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USA
Zeitreihenanalyse
447
Time series analysis
432
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329
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310
fractional integration
277
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273
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263
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222
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Gil-Alaña, Luis A.
214
Caporale, Guglielmo Maria
158
Cuñado Eizaguirre, Juncal
21
Gil-Alana, Luis A.
20
Perez de Gracia, Fernando
14
Gupta, Rangan
11
Moreno, Antonio
11
You, Kefei
11
Candelon, Bertrand
8
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
Cho, Seonghoon
3
Dios Mazariegos, José Javier
3
Garcia-del-Barrio, Pedro
3
Miller, Stephen M.
3
Orlando, C.
3
Orlando, C. James
3
Yaya, OlaOluwa S.
3
Carmona-González, Nieves
2
Claudio-Quiroga, Gloria
2
Cuestas, Juan Carlos
2
Cunado, Juncal
2
Dettoni, Robinson
2
Faria, João Ricardo
2
Martin-Valmayor, Miguel
2
Abbritti, Mirko
1
Assaf, A. Georges
1
Baele, Lieven
1
Barros, Carlos P.
1
Baños Izquierdo, Alvaro
1
Bekaert, Geert
1
Carcel, Hector
1
Chen, Zhongfei
1
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1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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CESifo working papers
30
Economics and finance working paper series
26
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18
DIW Berlin Discussion Paper
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
CESifo Working Paper Series
11
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8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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6
DIW Discussion Papers
6
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5
Economics letters
5
International review of financial analysis
4
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3
Journal of banking & finance
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
Department of Economics working papers
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Empirica : journal of european economics
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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2
Journal of money, credit and banking : JMCB
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Research in international business and finance
2
Review of financial economics : RFE
2
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2
Studies in economics and finance
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Tourism economics : the business and finance of tourism and recreation
2
, Vol. , pp. -
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Annales d'économie et de statistique
1
Bank of Finland Research Discussion Paper
1
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1
Canadian journal of agricultural economics : CJAE
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ECONIS (ZBW)
222
EconStor
18
USB Cologne (EcoSocSci)
1
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1
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
2
Technology shocks and hours worked : a fractional integration perspective
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Macroeconomic dynamics
13
(
2009
)
5
,
pp. 580-604
Persistent link: https://www.econbiz.de/10003906381
Saved in:
3
The Deaton paradox in a long memory context with structural breaks
Gil-Alaña, Luis A.
;
Moreno, Antonio
;
Cho, Seonghoon
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3309-3322
Persistent link: https://www.econbiz.de/10009617935
Saved in:
4
Uncovering the US term premium : an alternative route
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1181-1193
Persistent link: https://www.econbiz.de/10009558566
Saved in:
5
Fractional integration and structural breaks in US macro dynamics
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
1
,
pp. 427-446
Persistent link: https://www.econbiz.de/10009582057
Saved in:
6
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994027
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
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
9
The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models
Gil-Alaña, Luis A.
- In:
Applied economics
33
(
2001
)
10
,
pp. 1263-1269
Persistent link: https://www.econbiz.de/10001590553
Saved in:
10
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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