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~language:"eng"
~person:"Gil-Alaña, Luis A."
~subject:"Long memory"
~subject:"Persistence"
~type_genre:"Article in journal"
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Long memory
Persistence
Time series analysis
172
Zeitreihenanalyse
172
Estimation
126
Schätzung
126
USA
75
United States
75
Cointegration
64
Kointegration
64
Theorie
59
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persistence
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long memory
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
20
Gupta, Rangan
10
Sibbertsen, Philipp
7
Barros, Carlos Pestana
6
Demetrescu, Matei
5
Chkili, Walid
4
Degiannakis, Stavros
4
Ergemen, Yunus Emre
4
Matallín-Sáez, Juan Carlos
4
Mensi, Walid
4
Nguyen, Duc Khuong
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Payne, James E.
4
Plastun, Alex
4
Rodrigues, Paulo M. M.
4
Taylor, Robert
4
Tortosa-Ausina, Emili
4
Tripathy, Trilochan
4
Abakah, Emmanuel Joel Aikins
3
Adekoya, Oluwasegun B.
3
Al-Yahyaee, Khamis Hamed
3
Antonelli, Cristiano
3
Asai, Manabu
3
Baillie, Richard
3
Belbute, José M.
3
Boubaker, Heni
3
Chan, Jennifer
3
Chandrashekhar, G. R.
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Chevillon, Guillaume
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Crespi, Francesco
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Cuñado Eizaguirre, Juncal
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Dark, Jonathan
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Fallahi, Firouz
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Georgiev, Iliyan
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Harvey, David I.
3
Ho, Kin-Yip
3
Kang, Sang Hoon
3
Klein, Tony
3
Lent, Robert W.
3
Leschinski, Christian
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance : JEF
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
Energy economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Economics letters
2
Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of international money and finance
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied economics
1
CBN journal of applied statistics
1
Eastern economic journal
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic modelling
1
International advances in economic research
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
Journal of innovation and entrepreneurship : JIE
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 economics & finance
1
Review of international economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The empirical economics letters : a monthly international journal of economics
1
The journal of developing areas
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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
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:
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
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:
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
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:
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