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Search: subject:"fractional integration."
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Subject
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fractional integration
504
Zeitreihenanalyse
330
Time series analysis
312
Fractional integration
304
Schätzung
213
Estimation
195
long memory
169
persistence
126
Theorie
124
Theory
111
Kointegration
97
Cointegration
95
Fractional Integration
92
Long memory
90
USA
71
ARMA-Modell
67
Volatility
67
ARMA model
66
Persistence
65
Volatilität
64
Einheitswurzeltest
59
Strukturbruch
59
Unit root test
58
Schätztheorie
55
Estimation theory
54
Großbritannien
54
Structural break
53
Aktienmarkt
51
Stock market
51
United Kingdom
51
United States
50
Inflation
49
fractional cointegration
45
Börsenkurs
42
Long Memory
40
Share price
39
EU-Staaten
36
Unemployment
35
Welt
35
World
35
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Free
643
Undetermined
243
CC license
13
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Book / Working Paper
598
Article
374
Other
1
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Working Paper
325
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242
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242
Graue Literatur
149
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149
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147
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13
research-article
6
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2
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1
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English
708
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258
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3
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1
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1
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1
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1
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Author
All
Caporale, Guglielmo Maria
300
Gil-Alaña, Luis A.
297
Gil-Alana, Luis A.
109
Nielsen, Morten Ørregaard
43
Plastun, Alex
25
Carcel, Hector
24
Gil-Alana, Luis Alberiko
20
Gupta, Rangan
20
Sibbertsen, Philipp
20
Abakah, Emmanuel Joel Aikins
18
Gil-Alana, Luis
17
Ozdemir, Zeynel Abidin
17
Lovcha, Yuliya
16
Cuestas, Juan Carlos
15
Ooms, Marius
15
You, Kefei
15
Koopman, Siem Jan
14
Nautz, Dieter
14
Poza, Carlos
14
McAleer, Michael
13
Coleman, Simeon
12
Johansen, Søren
12
Barros, Carlos Pestana
11
Cavaliere, Giuseppe
11
Tansel, Aysit
11
Taylor, Robert
11
Yaya, OlaOluwa S.
11
Balcilar, Mehmet
10
Caporale, GM
10
Chang, Chia-Lin
10
Hassler, Uwe
10
Infante, Juan
10
Gil-Alana, LA
9
Lucas, André
9
Meller, Barbara
9
Monge González, Manuel
9
Shimotsu, Katsumi
9
Trani, Tommaso
9
Bos, Charles S.
8
Canarella, Giorgio
8
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Institution
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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
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CESifo Working Paper
73
CESifo working papers
61
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
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Source
All
ECONIS (ZBW)
393
RePEc
366
EconStor
191
BASE
15
Other ZBW resources
7
USB Cologne (business full texts)
1
Showing
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111
Time-variation in the persistence of carbon price uncertainty : the role of carbon policy uncertainty
Cepni, Oguzhan
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10015080005
Saved in:
112
Inflation persistence for product groups in Brazil using the ARFIMA-GARCH model
Carrara, Aniela Fagundes
;
Castro, Nicole Rennó
-
2024
Persistent link: https://www.econbiz.de/10015177993
Saved in:
113
Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2021
the
fractional
integration
parameter of each series. Almost all of them are found to be highly persistent, with orders of …
Persistent link: https://www.econbiz.de/10012493035
Saved in:
114
The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Arrese …
-
2021
. Specifically, it uses
fractional
integration
methods to estimate persistence at the daily, weekly and monthly frequencies in the …
Persistent link: https://www.econbiz.de/10012799682
Saved in:
115
US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A
Fractional
Integration
Approach
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
;
Abakah, …
-
2021
This paper uses
fractional
integration
methods to assess the impact of US policy responses (containment and health …
Persistent link: https://www.econbiz.de/10012799686
Saved in:
116
Unemployment Persistence in Europe: Evidence from the 27 EU Countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trejo, …
-
2021
This paper investigates unemployment persistence in the 27 EU member states by applying
fractional
integration
methods …
Persistent link: https://www.econbiz.de/10012799692
Saved in:
117
Analysing the relationship between CO₂ emissions and GDP in China: A
fractional
integration
and cointegration approach
Caporale, Guglielmo Maria
;
Claudio-Quiroga, Gloria
; …
- In:
Journal of Innovation and Entrepreneurship
10
(
2021
)
1
,
pp. 1-16
Product (GDP) in China by applying
fractional
integration
and cointegration methods. These are more general than the standard …
Persistent link: https://www.econbiz.de/10013205691
Saved in:
118
The Relationship between Prices and Output in the UK and the US
Caporale, Guglielmo Maria
;
Claudio-Quiroga, Gloria
; …
-
2021
This paper analyses the relationship between CPI and real GDP in both the US and the UK using
fractional
integration
…
Persistent link: https://www.econbiz.de/10012582033
Saved in:
119
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/10012582039
Saved in:
120
Persistence in ESG and Conventional Stock Market Indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2021
This paper uses R/S analysis and
fractional
integration
techniques to examine the persistence of two sets of 12 ESG and …
Persistent link: https://www.econbiz.de/10012582161
Saved in:
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