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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"Economics and finance working paper series"
~subject:"Zeitreihenanalyse"
~type_genre:"Forschungsbericht"
~type_genre:"Rezension"
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USA
Zeitreihenanalyse
Estimation
72
Schätzung
72
Time series analysis
30
Cointegration
18
Kointegration
18
United States
17
Volatility
14
Volatilität
14
fractional integration
14
Großbritannien
11
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Caporale, Guglielmo Maria
35
Gil-Alaña, Luis A.
31
Carcel, Hector
3
Balparda, Borja
2
Cuñado Eizaguirre, Juncal
2
Lovcha, Yuliya
2
Ali, Faek Menla
1
Barros, Carlos Pestana
1
Ciferri, Davide
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Davis, E. Philip
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Gil-Alana, Luis A.
1
Girardi, Alessandro
1
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1
Gupta, Rangan
1
Hanck, Christoph
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
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Economics and finance working paper series
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1,492
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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49
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ECONIS (ZBW)
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1
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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