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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Caporale, Guglielmo Maria"
~subject:"Nichtlineare Regression"
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Nichtlineare Regression
Estimation
36
Schätzung
36
Cointegration
11
Fractional integration
11
Kointegration
11
Time series analysis
9
Zeitreihenanalyse
9
Deutschland
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Germany
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Interest rate
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Zins
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Aktienmarkt
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EU countries
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EU-Staaten
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Volatility
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Börsenkurs
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Capital income
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Kapitaleinkommen
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Persistence
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Share price
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Theorie
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Theory
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Business cycle
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Großbritannien
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Konjunktur
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Long memory
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Nonlinear regression
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ARCH model
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ARCH-Modell
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Arbeitsmigranten
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Einwanderung
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Emerging economies
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Europa
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Europe
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Fractional cointegration
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Constant, Amelie
Caporale, Guglielmo Maria
Bahmani-Oskooee, Mohsen
8
Gil-Alaña, Luis A.
6
Jawadi, Fredj
6
Omay, Tolga
5
Chang, Tsangyao
4
Huber, Florian
4
Schorfheide, Frank
4
Alsamara, Mouyad
3
Andreasen, Martin Møller
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Aruoba, S. Borağan
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Bekiros, Stelios
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Carcel, Hector
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Chen, Shyh-Wei
3
Hook, Law Siong
3
Kisswani, Khalid M.
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Marcellino, Massimiliano
3
Park, Sung Y.
3
Pavlidis, Efthymios G.
3
Peel, David
3
Polemis, Michael
3
Ranjbar, Omid
3
Rubio-Ramírez, Juan Francisco
3
Wen, Fenghua
3
Ahmad, Ahmad Hassan
2
Altuntas, Mehmet
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Avdoulas, Christos
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Aworinde, Olalekan Bashir
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Beyaert, Arielle
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Bocola, Luigi
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Bond, Dereck
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Cai, Zongwu
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Cho, Dooyeon
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Demetrescu, Matei
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Emirmahmutoglu, Furkan
2
Escribano, Álvaro
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Fernández-Villaverde, Jesús
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Franke, Reiner
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Furuoka, Fumitaka
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Economic modelling
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Monetary policy rules in emerging countries : is there an augmented nonlinear taylor rule?
Caporale, Guglielmo Maria
;
Helmi, Mohamad Husam
;
Catik, …
- In:
Economic modelling
72
(
2018
),
pp. 306-319
Persistent link: https://www.econbiz.de/10012100405
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