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~subject:"Kointegration"
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Kointegration
Zeitreihenanalyse
445
Time series analysis
430
Schätzung
330
Estimation
313
Theorie
241
USA
238
Theory
233
United States
219
fractional integration
209
Cointegration
149
Großbritannien
140
United Kingdom
138
Einheitswurzeltest
107
Unit root test
107
Börsenkurs
105
Share price
104
persistence
101
Stock market
98
Aktienmarkt
97
Strukturbruch
97
Structural break
94
long memory
94
Fractional integration
89
Technische Effizienz
88
Technical efficiency
87
Unemployment
79
Volatility
73
Volatilität
73
Arbeitslosigkeit
72
Persistence
69
EU-Staaten
68
EU countries
66
Konjunktur
65
Welt
63
ARMA model
62
ARMA-Modell
62
Long memory
62
World
62
Data envelopment analysis
61
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Free
84
Undetermined
29
CC license
1
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Book / Working Paper
91
Article
63
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Working Paper
71
Arbeitspapier
65
Graue Literatur
65
Non-commercial literature
65
Article in journal
63
Aufsatz in Zeitschrift
63
Language
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English
154
Author
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Gil-Alaña, Luis A.
148
Caporale, Guglielmo Maria
100
Carcel, Hector
17
Cuñado Eizaguirre, Juncal
7
Gupta, Rangan
7
Gil-Alana, Luis A.
6
Abakah, Emmanuel Joel Aikins
5
Barros, Carlos Pestana
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
Malmierca-Ordoqui, Maria
2
Monge, Manuel
2
Akinsomi, Omokolade
1
André, Christophe
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
Faria, João Ricardo
1
Gil-López, Águeda
1
Infante, Juan
1
Jiang, Liang
1
Luqui, Natalia
1
Madigu, Godfrey
1
Martin-Valmayor, Miguel
1
Martín-Valmayor, Miguel Angel
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Centre for International Macroeconomics
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
6
CESifo Working Paper Series
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics
3
Applied economics letters
3
DIW Discussion Papers
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Research in international business and finance
3
African development review
2
Department of Economics working papers
2
Empirica : journal of european economics
2
Energy 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 forecasting
2
Oxford bulletin of economics and statistics
2
Review of development finance
2
Review of financial economics : RFE
2
The South African journal of economics
2
Applied financial economics
1
Comparative economic studies
1
Computational economics
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
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global economy journal : GEJ
1
International advances in economic research
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
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ECONIS (ZBW)
148
EconStor
6
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1
Inflation forecasting in Angola : a fractional approach
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
- In:
African development review
25
(
2013
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10015172674
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2
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:
3
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
4
Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.
;
Gil-Alaña, Luis A.
;
Faria, João Ricardo
- In:
The South African journal of economics
83
(
2015
)
4
,
pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
Saved in:
5
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
- In:
African development review
26
(
2014
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10011313843
Saved in:
6
Investment and saving in Angola and the Feldstein-Horioka puzzle
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4793-4800
Persistent link: https://www.econbiz.de/10011380841
Saved in:
7
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:
8
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
9
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
10
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470256
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