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~person:"Gil-Alaña, Luis A."
~person:"Weber, Enzo"
~subject:"Theory"
~subject:"Wechselkurs"
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Search: subject:"cointegration"
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Theory
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Cointegration
167
Kointegration
155
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117
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116
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80
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80
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57
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54
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46
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Gil-Alaña, Luis A.
Weber, Enzo
Lütkepohl, Helmut
64
Bahmani-Oskooee, Mohsen
42
Nielsen, Morten Ørregaard
39
Saikkonen, Pentti
39
Johansen, Søren
34
Caporale, Guglielmo Maria
32
Pesaran, M. Hashem
30
Phillips, Peter C. B.
29
Wagner, Martin
29
Trenkler, Carsten
28
Banerjee, Anindya
27
Beckmann, Joscha
26
Jusélius, Katarina
23
Hassler, Uwe
22
Breitung, Jörg
20
Belke, Ansgar
19
Robinson, Peter M.
18
Urbain, Jean-Pierre
18
Hall, Stephen G.
17
Kapetanios, George
17
Marcellino, Massimiliano
16
Rahbek, Anders
16
Haldrup, Niels
15
Hecq, Alain W. J.
15
Hunter, John
15
Mignon, Valérie
15
Shin, Yongcheol
15
Strachan, Rodney W.
15
Sul, Donggyu
15
Warne, Anders
15
Westerlund, Joakim
15
Mark, Nelson C.
14
Hendry, David F.
13
Kühl, Michael
13
Jansson, Michael
12
MacDonald, Ronald
12
Palm, Franz C.
12
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12
Dijk, Herman K. van
11
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
7
Economics and finance working paper series
4
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3
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2
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2
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1
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1
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1
International review of financial analysis
1
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1
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1
The Japanese economy : translations and studies
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
51
EconStor
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1
Long-run linkages between US stock prices and cryptocurrencies : a fractional
cointegration
analysis
Caporale, Guglielmo Maria
;
Dios Mazariegos, José Javier
; …
-
2022
This paper applies fractional integration and
cointegration
methods to examine respectively the univariate properties …
Persistent link: https://www.econbiz.de/10013368898
Saved in:
2
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:
3
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:
4
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:
5
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and
cointegration
techniques …
Persistent link: https://www.econbiz.de/10011619595
Saved in:
6
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and
cointegration
techniques …
Persistent link: https://www.econbiz.de/10011619627
Saved in:
7
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
8
A fractional
cointegration
var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
9
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
10
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
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