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~subject:"Cointegration"
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Subject
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Cointegration
Zeitreihenanalyse
466
Time series analysis
454
Schätzung
370
Estimation
352
USA
310
United States
291
fractional integration
279
Theorie
257
Theory
249
Kointegration
176
Großbritannien
138
United Kingdom
136
persistence
136
long memory
129
Einheitswurzeltest
121
Unit root test
121
Fractional integration
115
Börsenkurs
111
Share price
110
Strukturbruch
106
Stock market
103
Aktienmarkt
102
Structural break
102
Unemployment
93
Long memory
88
Welt
86
World
85
Volatility
84
Volatilität
82
Arbeitslosigkeit
81
Persistence
79
EU-Staaten
75
EU countries
72
Konjunktur
68
ARMA model
66
ARMA-Modell
66
Inflation
65
Business cycle
63
Capital income
60
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Free
78
Undetermined
31
CC license
1
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Book / Working Paper
87
Article
84
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Article in journal
84
Aufsatz in Zeitschrift
84
Arbeitspapier
66
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
Language
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English
171
Author
All
Gil-Alaña, Luis A.
148
Caporale, Guglielmo Maria
94
Payne, James E.
23
Carcel, Hector
17
Apergēs, Nikolaos
11
Cuñado Eizaguirre, Juncal
7
Gupta, Rangan
7
Barros, Carlos Pestana
6
Abakah, Emmanuel Joel Aikins
5
Henry, S. G. B.
4
Yaya, OlaOluwa S.
4
You, Kefei
4
Abbritti, Mirko
3
Dios Mazariegos, José Javier
3
Moreno, Antonio
3
Mudida, Robert
3
Orlando, C.
3
Orlando, C. James
3
Poza, Carlos
3
Claudio-Quiroga, Gloria
2
Dettoni, Robinson
2
Dincer, Oguzhan C.
2
Ewing, Bradley T.
2
Faria, João Ricardo
2
Malmierca-Ordoqui, Maria
2
Mervar, Andrea
2
Monge, Manuel
2
Sahu, Anandi Prasad
2
Akinsomi, Omokolade
1
Andronescu, Andreea
1
André, Christophe
1
Apergis, Nicolas
1
Awe, Olushina Olawale
1
Balparda, Borja
1
Barros, Carlos P.
1
Bermejo Muñoz, Lorenzo
1
Chang, Tsangyao
1
Coskun, Yener
1
Costamagna, Rodrigo
1
Cristobal, Enrique
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Centre for International Macroeconomics
1
ISEG - School of Economics and Management, Department of Economics, University of Lisbon
1
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CESifo working papers
18
Economics and finance working paper series
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
DIW Berlin Discussion Paper
7
CESifo Working Paper Series
6
Energy economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics
4
Applied economics letters
4
CESifo Working Paper
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Research in international business and finance
3
Review of financial economics : RFE
3
African development review
2
Department of Economics working papers
2
Empirica : journal of european economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economics and finance
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Review of development finance
2
Studies in economics and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The South African journal of economics
2
Tourism economics : the business and finance of tourism and recreation
2
Applied financial economics
1
Atlantic economic journal : AEJ
1
Comparative economic studies
1
Computational economics
1
Contemporary economic policy : a journal of Western Economic Association International
1
Discussion papers / The Centre for International Macroeconomics
1
Economia internazionale
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics bulletin : EB
1
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Source
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ECONIS (ZBW)
170
RePEc
1
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1
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
Saved in:
2
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:
3
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
4
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
5
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470256
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
Unemployment and real oil prices in Australia : a fractionally cointegrated approach
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 201-204
Persistent link: https://www.econbiz.de/10001748959
Saved in:
8
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:
9
Fractional cointegration in the consumption and income relationship using semiparametric techniques
Gil-Alaña, Luis A.
(
contributor
)
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10003073568
Saved in:
10
Modelling the US interest rate in terms of I(d) statistical models
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
4
,
pp. 475-486
Persistent link: https://www.econbiz.de/10002375547
Saved in:
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