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USA
Zeitreihenanalyse
449
Time series analysis
434
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330
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312
fractional integration
278
United States
233
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228
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220
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251
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Gil-Alaña, Luis A.
213
Caporale, Guglielmo Maria
157
Cuñado Eizaguirre, Juncal
33
Perez de Gracia, Fernando
22
Gil-Alana, Luis A.
20
Gupta, Rangan
18
You, Kefei
11
Candelon, Bertrand
8
Moreno, Antonio
7
Dupuy, Arnaud
5
Abakah, Emmanuel Joel Aikins
4
Payne, James E.
4
Poza, Carlos
4
Agnese, Pablo
3
Barros, Carlos Pestana
3
Canarella, Giorgio
3
Dios Mazariegos, José Javier
3
Garcia-del-Barrio, Pedro
3
Miller, Stephen M.
3
Orlando, C.
3
Orlando, C. James
3
Tiwari, Aviral Kumar
3
Yaya, OlaOluwa S.
3
Abbritti, Mirko
2
Carcel, Hector
2
Carmona-González, Nieves
2
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2
Cuestas, Juan Carlos
2
Cunado, Juncal
2
Dettoni, Robinson
2
Diaz, Elena
2
Equiza-Goñi, Juan
2
Faria, João Ricardo
2
Gómez Biscarri, Javier
2
Kang, Wensheng
2
Martin-Valmayor, Miguel
2
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2
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2
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2
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1
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CESifo working papers
29
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18
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13
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11
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10
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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5
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5
International review of financial analysis
4
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3
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3
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3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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2
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2
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2
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2
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2
, Vol. , pp. -
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Annales d'économie et de statistique
1
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1
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1
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ECONIS (ZBW)
233
EconStor
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1
A test for rational bubbles in the NASDAQ stock index : a fractionally integrated approach
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2633-2654
Persistent link: https://www.econbiz.de/10003071039
Saved in:
2
Is the US fiscal deficit sustainable? : A fractionally integrated approach
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Journal of economics & business
56
(
2004
)
6
,
pp. 501-526
Persistent link: https://www.econbiz.de/10002376023
Saved in:
3
Mean reversion in stock market prices : new evidence based on bull and bear markets
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Research in international business and finance
24
(
2010
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10003964642
Saved in:
4
Persistence, long memory, and unit roots in commodity prices
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Perez …
- In:
Canadian journal of agricultural economics : CJAE
60
(
2012
)
4
,
pp. 451-468
Persistent link: https://www.econbiz.de/10009687939
Saved in:
5
Seasonal and non-seasonal long memory in the US interest rate and the monetary aggregates
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Quarterly journal of business and economics : QJBE
45
(
2006
)
3/4
,
pp. 31-47
Persistent link: https://www.econbiz.de/10003417866
Saved in:
6
AK growth models : new evidence based on fractional integration and breaking trends
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Recherches économiques de Louvain
75
(
2009
)
2
,
pp. 131-149
Persistent link: https://www.econbiz.de/10003847506
Saved in:
7
Salient features of dependence in daily US stock market indices
Gil-Alaña, Luis A.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003593666
Saved in:
8
Real convergence in Taiwan : a fractionally integrated approach
Cunado, J.
;
Gil-Alaña, Luis A.
;
Perez de Gracia, Fernando
- In:
Journal of Asian economics
15
(
2004
)
3
,
pp. 529-547
Persistent link: https://www.econbiz.de/10015172931
Saved in:
9
US stock market volatility persistence : evidence before and after the burst of the IT bubble
Cuñado, J.
;
Gil-Alaña, Luis A.
;
Perez de Gracia, Fernando
- In:
Review of quantitative finance and accounting
33
(
2009
)
3
,
pp. 233-252
Persistent link: https://www.econbiz.de/10003894796
Saved in:
10
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
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