EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Fractional integration"
Narrow search

Narrow search

Year of publication
Subject
All
fractional integration 525 Zeitreihenanalyse 341 Time series analysis 323 Fractional integration 306 Schätzung 215 Estimation 197 long memory 176 persistence 137 Theorie 130 Theory 117 Kointegration 97 Cointegration 95 Fractional Integration 92 Long memory 90 USA 73 ARMA-Modell 69 ARMA model 68 Persistence 67 Volatility 67 Volatilität 64 Einheitswurzeltest 61 Unit root test 60 Strukturbruch 59 Schätztheorie 57 Estimation theory 56 Großbritannien 54 Structural break 53 United States 52 Aktienmarkt 51 Stock market 51 United Kingdom 51 Inflation 49 fractional cointegration 45 Börsenkurs 43 Long Memory 40 Share price 40 Welt 38 World 38 EU-Staaten 36 Kapitaleinkommen 36
more ... less ...
Online availability
All
Free 667 Undetermined 244 CC license 15
Type of publication
All
Book / Working Paper 616 Article 381 Other 1
Type of publication (narrower categories)
All
Working Paper 343 Article in journal 247 Aufsatz in Zeitschrift 247 Graue Literatur 158 Non-commercial literature 158 Arbeitspapier 156 Article 15 research-article 6 Hochschulschrift 2 Aufsatz im Buch 1 Aufsatzsammlung 1 Book section 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Konferenzbeitrag 1 Sammelwerk 1 Sammlung 1 Thesis 1 technical-paper 1
more ... less ...
Language
All
English 731 Undetermined 258 German 3 Croatian 2 Hungarian 1 Lithuanian 1 Russian 1 Spanish 1
more ... less ...
Author
All
Caporale, Guglielmo Maria 318 Gil-Alaña, Luis A. 312 Gil-Alana, Luis A. 109 Nielsen, Morten Ørregaard 43 Gil-Alana, Luis Alberiko 27 Plastun, Alex 25 Carcel, Hector 24 Gupta, Rangan 21 Sibbertsen, Philipp 20 Abakah, Emmanuel Joel Aikins 18 Gil-Alana, Luis 17 Ozdemir, Zeynel Abidin 17 Poza, Carlos 17 Lovcha, Yuliya 16 Cuestas, Juan Carlos 15 Ooms, Marius 15 You, Kefei 15 Koopman, Siem Jan 14 Nautz, Dieter 14 McAleer, Michael 13 Coleman, Simeon 12 Johansen, Søren 12 Barros, Carlos Pestana 11 Carmona-González, Nieves 11 Cavaliere, Giuseppe 11 Infante, Juan 11 Tansel, Aysit 11 Taylor, Robert 11 Yaya, OlaOluwa S. 11 Balcilar, Mehmet 10 Caporale, GM 10 Chang, Chia-Lin 10 Claudio-Quiroga, Gloria 10 Hassler, Uwe 10 Gil-Alana, LA 9 Lucas, André 9 Meller, Barbara 9 Monge González, Manuel 9 Shimotsu, Katsumi 9 Trani, Tommaso 9
more ... less ...
Institution
All
School of Economics and Management, University of Aarhus 25 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 16 CESifo 15 Economics Department, Queen's University 13 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 13 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 11 Cowles Foundation for Research in Economics, Yale University 7 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 6 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 6 Nottingham Trent University, Nottingham Business School, Economics Division 6 Department of Economics, Faculty of Economic and Management Sciences 5 EconWPA 5 Erasmus University Rotterdam, Econometric Institute 5 HAL 5 Tinbergen Instituut 5 Department of Economics and Business, Universitat Pompeu Fabra 4 Department of Economics, University of Sheffield 4 School of Economics and Business Administration, University of Navarra 4 Tinbergen Institute 4 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 4 Department of Economics and Finance, College of Business and Economics 3 Department of Economics, Boston University 3 Department of Economics, Management School 3 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 3 Facultat d'Economia i Empresa, Universitat de Barcelona 3 Instituto Valenciano de Investigaciones Económicas (IVIE) 3 London School of Economics (LSE) 3 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 3 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 3 Bank of Japan 2 Barcelona Graduate School of Economics (Barcelona GSE) 2 Departamento de Economía, Pontificia Universidad Católica del Perú 2 Department of Economics, Boston College 2 Department of Economics, Rutgers University-New Brunswick 2 Department of Economics, University of Birmingham 2 Econometric Society 2 European Central Bank 2 HWWA Institut für Wirtschaftsforschung 2 Institute for the Study of Labor (IZA) 2 Institute of Economic Research, Kyoto University 2
more ... less ...
Published in...
