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~language:"eng"
~type_genre:"Article in journal"
~type:"article"
~person:"Caporale, Guglielmo Maria"
~person:"Franses, Philip Hans"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
149
Theory
149
Time series analysis
135
Estimation
114
Schätzung
114
Forecasting model
68
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68
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Caporale, Guglielmo Maria
Franses, Philip Hans
Gil-Alaña, Luis A.
172
Phillips, Peter C. B.
85
Gupta, Rangan
77
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
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42
Teräsvirta, Timo
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41
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39
McAleer, Michael
36
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34
Harvey, David I.
33
Lütkepohl, Helmut
33
Mills, Terence C.
31
Hendry, David F.
30
Newbold, Paul
30
Hassler, Uwe
28
Granger, C. W. J.
26
Hecq, Alain W. J.
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Hong, Yongmiao
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Johansen, Søren
23
Lucas, André
23
Marcellino, Massimiliano
23
Chambers, Marcus J.
22
Gao, Jiti
22
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International journal of forecasting
10
Journal of forecasting
10
Economics letters
9
Applied economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Oxford bulletin of economics and statistics
6
Journal of econometrics
5
Applied economics
4
Economic modelling
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic surveys
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Econometric reviews
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Finance research letters
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Journal of economics and finance
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Journal of economics and finance : JEF
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Research in international business and finance
3
Applied financial economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Journal of applied econometrics
2
Journal of international money and finance
2
The review of economics and statistics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Annals of financial economics
1
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Bulletin of economic research
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Computational economics
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Empirica : journal of european economics
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German economic review
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International advances in economic research
1
International review of financial analysis
1
Journal of applied economics
1
Journal of development economics
1
Journal of economic integration
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international development : the journal of the Development Studies Association
1
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ECONIS (ZBW)
135
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
4
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
5
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
6
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:
7
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
8
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
9
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
10
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
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