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person:"Caporale, Guglielmo Maria"
subject:"Großbritannien"
~subject:"Nonlinear regression"
~subject:"Theory"
~type_genre:"Article in journal"
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Großbritannien
Nonlinear regression
Theory
Estimation
92
Schätzung
92
Time series analysis
38
Zeitreihenanalyse
38
Cointegration
29
Kointegration
29
Theorie
28
USA
25
United States
25
Fractional integration
18
Börsenkurs
17
Share price
17
Volatility
16
Volatilität
16
United Kingdom
13
EU countries
12
EU-Staaten
12
Interest rate
12
Zins
12
Aktienmarkt
11
Capital income
11
Kapitaleinkommen
11
Kaufkraftparität
11
Purchasing power parity
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Stock market
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fractional integration
10
Einheitswurzeltest
9
Exchange rate
9
Persistence
9
Unit root test
9
Wechselkurs
9
Business cycle
8
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8
Long memory
8
Nichtlineare Regression
8
Geldpolitik
7
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7
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Article
41
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Article in journal
Arbeitspapier
69
Working Paper
69
Graue Literatur
68
Non-commercial literature
68
Aufsatz in Zeitschrift
41
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English
41
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
54
Gupta, Rangan
37
Bahmani-Oskooee, Mohsen
31
Serletis, Apostolos
27
Kumbhakar, Subal
25
Chang, Tsangyao
22
Wohar, Mark E.
22
Moosa, Imad A.
20
Apergēs, Nikolaos
16
Blundell, Richard W.
16
Peel, David
16
Jawadi, Fredj
15
MacDonald, Ronald
14
Su, Chi-Wei
14
Tiwari, Aviral Kumar
14
Creedy, John
13
Engsted, Tom
13
Fabozzi, Frank J.
13
Lee, Chien-chiang
13
Narayan, Paresh Kumar
13
Pesaran, M. Hashem
13
Taylor, Mark P.
13
Bleaney, Michael F.
12
Bollerslev, Tim
12
Chan, Joshua
12
Dustmann, Christian
12
Ghysels, Eric
12
Koop, Gary
12
Koopman, Siem Jan
12
McAleer, Michael
12
McMillan, David G.
12
Tsionas, Efthymios G.
12
Bekaert, Geert
11
Marcellino, Massimiliano
11
Phillips, Peter C. B.
11
Pierdzioch, Christian
11
Tzavalis, Elias
11
Asai, Manabu
10
Belzil, Christian
10
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Applied economics letters
3
Economic modelling
3
Applied economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
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
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics letters
1
Computational economics
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
International review of economics & finance : IREF
1
Journal of economic integration
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Open economies review
1
Research in international business and finance
1
Review of financial economics : RFE
1
Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School
1
The empirical economics letters : a monthly international journal of economics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
41
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
3
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
5
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
6
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
7
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
8
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
9
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
10
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
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