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subject:"Theorie"
subject:"Zeitreihenanalyse"
~person:"Caporale, Guglielmo Maria"
~person:"Tsionas, Efthymios G."
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Zeitreihenanalyse
Estimation
131
Schätzung
130
Theory
40
Time series analysis
40
Cointegration
34
Kointegration
34
USA
28
United States
28
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20
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20
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18
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17
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Aufsatz in Zeitschrift
Article in journal
66
Aufsatz im Buch
1
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1
Language
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English
66
Author
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Caporale, Guglielmo Maria
Tsionas, Efthymios G.
Gil-Alaña, Luis A.
89
Gupta, Rangan
50
Chang, Tsangyao
33
Tiwari, Aviral Kumar
30
Moosa, Imad A.
29
Bahmani-Oskooee, Mohsen
27
Serletis, Apostolos
27
Kumbhakar, Subal
25
Wohar, Mark E.
21
Bollerslev, Tim
18
Narayan, Paresh Kumar
17
Koopman, Siem Jan
16
McAleer, Michael
16
Koop, Gary
15
MacDonald, Ronald
15
Peel, David
15
Ramírez, Miguel D.
15
McMillan, David G.
14
Phillips, Peter C. B.
14
Tauchen, George Eugene
14
Todorov, Viktor
14
Apergēs, Nikolaos
13
Engsted, Tom
13
Franses, Philip Hans
13
Herwartz, Helmut
13
Jawadi, Fredj
13
Lee, Chien-chiang
13
Brooks, Robert
12
Chan, Joshua
12
Creedy, John
12
Fabozzi, Frank J.
12
Ghysels, Eric
12
Nonejad, Nima
12
Papell, David H.
12
Pesaran, M. Hashem
12
Pierdzioch, Christian
12
Ranjbar, Omid
12
Österholm, Pär
12
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Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of international money and finance
3
Applied economics
2
Economic modelling
2
European journal of operational research : EJOR
2
Finance research letters
2
Journal of economics and finance : JEF
2
Oxford bulletin of economics and statistics
2
Research in international business and finance
2
Review of financial economics : RFE
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
American journal of agricultural economics
1
Annals of operations research
1
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1
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European economic review : EER
1
International advances in economic research
1
International journal of finance & economics : IJFE
1
International journal of forecasting
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International journal of hospitality management
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Journal of applied economics
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1
Journal of innovation and entrepreneurship : JIE
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Journal of international development : the journal of the Development Studies Association
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of transport economics and policy
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ECONIS (ZBW)
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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
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
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