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~person:"Gil-Alaña, Luis A."
~subject:"Portfolio-Management"
~subject:"Time series analysis"
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Portfolio-Management
Time series analysis
Zeitreihenanalyse
163
Estimation
151
Schätzung
151
Theorie
149
Theory
148
Cointegration
134
Kointegration
134
USA
71
United States
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fractional integration
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long memory
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fractional cointegration
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persistence
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EU countries
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EU-Staaten
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Gil-Alaña, Luis A.
Phillips, Peter C. B.
146
Caporale, Guglielmo Maria
143
Franses, Philip Hans
138
Fabozzi, Frank J.
123
Koopman, Siem Jan
122
Lütkepohl, Helmut
109
Pesaran, M. Hashem
96
Härdle, Wolfgang
84
Koop, Gary
81
McAleer, Michael
80
Maurer, Raimond
77
Lucas, André
76
Engle, Robert F.
66
Teräsvirta, Timo
66
Sibbertsen, Philipp
63
Gao, Jiti
62
Marcellino, Massimiliano
62
Gollier, Christian
58
Swanson, Norman R.
58
Kunst, Robert M.
57
Platen, Eckhard
57
Granger, C. W. J.
56
Harvey, Andrew C.
56
Johansen, Søren
56
Campbell, John Y.
55
Dijk, Herman K. van
55
Hyndman, Rob J.
55
Maravall Herrero, Agustín
55
Stock, James H.
55
Watson, Mark W.
55
Timmermann, Allan
54
Ghysels, Eric
52
Hendry, David F.
51
Gouriéroux, Christian
50
Taylor, Robert
50
Guidolin, Massimo
49
Gupta, Rangan
49
Hallin, Marc
49
Kapetanios, George
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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CESifo working papers
30
Economics and finance working paper series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Applied economics
8
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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1
A fractional
cointegration
var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
2
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and
cointegration
techniques …
Persistent link: https://www.econbiz.de/10011619595
Saved in:
3
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and
cointegration
techniques …
Persistent link: https://www.econbiz.de/10011619627
Saved in:
4
Measuring inequality persistence in OECD 1963-2008 using fractional integration and
cointegration
Gil-Alaña, Luis A.
;
Škare, Marinko
; …
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
Saved in:
5
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
6
Testing of fractional
cointegration
in macroeconomic time series
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
4
,
pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
Saved in:
7
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
8
Unemployment and input prices : a fractional
cointegration
approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
9
A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A.
- In:
Journal of forecasting
20
(
2001
)
5
,
pp. 329-340
Persistent link: https://www.econbiz.de/10001611315
Saved in:
10
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
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