
Saved in:
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