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Year of publication
Subject
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Time series analysis 198 Zeitreihenanalyse 198 Estimation 114 Schätzung 114 USA 84 United States 84 Theorie 75 Theory 75 Cointegration 63 Kointegration 63 Fractional integration 62 Großbritannien 53 United Kingdom 53 fractional integration 52 Einheitswurzeltest 48 Unit root test 48 Persistence 45 Aktienmarkt 41 Stock market 41 Börsenkurs 40 Share price 40 Structural break 38 Strukturbruch 38 Long memory 36 Volatility 35 Volatilität 35 ARMA model 31 ARMA-Modell 31 Welt 30 World 30 Arbeitslosigkeit 28 Unemployment 28 persistence 28 Capital income 26 Inflation 26 Kapitaleinkommen 26 long memory 24 Saisonale Schwankungen 20 Seasonal variations 20 Spain 20
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Online availability
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Undetermined 136 Free 38 CC license 12
Type of publication
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Article 375
Type of publication (narrower categories)
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Article in journal Aufsatz in Zeitschrift 375 Working Paper 336 Arbeitspapier 282 Graue Literatur 276 Non-commercial literature 276 Article 10 Aufsatz im Buch 7 Book section 7 Conference paper 2 Konferenzbeitrag 2 Festschrift 1
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Language
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English
Author
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Gil-Alaña, Luis A. Gupta, Rangan 606 Bahmani-Oskooee, Mohsen 459 Nijkamp, Peter 434 Cheng, T. C. E. 385 Hassan, M. Kabir 367 Audretsch, David B. 366 Apergēs, Nikolaos 355 Lee, Chien-Chiang 331 Wright, Mike 327 Tiwari, Aviral Kumar 320 Narayan, Paresh Kumar 313 Kraus, Sascha 307 Fabozzi, Frank J. 305 Zhang, Wei 298 Tsionas, Efthymios G. 295 Eichengreen, Barry 293 Hasan, Iftekhar 291 Law, Rob 290 Cebula, Richard J. 287 Lien, Da-hsiang Donald 286 Chan, Kam C. 276 Yang, Yang 273 Smyth, Russell 272 Phillips, Peter C. B. 270 Faff, Robert W. 265 Caporale, Guglielmo Maria 260 Liu, Yang 260 Vrontis, Demetris 260 Beladi, Hamid 258 Creedy, John 253 Kumbhakar, Subal 247 Frey, Bruno S. 245 McAleer, Michael 245 Egger, Peter 244 Güth, Werner 244 Han, Heesup 244 Li, Jing 244 Serletis, Apostolos 244 Wang, Wei 241
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Published in...
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Applied economics 36 Applied economics letters 20 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 12 Tourism economics : the business and finance of tourism and recreation 12 Economics letters 11 Journal of economics and finance 9 Research in international business and finance 9 Economic modelling 8 Empirica : journal of european economics 8 Finance research letters 7 International review of economics & finance : IREF 7 International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society 6 International journal of finance & economics : IJFE 6 International review of financial analysis 6 Review of development finance 6 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 6 Applied financial economics 5 Defence and peace economics 5 Empirical economics : a quarterly journal of the Institute for Advanced Studies 5 Energy economics 5 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 5 Journal of economics and finance : JEF 5 Journal of forecasting 5 Journal of policy modeling : JPMOD ; a social science forum of world issues 5 Computational economics 4 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 4 European review of economics and finance 4 International journal of theoretical and applied finance 4 Journal of economic studies 4 Review of quantitative finance and accounting 4 The South African journal of economics 4 African development review 3 African journal of economic and sustainable development 3 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 3 Journal of applied economics 3 Journal of banking & finance 3 Journal of quantitative economics 3 Oxford bulletin of economics and statistics 3 Review of financial economics : RFE 3 Review of international economics 3
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Source
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ECONIS (ZBW) 375
Showing 1 - 10 of 375
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The Euribor rate : a forecasting exercise based on fractional integration
Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Applied economics letters 32 (2025) 2, pp. 179-182
Persistent link: https://www.econbiz.de/10015195167
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Persistence in consumption across Europe : evidence using fractional integration
Lopez, Gema; Gil-Alaña, Luis A. - In: Intereconomics : review of European economic policy 60 (2025) 2, pp. 119-125
The process of transition and growth in Central and Eastern Europe (CEE) provides interesting insights, considering the countries' historical relationship with the Soviet Union. The 20 years after the Eastern enlargement of the European Union show an integrative power within the Single Market....
Persistent link: https://www.econbiz.de/10015376841
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Inflation persistence in the G7 : the effects of the Covid-19 pandemic and of the Russia-Ukraine war
Usman, Nuruddeen; Gil-Alaña, Luis A. - 2025
Persistent link: https://www.econbiz.de/10015375072
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Modelling loans to non-financial corporations in the Eurozone : a long-memory approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Rubino, … - In: International advances in economic research 30 (2024) 3, pp. 231-254
Persistent link: https://www.econbiz.de/10015191912
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Long-run linkages between US stock prices and cryptocurrencies : a fractional cointegration analysis
Caporale, Guglielmo Maria; Dios Mazariegos, José Javier; … - In: Computational economics 64 (2024) 6, pp. 3543-3553
Persistent link: https://www.econbiz.de/10015144252
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Dynamic factor models and fractional integration : with an application to US real economic activity
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Econometrics : open access journal 12 (2024) 4, pp. 1-13
This paper makes a twofold contribution. First, it develops the dynamic factor model of by allowing for fractional integration instead of imposing the classical dichotomy between I(0) stationary and I(1) non-stationary series. This more general setup provides valuable information on the degree...
Persistent link: https://www.econbiz.de/10015272692
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Persistence in tax revenues : evidence from some OECD countries
Caporale, Guglielmo Maria; García Tapia, Silvia; … - In: Journal of quantitative economics 22 (2024) 2, pp. 475-491
Persistent link: https://www.econbiz.de/10015185215
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All road user casualties (killed) in Great Britain from 1926 : linear and nonlinear trends with persistent data
Gil-Alaña, Luis A. - In: Journal of quantitative economics 22 (2024) 3, pp. 631-640
Persistent link: https://www.econbiz.de/10015185233
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Precious metal prices : a tale of four US recessions
Agnese, Pablo; Garcia-del-Barrio, Pedro; Gil-Alaña, Luis A. - In: Studies in economics and finance 41 (2024) 5, pp. 1012-1022
Persistent link: https://www.econbiz.de/10015199620
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Stock market indices and interest rates in the US and Europe : persistence and long-run linkages
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Studies in economics and finance 41 (2024) 5, pp. 1044-1056
Persistent link: https://www.econbiz.de/10015199622
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