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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"Capital income"
~subject:"Long memory"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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Capital income
Long memory
Time series analysis
172
Zeitreihenanalyse
172
Theorie
157
Theory
156
Estimation
126
Schätzung
126
USA
96
United States
96
Cointegration
64
Kointegration
64
Fractional integration
55
Welt
54
World
54
fractional integration
44
Großbritannien
43
United Kingdom
43
Einheitswurzeltest
39
Unit root test
39
Börsenkurs
38
Persistence
38
Share price
38
Structural break
38
Strukturbruch
38
Aktienmarkt
36
Stock market
36
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32
Finanzkrise
32
Arbeitslosigkeit
31
Unemployment
31
Volatility
30
Volatilität
30
Kapitaleinkommen
28
Economic growth
26
Inflation
26
Wirtschaftswachstum
26
persistence
25
Business cycle
22
Developing countries
22
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56
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56
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35
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Graue Literatur
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Gil-Alaña, Luis A.
Stiglitz, Joseph E.
Gupta, Rangan
125
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
45
Bouri, Elie
44
Cakici, Nusret
41
Bali, Turan G.
40
Ma, Feng
40
Tiwari, Aviral Kumar
39
Caporale, Guglielmo Maria
38
Fletcher, Jonathan
36
Demirer, Rıza
35
Wang, Yudong
35
Brooks, Robert
34
Chiang, Thomas C.
33
Nguyen, Duc Khuong
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Zhang, Wei
33
Titman, Sheridan
32
Zhou, Guofu
30
Timmermann, Allan
29
Hammoudeh, Shawkat
28
Xuan Vinh Vo
28
Balcilar, Mehmet
27
Lee, Bong-soo
27
Wei, K. C. John
27
Bollerslev, Tim
26
Guidolin, Massimo
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Subrahmanyam, Avanidhar
26
Shen, Dehua
25
Zhang, Yaojie
25
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
Kumar, Dilip
24
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Finance research letters
4
Journal of economics and finance : JEF
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Research in international business and finance
3
Applied economics letters
2
Computational economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
International review of financial analysis
2
Journal of economics and finance
2
Journal of international money and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Applied financial economics letters
1
CBN journal of applied statistics
1
Economic modelling
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European review of economics and finance
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Review of development finance
1
Review of international economics
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of developing areas
1
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ECONIS (ZBW)
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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 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:
4
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:
5
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:
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
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:
8
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
9
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
10
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
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