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~person:"Caporale, Guglielmo Maria"
~person:"Hall, Stephen G."
~subject:"Kointegration"
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Kointegration
Schätzung
141
Estimation
140
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106
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105
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99
Time series analysis
97
EU countries
76
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76
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74
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63
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fractional integration
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Caporale, Guglielmo Maria
Hall, Stephen G.
Narayan, Paresh Kumar
63
Gil-Alaña, Luis A.
56
Johansen, Søren
48
Nielsen, Morten Ørregaard
45
Chang, Tsangyao
42
Wagner, Martin
40
Bahmani-Oskooee, Mohsen
38
Gupta, Rangan
34
Jusélius, Katarina
30
Tiwari, Aviral Kumar
27
Herzer, Dierk
26
Narayan, Seema
26
Smyth, Russell
26
Banerjee, Anindya
25
Westerlund, Joakim
25
Apergēs, Nikolaos
24
Lütkepohl, Helmut
23
Phillips, Peter C. B.
23
Rault, Christophe
23
Panagiōtidēs, Theodōros
22
Trenkler, Carsten
22
Shahbaz, Muhammad
20
Belke, Ansgar
17
Kunst, Robert M.
17
Rahbek, Anders
17
Dreger, Christian
16
Kurita, Takamitsu
16
Lee, Chien-chiang
16
Balcilar, Mehmet
15
Bohn Nielsen, Heino
15
Mahmood, Haider
15
Payne, James E.
15
Benati, Luca
14
Di Iorio, Francesca
14
Fachin, Stefano
14
Otero, Jesús G.
14
Pesaran, M. Hashem
14
Beckmann, Joscha
13
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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ECONIS (ZBW)
73
EconStor
2
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1
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
2
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:
3
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
4
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
-
2013
Persistent link: https://www.econbiz.de/10009777843
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
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:
7
Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests
Caporale, Guglielmo Maria
;
You, Kefei
-
2017
Persistent link: https://www.econbiz.de/10011656668
Saved in:
8
Generalized cointegration : a new concept with an application to health expenditure and health outcomes
Hall, Stephen G.
;
Swamy, Paravastu A. V. B.
;
Tavlas, …
-
2011
Persistent link: https://www.econbiz.de/10009261112
Saved in:
9
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
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
Saved in:
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