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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Chambers, Marcus J."
~person:"Marcellino, Massimiliano"
~subject:"Zeitreihenanalyse"
~type:"article"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Estimation
120
Schätzung
120
Theorie
114
Theory
114
Time series analysis
105
USA
58
United States
58
Forecasting model
56
Prognoseverfahren
56
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Caporale, Guglielmo Maria
Chambers, Marcus J.
Marcellino, Massimiliano
Gil-Alaña, Luis A.
172
Phillips, Peter C. B.
85
Gupta, Rangan
77
Franses, Philip Hans
75
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Koopman, Siem Jan
42
Teräsvirta, Timo
42
Chang, Tsangyao
41
Harvey, Andrew C.
39
McAleer, Michael
36
Koop, Gary
34
Harvey, David I.
33
Lütkepohl, Helmut
33
Mills, Terence C.
31
Hendry, David F.
30
Newbold, Paul
30
Hassler, Uwe
28
Granger, C. W. J.
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Bahmani-Oskooee, Mohsen
25
Ghysels, Eric
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Kapetanios, George
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McElroy, Tucker
24
Peel, David
24
Robinson, Peter M.
24
Swanson, Norman R.
24
Herwartz, Helmut
23
Hyndman, Rob J.
23
Johansen, Søren
23
Lucas, André
23
Gao, Jiti
22
Linton, Oliver
22
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Journal of econometrics
9
Applied economics letters
7
International journal of forecasting
7
Econometric theory
5
Applied economics
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Economic modelling
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Journal of forecasting
3
Research in international business and finance
3
Applied financial economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Advances in econometrics
1
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Applied financial economics letters
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Empirica : journal of european economics
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German economic review
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Journal of economic surveys
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Journal of empirical finance
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Journal of innovation and entrepreneurship : JIE
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ECONIS (ZBW)
105
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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
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
4
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
5
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:
6
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
7
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:
8
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:
9
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:
10
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
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