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~language:"eng"
~language:"mul"
~language:"spa"
~person:"Gil-Alaña, Luis A."
~person:"Moosa, Imad A."
~subject:"Kointegration"
~subject:"Theorie"
~type_genre:"Article in journal"
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Kointegration
Theorie
Time series analysis
218
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218
Estimation
173
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173
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118
USA
100
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100
Cointegration
71
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60
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Gil-Alaña, Luis A.
Moosa, Imad A.
Beladi, Hamid
162
Phillips, Peter C. B.
156
Creedy, John
145
Güth, Werner
144
Pestieau, Pierre
144
Lai, Ching-chong
140
Gupta, Rangan
129
Nijkamp, Peter
129
Turnovsky, Stephen J.
125
Bahmani-Oskooee, Mohsen
124
Marjit, Sugata
120
Färe, Rolf
117
Thisse, Jacques-François
117
Tsionas, Efthymios G.
117
Tirole, Jean
116
Mukherjee, Arijit
115
Cremer, Helmuth
114
Long, Ngo Van
112
Acemoglu, Daron
111
Lambertini, Luca
110
Laporte, Gilbert
106
Jarrow, Robert A.
105
Cheng, T. C. E.
102
Devereux, Michael B.
99
Kumbhakar, Subal
98
Miceli, Thomas J.
98
Gersbach, Hans
97
Lien, Da-hsiang Donald
97
Shogren, Jason F.
97
Stiglitz, Joseph E.
97
Broll, Udo
96
Quiggin, John C.
96
Caporale, Guglielmo Maria
95
Franses, Philip Hans
95
Chao, Chi-Chur
93
Frey, Bruno S.
93
Sappington, David Edward Michael
93
Laffont, Jean-Jacques
92
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90
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Applied economics
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Applied economics letters
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Economia internazionale
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6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Asian Journal of Empirical Research
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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ECONIS (ZBW)
175
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1
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:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
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:
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
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
6
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:
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
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
Saved in:
9
GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
; …
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
Saved in:
10
Persistence in commodity prices
Gil-Alaña, Luis A.
;
Villanueva, Cecilia Font de
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
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