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~person:"Gil-Alaña, Luis A."
~subject:"United States"
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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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United States
Time series analysis
223
Zeitreihenanalyse
223
Estimation
206
Schätzung
206
fractional integration
164
Cointegration
99
Kointegration
99
USA
92
Theorie
88
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87
persistence
76
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73
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63
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33
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28
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fractional cointegration
27
Welt
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Gil-Alaña, Luis A.
Caporale, Guglielmo Maria
112
Chiswick, Barry R.
83
Borjas, George J.
55
Burkhauser, Richard V.
51
Peri, Giovanni
50
Trejo, Stephen J.
49
Hanson, Gordon H.
48
Blau, Francine D.
46
Kahn, Lawrence M.
46
Miller, Paul W.
41
Schettkat, Ronald
39
Amuedo Dorantes, Catalina
38
Zavodny, Madeline
37
Woessmann, Ludger
35
Fratzscher, Marcel
33
Gil-Alana, Luis A.
32
Orrenius, Pia M.
31
Puhani, Patrick A.
31
Hamermesh, Daniel S.
29
Mayda, Anna Maria
29
Clemens, Michael A.
28
Cobb-Clark, Deborah A.
28
Lofstrom, Magnus
28
Welfens, Paul J. J.
27
Freeman, Richard B.
26
Lergetporer, Philipp
26
Fairlie, Robert W.
25
Furtado, Delia
25
Werner, Katharina
25
Ehrmann, Michael
24
Jauer, Julia
24
Liebig, Thomas
24
Martin, John P.
24
Neumark, David
24
Bordo, Michael D.
23
Duncan, Brian
23
Hatton, Timothy J.
22
Kerr, William R.
22
Antecol, Heather
21
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Hamburgisches Welt-Wirtschafts-Archiv
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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CESifo working papers
21
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Economics and finance working paper series
10
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper series / IZA
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HWWA discussion paper
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International review of financial analysis
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Applied economics
1
Applied financial economics
1
Department of Economics working papers
1
Discussion papers of interdisciplinary research project 373
1
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Economic modelling
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Empirica : journal of european economics
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IMA journal of management mathematics
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ECONIS (ZBW)
92
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51
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92
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51
Structural breaks and fractional
integration
in the US output and unemployment rate
Gil-Alaña, Luis A.
- In:
Economics letters
77
(
2002
)
1
,
pp. 79-84
Persistent link: https://www.econbiz.de/10001698642
Saved in:
52
Fractional
integration
and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001590381
Saved in:
53
Fractional
integration
and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
Saved in:
54
The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
-
2021
during the Covid-19 pandemic. More specifically, it applies fractional
integration
methods to analyse their impact on the … and exhibit orders of
integration
close to 1. A small degree of mean reversion is observed only for the S&P500 under the …
Persistent link: https://www.econbiz.de/10012584220
Saved in:
55
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
-
2021
prices and bond yields using fractional
integration
techniques. The model is estimated first over the period January 1966 …
Persistent link: https://www.econbiz.de/10012494826
Saved in:
56
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
57
Fractional
integration
in the purchasing power parity
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994027
Saved in:
58
Precious metal prices : a tale of four U.S. recessions
Agnese, Pablo
;
Garcia-del-Barrio, Pedro
;
Gil-Alaña, Luis A.
-
2023
, platinum, and silver) during the last four U.S. recessions. Unit root tests and fractional
integration
techniques suggest that …
Persistent link: https://www.econbiz.de/10014246740
Saved in:
59
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2020
fractional
integration
model suitable to capture both persistence and non-linearities, these being two important properties of …
Persistent link: https://www.econbiz.de/10012383724
Saved in:
60
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:
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