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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Economics and finance working paper series"
~language:"eng"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
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Time series analysis
United States
Estimation
67
Schätzung
67
Zeitreihenanalyse
27
Cointegration
16
Kointegration
16
USA
15
Volatility
14
Volatilität
14
fractional integration
14
Theorie
10
Theory
10
Großbritannien
9
United Kingdom
9
Welt
9
World
9
Aktienmarkt
8
Stock market
8
Business cycle
7
Börsenkurs
7
Economic growth
7
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7
Interest rate
7
Konjunktur
7
Panel
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Panel study
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Share price
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Structural break
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Strukturbruch
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Wechselkurs
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Wirtschaftswachstum
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Zins
7
EU countries
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EU-Staaten
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Inflation
6
Nichtlineare Regression
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Nonlinear regression
6
Market integration
5
Marktintegration
5
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36
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Book / Working Paper
36
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Bibliografie enthalten
Graue Literatur
Arbeitspapier
39
Working Paper
39
Non-commercial literature
36
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English
Author
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Caporale, Guglielmo Maria
32
Gil-Alaña, Luis A.
30
Carcel, Hector
3
Balparda, Borja
2
Cuñado Eizaguirre, Juncal
2
Lovcha, Yuliya
2
Ali, Faek Menla
1
Barros, Carlos Pestana
1
Ciferri, Davide
1
Costantini, Mauro
1
Davis, E. Philip
1
Girardi, Alessandro
1
González Pérez, María de la O
1
Gupta, Rangan
1
Hunter, John
1
Jareño, Francisco
1
Karim, Dilruba
1
Orlando, C. James
1
Paradiso, Antonio
1
Plastun, Alex
1
Poza, Carlos
1
Skinner, Frank S.
1
Trani, Tommaso
1
You, Kefei
1
Škare, Marinko
1
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Economics and finance working paper series
Working paper / National Bureau of Economic Research, Inc.
1,473
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423
Discussion paper / Centre for Economic Policy Research
397
CESifo working papers
208
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168
Working paper
164
Discussion paper / Tinbergen Institute
96
Discussion paper
77
Kiel working paper
60
Staff reports / Federal Reserve Bank of New York
59
CAMA working paper series
57
Discussion papers / Deutsches Institut für Wirtschaftsforschung
55
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
54
SFB 649 discussion paper
54
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
53
NBER working paper series
51
Working papers / Federal Reserve Bank of Philadelphia, Research Department
49
CFS working paper series
45
International finance discussion papers
44
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
39
Discussion paper / Deutsche Bundesbank
38
Working paper series / European Central Bank
38
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36
Working papers / University of Connecticut, Department of Economics
36
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ECONIS (ZBW)
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Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
4
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
5
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
6
Unemployment in Africa : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011631077
Saved in:
7
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
8
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
9
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
10
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
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