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~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Kaufkraftparität"
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Cointegration
Kaufkraftparität
Schätzung
131
Estimation
130
Zeitreihenanalyse
90
Time series analysis
88
Theorie
71
Theory
70
USA
68
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67
Kointegration
64
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62
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fractional integration
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Caporale, Guglielmo Maria
Chang, Tsangyao
90
Bahmani-Oskooee, Mohsen
84
Narayan, Paresh Kumar
79
Gil-Alaña, Luis A.
69
Johansen, Søren
49
Gupta, Rangan
46
Nielsen, Morten Ørregaard
43
Jusélius, Katarina
42
Wagner, Martin
42
Manzur, Meher
33
MacDonald, Ronald
31
Narayan, Seema
30
Su, Chi-Wei
30
Rault, Christophe
29
Smyth, Russell
29
Tiwari, Aviral Kumar
29
Shahbaz, Muhammad
28
Banerjee, Anindya
27
Belke, Ansgar
27
Herzer, Dierk
27
Westerlund, Joakim
27
Apergēs, Nikolaos
26
Beckmann, Joscha
26
Cheung, Yin-Wong
26
Pesaran, M. Hashem
26
Taylor, Mark P.
26
Phillips, Peter C. B.
25
Lütkepohl, Helmut
23
Nielsen, Bent
23
Panagiōtidēs, Theodōros
23
Trenkler, Carsten
23
Kim, Hyeongwoo
22
Rahbek, Anders
22
Kapetanios, George
21
Kurita, Takamitsu
21
Égert, Balázs
21
Arize, Augustine Chuck
20
Baharumshah, Ahmad Zubaidi
20
Lan, Yihui
20
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Economics and finance working paper series
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
International journal of finance & economics : IJFE
3
Review of financial economics : RFE
3
Discussion papers / The Centre for International Macroeconomics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Reihe Ökonomie
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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1
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Economics letters
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Empirica : journal of european economics
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International review of applied economics
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ECONIS (ZBW)
76
EconStor
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RePEc
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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
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
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
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:
9
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:
10
Testing the PPP hypothesis in the Sub-Saharan countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2012
Persistent link: https://www.econbiz.de/10009672479
Saved in:
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