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person:"Caporale, Guglielmo Maria"
subject:"Großbritannien"
~subject:"Nonlinear regression"
~subject:"United States"
~type_genre:"Article in journal"
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Großbritannien
Nonlinear regression
United States
Estimation
92
Schätzung
92
Time series analysis
38
Zeitreihenanalyse
38
Cointegration
29
Kointegration
29
Theorie
28
Theory
28
USA
25
Fractional integration
18
Börsenkurs
17
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fractional integration
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Caporale, Guglielmo Maria
Gupta, Rangan
66
Gil-Alaña, Luis A.
54
Bahmani-Oskooee, Mohsen
44
Wohar, Mark E.
26
Chang, Tsangyao
21
Blundell, Richard W.
20
Apergēs, Nikolaos
17
Balcilar, Mehmet
16
Serletis, Apostolos
16
Moosa, Imad A.
15
Payne, James E.
15
Heckman, James J.
14
Jawadi, Fredj
14
Hsing, Yu
13
Miller, Stephen M.
13
Pesaran, M. Hashem
13
Su, Chi-Wei
13
Cebula, Richard J.
12
Neumark, David
12
Tiwari, Aviral Kumar
12
Bollerslev, Tim
11
Hamermesh, Daniel S.
11
McMillan, David G.
11
Sarno, Lucio
11
Cheung, Yin-Wong
10
Glaeser, Edward L.
10
Hamori, Shigeyuki
10
Jenkins, Stephen
10
Moretti, Enrico
10
Attanasio, Orazio P.
9
Bali, Turan G.
9
Basu, Susanto
9
Belke, Ansgar
9
Brown, Sarah
9
Diebold, Francis X.
9
Dustmann, Christian
9
Engle, Robert F.
9
Gruber, Jonathan
9
Hess, Gregory D.
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Applied economics letters
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Applied financial 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
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Review of financial economics : RFE
2
Eastern economic journal
1
Econometric reviews
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Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Finance research letters
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International advances in economic research
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International review of economics & finance : IREF
1
International review of financial analysis
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Journal of economic integration
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Journal of economic studies
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Journal of international financial markets, institutions & money
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Open economies review
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Oxford bulletin of economics and statistics
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Review of international economics
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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1
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:
2
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:
3
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
4
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:
5
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:
6
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:
7
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
8
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
Saved in:
9
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
10
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
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