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~person:"Caporale, Guglielmo Maria"
~subject:"Einheitswurzeltest"
~subject:"United States"
~type_genre:"Article in journal"
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Search: subject_exact:"Kointegrationsanalyse"
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Einheitswurzeltest
United States
Cointegration
41
Kointegration
41
Estimation
29
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29
Time series analysis
15
Zeitreihenanalyse
15
USA
12
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
25
Ramírez, Miguel D.
20
Chang, Tsangyao
19
Bahmani-Oskooee, Mohsen
18
Payne, James E.
9
Apergēs, Nikolaos
8
Gupta, Rangan
8
Banerjee, Anindya
7
Choudhry, Taufiq
7
Christopulos, Dēmētrēs K.
7
Narayan, Paresh Kumar
7
Rahman, A. K. M. Matiur
7
Tsionas, Efthymios G.
7
Atesoglu, H. Sonmez
6
Baek, Jungho
6
Jusélius, Katarina
6
Shahbaz, Muhammad
6
Siklos, Pierre L.
6
Tiwari, Aviral Kumar
6
Beckmann, Joscha
5
Datta, Kanchan
5
Ghosh, Asim K.
5
Hammoudeh, Shawkat
5
Hegerty, Scott W.
5
Ho, Tsung-wu
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Jong, Robert M. de
5
McNown, Robert F.
5
Mustafa, Muhammad
5
Saunders, Peter J.
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Swanson, Norman R.
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Anderson, Richard G.
4
Bessler, David A.
4
Biswas, Basudeb
4
Cheung, Yin-Wong
4
Esteve García, Vicente
4
Gocer, Ismet
4
Harvey, Hanafiah
4
Herzer, Dierk
4
Hoffman, Dennis L.
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Applied financial economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Empirica : journal of european economics
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of business economics and management
1
Journal of international financial markets, institutions & money
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The Manchester School
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The journal of international trade & economic development
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ECONIS (ZBW)
16
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1
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:
2
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
4
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
5
The nexus between prices, employment and output growth : a global and national evidence
Caporale, Guglielmo Maria
;
Škare, Marinko
- In:
Journal of business economics and management
15
(
2014
)
2
,
pp. 197-211
Persistent link: https://www.econbiz.de/10010375899
Saved in:
6
Re-examining the decline in the US saving rate : the impact of mortgage equity withdrawal
Caporale, Guglielmo Maria
;
Costantini, Mauro
;
Paradiso, …
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 215-225
Persistent link: https://www.econbiz.de/10010234911
Saved in:
7
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
8
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
9
International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria
;
Hadj Amor, Thouraya
;
Rault, …
- In:
The journal of international trade & economic development
20
(
2011
)
6
,
pp. 789-808
Persistent link: https://www.econbiz.de/10009375773
Saved in:
10
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
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