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~subject:"Fractional integration"
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Fractional integration
Zeitreihenanalyse
451
Time series analysis
436
Schätzung
335
Estimation
317
fractional integration
281
USA
235
Theorie
234
Theory
226
United States
216
Kointegration
160
Cointegration
158
Großbritannien
137
persistence
136
United Kingdom
135
long memory
127
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121
Unit root test
121
Strukturbruch
115
Structural break
111
Börsenkurs
106
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105
Stock market
98
Aktienmarkt
97
Unemployment
93
Long memory
88
Arbeitslosigkeit
81
Persistence
80
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77
EU countries
75
Volatility
75
Volatilität
73
Konjunktur
71
Business cycle
66
ARMA model
63
ARMA-Modell
63
Welt
59
World
58
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56
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56
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49
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Article
83
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18
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6
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6
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2
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90
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27
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Gil-Alaña, Luis A.
81
Caporale, Guglielmo Maria
50
Gil-Alana, Luis A.
20
Gil-Alana, Luis
9
Abakah, Emmanuel Joel Aikins
8
Carcel, Hector
7
Yaya, OlaOluwa S.
7
Gupta, Rangan
6
Barros, Carlos Pestana
4
Cuestas, Juan Carlos
4
Lovcha, Yuliya
4
Claudio-Quiroga, Gloria
3
Moreno, Antonio
3
Poza, Carlos
3
Trani, Tommaso
3
Candelon, Bertrand
2
Caporale, Guglielmo
2
Cuñado Eizaguirre, Juncal
2
Gil-Alana, Luis Alberiko
2
Infante, Juan
2
Madigu, Godfrey
2
Melnicenco, Eduard
2
Monge, Manuel
2
Plastun, Alex
2
Tiwari, Aviral Kumar
2
You, Kefei
2
Adepoju, Adedayo A.
1
Akinsomi, Omokolade
1
Alagidede, Paul
1
Andre, Christophe
1
Antonakakis, Nikolaos
1
Arthur, Emmanuel Kwesi
1
Aruchunan, Elayaraja
1
BARROS, Carlos Pestana
1
Balcilar, Mehmet
1
Balparda, Borja
1
Barros, Carlos
1
Belete, Abenet
1
Bermejo Muñoz, Lorenzo
1
Boateng, Alexander
1
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
6
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
5
Department of Economics, Faculty of Economic and Management Sciences
2
London School of Economics (LSE)
1
Nottingham Trent University, Nottingham Business School, Economics Division
1
School of Economics and Business Administration, University of Navarra
1
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Research in international business and finance
7
DIW Discussion Papers
6
Discussion Papers of DIW Berlin
6
Economics and finance working paper series
5
Finance research letters
5
International review of economics & finance : IREF
5
SFB 373 Discussion Paper
5
SFB 373 Discussion Papers
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirical Economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Review of development finance
3
Applied economics
2
Asian Journal of Empirical Research
2
Defence and Peace Economics
2
Economics letters
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economics and finance : JEF
2
Journal of quantitative economics
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied economics letters
1
CESifo Working Paper
1
Defence and peace economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Eastern economic journal
1
Economic Modelling
1
Economic integration, currency union, and sustainable and inclusive growth in East Africa
1
Economic modelling
1
Empirica
1
Empirica : journal of european economics
1
Energy economics
1
Energy strategy reviews
1
European Research Studies Journal
1
Faculty Working Papers
1
International Advances in Economic Research
1
International advances in economic research
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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ECONIS (ZBW)
69
RePEc
33
EconStor
14
Other ZBW resources
1
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Public finances in the EU-27 : are they sustainable?
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Empirica : journal of european economics
47
(
2020
)
1
,
pp. 181-204
Persistent link: https://www.econbiz.de/10012224176
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
5
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
6
Gender diversity index. measuring persistence
Rio, Marta del
;
Infante, Juan
;
Gil-Alaña, Luis A.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013286443
Saved in:
7
Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
- In:
Defence and peace economics
20
(
2009
)
4
,
pp. 287-301
Persistent link: https://www.econbiz.de/10003902479
Saved in:
8
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
9
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
1/2
,
pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
Saved in:
10
Persistence in youth unemployment
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The empirical economics letters : a monthly …
12
(
2013
)
3
,
pp. 319-325
Persistent link: https://www.econbiz.de/10010257872
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