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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Stiglitz, Joseph E."
~subject:"Long memory"
~subject:"Strukturbruch"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
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Long memory
Strukturbruch
Time series analysis
172
Zeitreihenanalyse
172
Theorie
155
Theory
155
Estimation
126
Schätzung
126
USA
96
United States
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Cointegration
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Gil-Alaña, Luis A.
Stiglitz, Joseph E.
Perron, Pierre
26
Chang, Tsangyao
25
Leybourne, Stephen James
24
Narayan, Paresh Kumar
23
Caporale, Guglielmo Maria
22
Gupta, Rangan
21
Lee, Chien-chiang
21
Harvey, David I.
17
Tiwari, Aviral Kumar
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Taylor, Robert
16
Carrion i Silvestre, Josep Lluís
15
Lee, Junsoo
15
Pesaran, M. Hashem
15
Smyth, Russell
15
Tamarit Escalona, Cecilio R.
13
Wohar, Mark E.
13
Cuestas, Juan Carlos
12
Omay, Tolga
12
Ranjbar, Omid
12
Montañés, Antonio
11
Timmermann, Allan
11
Camarero Olivas, Mariam
10
Cuñado Eizaguirre, Juncal
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Malik, Farooq
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Nazlıoğlu, Şaban
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Sibbertsen, Philipp
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Su, Chi-Wei
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Strazicich, Mark
9
Westerlund, Joakim
9
Barros, Carlos Pestana
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Esteve García, Vicente
8
Gadea, María Dolores
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Hasanov, Mübariz
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Research in international business and finance
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Economics letters
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance
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Journal of economics and finance : JEF
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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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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CBN journal of applied statistics
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Empirica : journal of european economics
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European review of economics and finance
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International advances in economic research
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Latin American business review : journal of the Business Association of Latin American Studies (BALAS)
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Review of international economics
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The North American journal of economics and finance : a journal of financial economics studies
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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The journal of international trade & economic development
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Tourism economics : the business and finance of tourism and recreation
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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
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:
7
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
8
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
9
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
10
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
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