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~person:"Gil-Alaña, Luis A."
~subject:"Großbritannien"
~subject:"Theorie"
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Search: ("Germany" OR "Immigrants" OR "Integration" OR "Labour markets" OR "Labour migration" OR "Refugees") AND NOT isPartOf:Intereconomics
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Time series analysis
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fractional integration
164
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
136
Stark, Oded
111
Dustmann, Christian
106
Bruhn, Manfred
77
Koskela, Erkki
75
Härdle, Wolfgang
71
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64
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56
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53
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53
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51
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51
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50
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50
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50
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49
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49
Addison, John T.
47
Funke, Michael
46
Pierdzioch, Christian
46
Weber, Jürgen
45
Ahlert, Dieter
44
Breyer, Friedrich
43
Burda, Michael C.
43
Straubhaar, Thomas
43
Nijkamp, Peter
42
Schiff, Maurice W.
42
Wagner, Gert G.
42
Wagner, Joachim
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Pflüger, Michael
41
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41
Franz, Wolfgang
40
Büttner, Thiess
39
Djajić, Slobodan
39
MacDonald, Ronald
39
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Tsadḳah, Efrayim
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ECONIS (ZBW)
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1
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:
2
Exponential time trends in a fractional
integration
model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2023
fractional
integration
model. The proposed model is based on a specific version of Robinson's (1994) tests and is more general …
Persistent link: https://www.econbiz.de/10014431268
Saved in:
3
Measuring persistence of the world population : a fractional
integration
approach
Caporale, Guglielmo Maria
;
Infante, Juan
;
Rio, Marta del
; …
-
2023
This paper uses fractional
integration
methods to measure the degree of persistence in historical annual data on the …
Persistent link: https://www.econbiz.de/10013550205
Saved in:
4
Gold and silver as safe havens : a fractional
integration
and cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2022
22 stock indices are analysed applying fractional
integration
/cointegration methods to daily data, first for a sample …
Persistent link: https://www.econbiz.de/10013445596
Saved in:
5
Modelling profitability of private equity : a fractional
integration
approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2022
integration
methods to an extensive dataset including quarterly data spanning the last four decades for various geographical areas …
Persistent link: https://www.econbiz.de/10013285647
Saved in:
6
Persistence, seasonality, and fractional
integration
within a nonlinear framework : evidence from US citizens' overseas travel
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
3
,
pp. 654-660
Persistent link: https://www.econbiz.de/10013267944
Saved in:
7
Fractional
integration
and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
8
Testing Okun's Law : theoretical and empirical considerations using fractional
integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
9
The dynamics of the real exchange rates in Europe : a comparative study across countries using fractional
integration
Gil-Alaña, Luis A.
- In:
Applied economics letters
11
(
2004
)
7
,
pp. 429-432
Persistent link: https://www.econbiz.de/10002111184
Saved in:
10
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
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