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~person:"Caporale, Guglielmo Maria"
~person:"Trenkler, Carsten"
~subject:"Cointegration"
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Cointegration
Schätzung
136
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135
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96
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94
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88
Kointegration
86
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86
USA
69
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fractional integration
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Caporale, Guglielmo Maria
Trenkler, Carsten
Narayan, Paresh Kumar
65
Gil-Alaña, Luis A.
56
Johansen, Søren
48
Chang, Tsangyao
43
Nielsen, Morten Ørregaard
43
Gupta, Rangan
42
Bahmani-Oskooee, Mohsen
40
Wagner, Martin
38
Jusélius, Katarina
29
Narayan, Seema
28
Banerjee, Anindya
27
Herzer, Dierk
27
Tiwari, Aviral Kumar
27
Shahbaz, Muhammad
26
Smyth, Russell
26
Phillips, Peter C. B.
25
Westerlund, Joakim
25
Apergēs, Nikolaos
24
Lütkepohl, Helmut
23
Nielsen, Bent
23
Rault, Christophe
23
Panagiōtidēs, Theodōros
22
Beckmann, Joscha
21
Kurita, Takamitsu
21
Rahbek, Anders
21
Belke, Ansgar
19
Hall, Stephen G.
19
Krolzig, Hans-Martin
18
Kumar, Saten
18
Weber, Enzo
18
Kunst, Robert M.
17
Pesaran, M. Hashem
17
Kurozumi, Eiji
16
Lee, Chien-chiang
16
Mahmood, Haider
16
Balcilar, Mehmet
15
Benati, Luca
15
Bohn Nielsen, Heino
15
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European University Institute / Department of Economics
4
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2
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Economics and finance working paper series
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3
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3
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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
Oxford bulletin of economics and statistics
2
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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)
82
RePEc
3
EconStor
1
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1
Economic integration in interwar Poland : a threshold cointegration analysis of the law of one price for Poland (1924 - 1937)
Trenkler, Carsten
(
contributor
);
Wolf, Nikolaus
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749474
Saved in:
2
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:
3
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:
4
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:
5
Which factors were behind Germany's labour market upswing? : a data-driven approach
Hutter, Christian
;
Carbonero, Francesco
;
Klinger, Sabine
; …
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1052-1076
Persistent link: https://www.econbiz.de/10013468536
Saved in:
6
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
7
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:
8
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:
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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