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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Franses, Philip Hans"
~person:"Leybourne, Stephen James"
~subject:"Zeitreihenanalyse"
~type:"article"
~type_genre:"Article in journal"
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Zeitreihenanalyse
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203
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203
Time series analysis
188
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126
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126
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76
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76
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Caporale, Guglielmo Maria
Franses, Philip Hans
Leybourne, Stephen James
Gil-Alaña, Luis A.
172
Phillips, Peter C. B.
85
Gupta, Rangan
77
Taylor, Robert
59
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
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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.
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Hong, Yongmiao
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Bahmani-Oskooee, Mohsen
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Swanson, Norman R.
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Hyndman, Rob J.
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Johansen, Søren
23
Lucas, André
23
Marcellino, Massimiliano
23
Chambers, Marcus J.
22
Gao, Jiti
22
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Journal of econometrics
15
Economics letters
14
Journal of forecasting
11
Oxford bulletin of economics and statistics
11
International journal of forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Applied economics
8
Applied economics letters
8
Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Journal of economics and finance : JEF
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Journal of international money and finance
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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Journal of empirical finance
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Journal of time series econometrics
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The review of economics and statistics
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Advances in quantitative analysis of finance and accounting : a research annual
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African journal of economic and sustainable development
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Empirica : journal of european economics
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German economic review
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International advances in economic research
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International review of financial analysis
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ECONIS (ZBW)
188
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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
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
4
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
5
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
6
Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Franses, Philip Hans
;
Welz, Max
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 829-839
Persistent link: https://www.econbiz.de/10013287864
Saved in:
7
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
8
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:
9
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
10
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
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