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type_genre:"Arbeitspapier"
~isPartOf:"Economics and finance working paper series"
~subject:"Geldpolitik"
~subject:"United States"
~type_genre:"Collection of articles written by one author"
~type_genre:"Thesis"
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Geldpolitik
United States
Großbritannien
39
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Estimation
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10
Time series analysis
8
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fractional cointegration
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persistence
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Caporale, Guglielmo Maria
7
Gil-Alaña, Luis A.
7
Arghyrou, Michael
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Belot, Michèle
1
Carcel, Hector
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Cuñado Eizaguirre, Juncal
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Davis, E. Philip
1
Fidrmuc, Jan
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Economics and finance working paper series
Working paper / National Bureau of Economic Research, Inc.
222
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127
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1
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
2
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
3
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
4
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
5
A multifactor consumption based asset pricing model of the UK stock market : the US stock market as a wealth reference
Hunter, John
;
Wu, Feng
-
2009
Persistent link: https://www.econbiz.de/10003799838
Saved in:
6
Anthropometry of love height and gender asymmetries in interethnic marriages
Belot, Michèle
;
Fidrmuc, Jan
-
2009
Persistent link: https://www.econbiz.de/10003799853
Saved in:
7
The volatility spillover from the market to disaggregated industry stocks : the case for the US and UK
Moore, Tomoe
-
2009
Persistent link: https://www.econbiz.de/10003898744
Saved in:
8
Are Canadian pension plans disadvantaged by the current structure of portfolio regulation?
Davis, E. Philip
(
contributor
);
Hu, Yu-Wei
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003739791
Saved in:
9
Multiple shift and fractional integration in the US and UK unemployment rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739796
Saved in:
10
Modelling structural breaks in the US, UK and Japanese unemployment rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003369264
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