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Year of publication
Subject
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Time series analysis 206 Zeitreihenanalyse 206 Estimation 117 Schätzung 117 USA 85 United States 85 Theorie 81 Theory 81 Fractional integration 68 Cointegration 64 Kointegration 64 Großbritannien 54 United Kingdom 54 fractional integration 54 Persistence 50 Einheitswurzeltest 49 Unit root test 49 Aktienmarkt 42 Stock market 42 Börsenkurs 41 Share price 41 Long memory 39 Structural break 38 Strukturbruch 38 Volatility 35 Volatilität 35 Welt 34 World 34 ARMA model 32 ARMA-Modell 32 persistence 29 Arbeitslosigkeit 28 Unemployment 28 Capital income 26 Inflation 26 Kapitaleinkommen 26 long memory 26 Business cycle 20 Konjunktur 20 Saisonale Schwankungen 20
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Online availability
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Undetermined 137 Free 49 CC license 15
Type of publication
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Article 387
Type of publication (narrower categories)
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Article in journal Aufsatz in Zeitschrift 387 Working Paper 357 Arbeitspapier 300 Graue Literatur 294 Non-commercial literature 294 Article 12 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 623 Bahmani-Oskooee, Mohsen 462 Nijkamp, Peter 436 Cheng, T. C. E. 415 Hassan, M. Kabir 386 Audretsch, David B. 374 Apergēs, Nikolaos 355 Lee, Chien-Chiang 355 Tiwari, Aviral Kumar 352 Wright, Mike 327 Narayan, Paresh Kumar 326 Kraus, Sascha 323 Zhang, Wei 322 Liu, Yang 320 Fabozzi, Frank J. 312 Yang, Yang 305 Law, Rob 303 Hasan, Iftekhar 302 Eichengreen, Barry 300 Tsionas, Efthymios G. 296 Cebula, Richard J. 291 Lien, Da-hsiang Donald 291 Chan, Kam C. 288 Vrontis, Demetris 287 Smyth, Russell 282 Li, Jing 277 Wang, Wei 275 Phillips, Peter C. B. 274 Faff, Robert W. 271 Beladi, Hamid 263 Kumar, Satish 263 Caporale, Guglielmo Maria 262 Han, Heesup 258 Kumbhakar, Subal 255 Creedy, John 253 Serletis, Apostolos 250 Egger, Peter 249 Güth, Werner 247 Frey, Bruno S. 246
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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 8 International review of economics & finance : IREF 7 Computational economics 6 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 Journal of economics and finance : JEF 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 economic studies 5 Journal of forecasting 5 Journal of policy modeling : JPMOD ; a social science forum of world issues 5 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 applied economics 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 Econometrics : open access journal 3 Energy strategy reviews 3 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 3 Journal of banking & finance 3 Journal of quantitative economics 3 Oxford bulletin of economics and statistics 3
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Source
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ECONIS (ZBW) 387
Showing 1 - 10 of 387
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The impact of Russia-Ukraine conflict on the crude oil prices
Imeri, Amir; Gil-Alaña, Luis A.; Monge González, Manuel - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 350-354
Persistent link: https://www.econbiz.de/10015618907
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Fractional integration and energy demand : a time series analysis for Latin America
Asturias Schaub, Luis Rodrigo; Gil-Alaña, Luis A.; … - In: Energy strategy reviews 61 (2025), pp. 1-16
In this paper, we examine energy demand in a group of Latin American regions using a fractional integration approach. Employing annual data from 1965 to 2023 on primary energy consumption in exajoules (EJ) and per capita consumption in gigajoules (GJ), we investigate the persistence and...
Persistent link: https://www.econbiz.de/10015467389
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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, China, EU-27 (and the UK), India, and the USA. According to the findings, all series exhibit long memory mean-reversion tendencies, with orders of integration ranging between 0.22...
Persistent link: https://www.econbiz.de/10015475566
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Persistence in China's household consumption level : implications for the new growth model
Claudio-Quiroga, Gloria; Gil-Alaña, Luis A.; Larrarte, … - In: Journal of economics and finance : JEF 49 (2025) 1, pp. 283-298
Persistent link: https://www.econbiz.de/10015554319
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Isolating financial cycles using the fractional cyclical model in selected economies: 1970-2019
Škare, Marinko; Gil-Alaña, Luis A.; Porada-Rochon, … - In: Structural change and economic dynamics 72 (2025), pp. 67-77
Persistent link: https://www.econbiz.de/10015433885
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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
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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. - In: The Manchester School 93 (2025) 3, pp. 281-288
Persistent link: https://www.econbiz.de/10015375072
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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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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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Analyzing rational speculative bubbles in S&P 500 index sectors through fractional integration and generalized link-based additive survival models
Dettoni, Robinson; Gil-Alaña, Luis A.; Bahamondes, Cliff - In: Finance research letters 85 (2025) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10015560878
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