All
CESifo Working Paper 82 CESifo working papers 70 Economics and finance working paper series 30 DIW Discussion Papers 28 Applied economics 19 CREATES Research Papers 17 Discussion Papers of DIW Berlin 16 Queen's Economics Department Working Paper 16 CESifo Working Paper Series 15 Discussion papers / Deutsches Institut für Wirtschaftsforschung 13 SFB 373 Discussion Paper 13 SFB 373 Discussion Papers 13 Working Papers / Economics Department, Queen's University 13 MPRA Paper 11 Economics letters 10 Studies in Nonlinear Dynamics & Econometrics 10 Empirical Economics 9 Tinbergen Institute Discussion Papers 9 Applied economics letters 8 Economics Working Papers / School of Economics and Management, University of Aarhus 8 Finance research letters 8 Physica A: Statistical Mechanics and its Applications 8 Research in international business and finance 8 Cowles Foundation Discussion Papers 7 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 7 Empirical economics : a quarterly journal of the Institute for Advanced Studies 7 Hannover Economic Papers (HEP) 7 International journal of finance & economics : IJFE 7 Journal of econometrics 7 Discussion paper / Tinbergen Institute 6 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 6 Econometric Institute Research Papers 6 SSE/EFI Working Paper Series in Economics and Finance 6 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 6 Tinbergen Institute Discussion Paper 6 Working Paper 6 Working Papers / Nottingham Trent University, Nottingham Business School, Economics Division 6 Working Papers in Economics 6 Econometric Institute Report 5 Econometric reviews 5
more ... less ...
Source
All
ECONIS (ZBW) 407 RePEc 366 EconStor 202 BASE 15 Other ZBW resources 7 USB Cologne (business full texts) 1
Showing 21 - 30 of 998
Cover Image
Trends and persistence in the number of hot days : some multi-country evidence
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2025
This paper uses fractional integration methods to obtain comprehensive evidence on the evolution of the number of hot …
Persistent link: https://www.econbiz.de/10015409533
Saved in:
Cover Image
Earthquakes and stock market performance : evidence from Japan
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Muñoz, … - 2025
fractional integration methods. Their linkages are then investigated by means of regression analysis. The results indicate that …(d), fractional integration process, with d less than 1. Since the orders of integration of the two variables are different, we treat …
Persistent link: https://www.econbiz.de/10015393850
Saved in:
Cover Image
Time-variation in the persistence of carbon price uncertainty : the role of carbon policy uncertainty
Cepni, Oguzhan; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: The quarterly review of economics and finance 102 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015434130
Saved in:
Cover Image
Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions
Hwang, Jungbin; Sun, Yixiao - 2025
Persistent link: https://www.econbiz.de/10015183163
Saved in:
Cover Image
Testing for persistence in real house prices in 47 countries from the OECD database
Caporale, Guglielmo Maria; Dominguez, Alfonso; … - 2025
countries from the OECD Database using fractional integration methods. The sample period varies depending on data availability …
Persistent link: https://www.econbiz.de/10015197275
Saved in:
Cover Image
Persistence in stock returns : robotics and AI ETFs versus other assets
Belhouichet, Fekria; Caporale, Guglielmo Maria; … - 2025
daily and the sample period goes from 1 January 2023 to 23 June 2025. The adopted fractional integration framework is more …
Persistent link: https://www.econbiz.de/10015462503
Saved in:
Cover Image
Travel Shocks to the Chinese Economy: A Fractional Integration Approach
Caporale, Guglielmo Maria; Claudio-Quiroga, Gloria; … - 2025
the potential impact of disrupting factors such as the COVID-19 pandemic. The analysis is carried out using a fractional … integration framework, which provides evidence of mean reversion in the credit series, but not in the debt series. The policy …
Persistent link: https://www.econbiz.de/10015532737
Saved in:
Cover Image
Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets
Belhouichet, Fekria; Caporale, Guglielmo Maria; … - 2025
daily and the sample period goes from 1 January 2023 to 23 June 2025. The adopted fractional integration framework is more …
Persistent link: https://www.econbiz.de/10015532779
Saved in:
Cover Image
Travel shocks to the Chinese economy : a fractional integration approach
Caporale, Guglielmo Maria; Claudio-Quiroga, Gloria; … - 2025
the potential impact of disrupting factors such as the COVID-19 pandemic. The analysis is carried out using a fractional … integration framework, which provides evidence of mean reversion in the credit series, but not in the debt series. The policy …
Persistent link: https://www.econbiz.de/10015459567
Saved in:
Cover Image
Daily emissions of CO₂ in the world : a fractional integration approach
Gil-Alaña, Luis A.; Poza, Carlos - In: Econometrics : open access journal 13 (2025) 3, pp. 1-11
In this article, daily CO2 emissions for the years 2019-2022 are examined using fractional integration for Brazil …
Persistent link: https://www.econbiz.de/10015475566
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...