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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"McAleer, Michael"
~person:"Stiglitz, Joseph E."
~subject:"Long memory"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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Long memory
Zeitreihenanalyse
Theorie
238
Theory
237
Time series analysis
209
Estimation
166
Schätzung
165
USA
118
United States
118
Volatility
103
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103
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76
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76
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74
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74
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60
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60
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57
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57
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56
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48
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48
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46
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46
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44
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44
fractional integration
44
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Estimation theory
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38
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Gil-Alaña, Luis A.
McAleer, Michael
Stiglitz, Joseph E.
Phillips, Peter C. B.
87
Gupta, Rangan
78
Franses, Philip Hans
75
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Teräsvirta, Timo
43
Harvey, Andrew C.
42
Koopman, Siem Jan
42
Chang, Tsangyao
41
Lütkepohl, Helmut
36
Koop, Gary
35
Harvey, David I.
33
Mills, Terence C.
32
Hendry, David F.
31
Newbold, Paul
30
Hassler, Uwe
28
Ghysels, Eric
26
Granger, C. W. J.
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Robinson, Peter M.
26
Bahmani-Oskooee, Mohsen
25
Kapetanios, George
25
Linton, Oliver
25
Herwartz, Helmut
24
Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Swanson, Norman R.
24
Gao, Jiti
23
Hyndman, Rob J.
23
Johansen, Søren
23
Lucas, André
23
Camacho, Maximo
22
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Applied economics
21
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Tourism economics : the business and finance of tourism and recreation
6
Energy economics
5
International review of economics & finance : IREF
5
Journal of econometrics
5
Journal of economic surveys
5
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4
Econometric reviews
4
Empirica : journal of european economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International review of financial analysis
3
Journal of economics and finance
3
African journal of economic and sustainable development
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Applied econometrics and international development
2
CBN journal of applied statistics
2
Econometrics : open access journal
2
Economics letters
2
European review of economics and finance
2
International journal of theoretical and applied finance
2
Journal of economic studies
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The South African journal of economics
2
The journal of international trade & economic development
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ECONIS (ZBW)
215
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1
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215
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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
Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Malmierca, María
- In:
Journal of economic studies
50
(
2023
)
3
,
pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
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
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
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
8
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:
9
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
10
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
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