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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~subject:"Forecasting model"
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Time series analysis
United States
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Estimation
30
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30
Cointegration
11
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11
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11
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9
Interest rate
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Caporale, Guglielmo Maria
Gupta, Rangan
95
Gil-Alaña, Luis A.
41
Marcellino, Massimiliano
32
Ma, Feng
28
Zaremba, Adam
24
Balcilar, Mehmet
22
Pierdzioch, Christian
22
Bahmani-Oskooee, Mohsen
21
Wang, Yudong
21
Salisu, Afees A.
20
Wohar, Mark E.
20
Zhang, Yaojie
20
Nonejad, Nima
17
Chang, Tsangyao
16
Forni, Mario
16
Gambetti, Luca
16
Ghysels, Eric
16
Narayan, Paresh Kumar
16
Tiwari, Aviral Kumar
15
Massa, Massimo
13
Todorov, Viktor
13
Kelly, Bryan T.
12
McMillan, David G.
12
Wei, Yu
12
Chan, Joshua
11
Heckman, James J.
11
Jawadi, Fredj
11
Moosa, Imad A.
11
Timmermann, Allan
11
Apergēs, Nikolaos
10
Baumeister, Christiane
10
Bollerslev, Tim
10
Bouri, Elie
10
Demirer, Rıza
10
Kilian, Lutz
10
Li, Jia
10
Miller, Stephen M.
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Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of economics and finance
1
Journal of international development : the journal of the Development Studies Association
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1
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:
2
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
Saved in:
3
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:
4
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
5
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
Saved in:
6
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
7
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
8
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
9
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
10
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
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