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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
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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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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
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131
Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 5018-5027
Persistent link: https://www.econbiz.de/10012609922
Saved in:
132
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 : JIE
10
(
2021
),
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/10012617211
Saved in:
133
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/10012653308
Saved in:
134
US policy responses to the Covid-19 pandemic and sectoral stock indices : a
fractional
integration
approach
Caporale, Guglielmo Maria
;
Gil-Alaña, 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/10012653343
Saved in:
135
Fractional
integration
and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
136
Income inequality in China 1952-2017 : persistence and main determinants
Škare, Marinko
;
Gil-Alaña, Luis A.
;
Claudio-Quiroga, …
- In:
Oeconomia Copernicana
12
(
2021
)
4
,
pp. 863-888
Persistent link: https://www.econbiz.de/10012800952
Saved in:
137
Forecasting Spanish economic activity in times of COVID-19 by means of the RT-LEI and machine learning techniques
Poza, Carlos
;
Monge González, Manuel
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 472-477
Persistent link: https://www.econbiz.de/10013553654
Saved in:
138
Volatility puzzle : long memory or antipersistency
Shi, Shuping
;
Yu, Jun
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
Saved in:
139
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:
140
A sectoral perspective on the persistence of economic sentiment : mere transitory effect or a long run memory process
Lolić, Ivana
;
Sorić, Petar
;
Logarušić, Marija
- In:
Review of Keynesian economics
11
(
2023
)
3
,
pp. 328-349
Persistent link: https://www.econbiz.de/10014383461
Saved in:
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