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~language:"eng"
~type_genre:"Article in journal"
~type:"article"
~person:"Caporale, Guglielmo Maria"
~person:"Marcellino, Massimiliano"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation
115
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115
Theorie
94
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94
Time series analysis
83
USA
56
United States
56
Forecasting model
55
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Caporale, Guglielmo Maria
Marcellino, Massimiliano
Gil-Alaña, Luis A.
172
Phillips, Peter C. B.
85
Gupta, Rangan
77
Franses, Philip Hans
75
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Koopman, Siem Jan
42
Teräsvirta, Timo
42
Chang, Tsangyao
41
Harvey, Andrew C.
39
McAleer, Michael
36
Koop, Gary
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.
26
Hong, Yongmiao
26
Bahmani-Oskooee, Mohsen
25
Ghysels, Eric
25
Kapetanios, George
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McElroy, Tucker
24
Peel, David
24
Robinson, Peter M.
24
Swanson, Norman R.
24
Herwartz, Helmut
23
Hyndman, Rob J.
23
Johansen, Søren
23
Lucas, André
23
Chambers, Marcus J.
22
Gao, Jiti
22
Linton, Oliver
22
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Applied economics letters
7
International journal of forecasting
7
Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Journal of applied econometrics
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Journal of forecasting
3
Research in international business and finance
3
Applied economics
2
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 international money and finance
2
Oxford bulletin of economics and statistics
2
Advances in econometrics
1
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Applied financial economics letters
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Bulletin of economic research
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Comparative economic studies
1
Economics letters
1
Empirica : journal of european economics
1
German economic review
1
International advances in economic research
1
International review of financial analysis
1
Journal of applied economics
1
Journal of economic integration
1
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1
Journal of innovation and entrepreneurship : JIE
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Journal of international development : the journal of the Development Studies Association
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Open economies review
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Review of financial economics : RFE
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Review of international economics
1
The empirical economics letters : a monthly international journal of economics
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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)
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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
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:
4
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:
5
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:
6
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:
7
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
8
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
9
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
Saved in:
10
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
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