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Year of publication
Subject
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Time series analysis 163 Zeitreihenanalyse 163 Estimation 117 Schätzung 117 USA 70 United States 70 Cointegration 60 Kointegration 60 Theorie 54 Theory 54 Fractional integration 51 Großbritannien 42 United Kingdom 42 fractional integration 41 Einheitswurzeltest 39 Unit root test 39 Persistence 37 Structural break 37 Strukturbruch 37 Aktienmarkt 35 Börsenkurs 35 Share price 35 Stock market 35 Long memory 31 Volatility 30 Volatilität 30 Arbeitslosigkeit 26 Unemployment 26 Capital income 24 Inflation 24 Kapitaleinkommen 24 persistence 20 long memory 19 Spain 18 Spanien 18 EU countries 17 EU-Staaten 17 Exchange rate 17 Interest rate 17 Wechselkurs 17
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Online availability
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Undetermined 118 Free 21
Type of publication
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Article 340
Type of publication (narrower categories)
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Article in journal Aufsatz in Zeitschrift 340 Working Paper 315 Arbeitspapier 262 Graue Literatur 257 Non-commercial literature 257 Article 6 Aufsatz im Buch 6 Book section 6 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 527 Bahmani-Oskooee, Mohsen 446 Nijkamp, Peter 416 Audretsch, David B. 322 Wright, Mike 322 Cheng, T. C. E. 317 Apergēs, Nikolaos 314 Hassan, M. Kabir 308 Narayan, Paresh Kumar 303 Fabozzi, Frank J. 280 Cebula, Richard J. 272 Eichengreen, Barry 270 Hasan, Iftekhar 263 Tsionas, Efthymios G. 263 Lien, Da-hsiang Donald 260 Smyth, Russell 256 Tiwari, Aviral Kumar 256 Lee, Chien-chiang 255 Faff, Robert W. 254 Kraus, Sascha 250 Creedy, John 247 Phillips, Peter C. B. 247 McAleer, Michael 244 Beladi, Hamid 243 Frey, Bruno S. 240 Güth, Werner 236 Zhang, Wei 236 Stiglitz, Joseph E. 234 Caporale, Guglielmo Maria 229 Haan, Jakob de 228 Kumbhakar, Subal 227 Chan, Kam C. 226 Egger, Peter 225 Serletis, Apostolos 223 List, John A. 221 Williams, Colin C. 221 Moosa, Imad A. 220 Shahbaz, Muhammad 220 Wohar, Mark E. 220
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Published in...
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Applied economics 32 Applied economics letters 19 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 12 Economics letters 11 Tourism economics : the business and finance of tourism and recreation 11 Journal of economics and finance 9 Economic modelling 8 Research in international business and finance 8 Empirica : journal of european economics 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 economics & finance : IREF 6 Applied financial economics 5 Defence and peace economics 5 Energy economics 5 Finance research letters 5 International economics : a journal published by CEPII (Center for research and expertise on the world economy) 5 International review of financial analysis 5 Journal of forecasting 5 Journal of policy modeling : JPMOD ; a social science forum of world issues 5 Review of development finance 5 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 5 European review of economics and finance 4 International journal of theoretical and applied finance 4 Journal of economic studies 4 Journal of economics and finance : JEF 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 Computational economics 3 Emerging markets, finance and trade : EMFT 3 Empirical economics : a quarterly journal of the Institute for Advanced Studies 3 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 3 Journal of applied economics 3 Oxford bulletin of economics and statistics 3 Review of financial economics : RFE 3 Review of international economics 3 Annales d'économie et de statistique 2 Applied econometrics and international development 2
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Source
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ECONIS (ZBW) 340
Showing 1 - 10 of 340
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US policy responses to the COVID-19 pandemic and sectoral stock indices : a fractional integration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Abakah, … - In: Applied economics 55 (2023) 3, pp. 283-292
Persistent link: https://www.econbiz.de/10013494423
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Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.; Solarin Sakiru Adebola; Balcilar, … - In: Empirical economics : a quarterly journal of the … 64 (2023) 3, pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
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Credit-to-GDP ratios – non-linear trends and persistence : evidence from 44 OECD economies
Cuestas, Juan Carlos; Gil-Alaña, Luis A.; Malmierca, María - In: Journal of economic studies 50 (2023) 3, pp. 448-463
Persistent link: https://www.econbiz.de/10014252396
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Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.; Puertolas-Montanes, Francisco - In: Journal of economics and finance : JEF 47 (2023) 2, pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
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Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola; Gil-Alaña, Luis A.; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Bulletin of economic research 74 (2022) 1, pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
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Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Applied economics letters 29 (2022) 4, pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
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On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Trani, … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
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GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards
Gil-Alaña, Luis A.; Gil-López, Águeda - In: Journal of economic studies 49 (2022) 2, pp. 379-393
Persistent link: https://www.econbiz.de/10013173406
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Persistence in commodity prices
Gil-Alaña, Luis A. - In: Journal of agricultural and resource economics : JARE ; … 47 (2022) 2, pp. 262-277
Persistent link: https://www.econbiz.de/10013285487
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