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~person:"Caporale, Guglielmo Maria"
~subject:"Kointegration"
~subject:"Time series analysis"
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Kointegration
Time series analysis
Schätzung
130
Estimation
129
Zeitreihenanalyse
90
Theorie
71
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70
USA
66
United States
65
Cointegration
63
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60
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fractional integration
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
191
Gupta, Rangan
98
Phillips, Peter C. B.
91
Johansen, Søren
84
Narayan, Paresh Kumar
78
Nielsen, Morten Ørregaard
74
Franses, Philip Hans
72
Chang, Tsangyao
65
Teräsvirta, Timo
62
Kunst, Robert M.
56
McAleer, Michael
56
Jusélius, Katarina
51
Tiwari, Aviral Kumar
50
Bahmani-Oskooee, Mohsen
49
Pesaran, M. Hashem
43
Wagner, Martin
43
Granger, C. W. J.
41
Kapetanios, George
40
Swanson, Norman R.
39
Haldrup, Niels
38
Harvey, Andrew C.
37
Nielsen, Bent
37
Smyth, Russell
37
Miller, Stephen M.
36
Westerlund, Joakim
36
Banerjee, Anindya
35
Hendry, David F.
35
Koop, Gary
35
Lütkepohl, Helmut
35
Taylor, Robert
35
Österholm, Pär
34
Narayan, Seema
31
Apergēs, Nikolaos
30
Mills, Terence C.
30
Hassler, Uwe
29
Marcellino, Massimiliano
29
Panagiōtidēs, Theodōros
29
Moosa, Imad A.
28
Payne, James E.
28
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Economics and finance working paper series
61
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8
International journal of finance & economics : IJFE
5
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4
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
130
EconStor
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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
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
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
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
5
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
6
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:
7
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
8
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995763
Saved in:
9
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
10
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
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