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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Purchasing power parity"
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Purchasing power parity
Schätzung
51
Estimation
50
Zeitreihenanalyse
37
Time series analysis
36
USA
33
United States
33
EU countries
27
EU-Staaten
27
Theorie
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Volatilität
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Börsenkurs
19
Share price
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Cointegration
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Kointegration
18
Aktienmarkt
17
Capital income
17
Interest rate
17
Kapitaleinkommen
17
Stock market
17
Zins
17
International economy
14
Internationale Wirtschaft
14
Business cycle synchronization
13
Großbritannien
13
Kaufkraftparität
13
Konjunkturzusammenhang
13
United Kingdom
13
Economy of time
12
Zeitökonomie
12
Hysteresis
11
Efficient market hypothesis
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Effizienzmarkthypothese
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English
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Caporale, Guglielmo Maria
Lan, Yihui
11
MacDonald, Ronald
8
Manzur, Meher
8
Clements, Kenneth W.
7
Tyers, Rodney
7
Gil-Alaña, Luis A.
6
Hsing, Yu
6
Minford, Patrick
6
Arghyrou, Michael Georgiou
4
Atal, Vidya
4
Cerrato, Mario
4
Corsetti, Giancarlo
4
Dedola, Luca
4
Rabanal, Pau
4
Rubio-Ramírez, Juan Francisco
4
Aizenman, Joshua
3
Bain, Iain
3
Buch, Claudia M.
3
Driver, Rebecca L.
3
Dées, Stéphane
3
Fielding, David
3
Froyen, Richard T.
3
Fullerton, Thomas M.
3
Gregoriou, Andros
3
Guender, Alfred V.
3
Holly, Sean
3
Kim, Hyunsok
3
Kitano, Shigeto
3
Koedijk, Kees
3
Leduc, Sylvain
3
Mignon, Valérie
3
Onishchenko, Kateryna
3
Peel, David
3
Pesaran, M. Hashem
3
Pourpourides, Panayiotis M.
3
Rault, Christophe
3
Shibamoto, Masahiko
3
Tuesta R., Vicente
3
Walke, Adam G.
3
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Economics and finance working paper series
12
Discussion papers / Athens University of Economics and Business, Department of International and European Economic Studies
1
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ECONIS (ZBW)
13
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1
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
-
2013
Persistent link: https://www.econbiz.de/10009731975
Saved in:
2
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
-
2012
Persistent link: https://www.econbiz.de/10009664461
Saved in:
3
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:
4
Testing PPP for the South African rand/US dollar exchange rate at different frequencies
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979854
Saved in:
5
Sources of real exchange rate volatility and international financial integration : a dynamic GMM panel data approach
Caporale, Guglielmo Maria
;
Amor, Thouraya Hadj
;
Rault, …
-
2009
Persistent link: https://www.econbiz.de/10003838905
Saved in:
6
International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria
;
Amor, Thouraya Hadj
;
Rault, …
-
2009
Persistent link: https://www.econbiz.de/10003817129
Saved in:
7
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641983
Saved in:
8
Are the Baltic countries ready to adopt the euro? : a generalised purchasing power parity approach
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739809
Saved in:
9
Real exchange rates in Latin America : the PPP hypothesis and fractional integration
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769811
Saved in:
10
Non-normality and recursive unit root tests for PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003434214
Saved in:
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