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~language:"eng"
~type_genre:"Article in journal"
~type:"article"
~person:"Caporale, Guglielmo Maria"
~subject:"Zeitreihenanalyse"
~subject:"Schwellenländer"
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Zeitreihenanalyse
Schwellenländer
Estimation
92
Schätzung
92
Time series analysis
60
Theorie
58
Theory
58
USA
43
United States
43
Börsenkurs
41
Cointegration
41
Kointegration
41
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41
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25
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25
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14
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Article in journal
Aufsatz in Zeitschrift
73
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English
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
175
Gupta, Rangan
101
Phillips, Peter C. B.
85
Franses, Philip Hans
78
Tiwari, Aviral Kumar
60
Taylor, Robert
59
Leybourne, Stephen James
53
Moosa, Imad A.
51
Perron, Pierre
46
Farooq, Omar
44
Chang, Tsangyao
43
Koopman, Siem Jan
42
Teräsvirta, Timo
42
Harvey, Andrew C.
39
McAleer, Michael
38
Aizenman, Joshua
36
Khan, Zaheer
34
Koop, Gary
34
Harvey, David I.
33
Lütkepohl, Helmut
33
Bahmani-Oskooee, Mohsen
32
Kutan, Ali Mustafa
32
Mills, Terence C.
32
Wohar, Mark E.
31
Hendry, David F.
30
Newbold, Paul
30
Ghysels, Eric
28
Hassler, Uwe
28
Luo, Yadong
28
Xuan Vinh Vo
27
Balcilar, Mehmet
26
Granger, C. W. J.
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Herwartz, Helmut
25
Kapetanios, George
25
Serletis, Apostolos
25
Swanson, Norman R.
25
Buckley, Peter J.
24
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Applied economics letters
7
Research in international business and finance
5
Journal of economics and finance : JEF
4
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Journal of international money 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
Journal of forecasting
2
Journal of international development : the journal of the Development Studies Association
2
Oxford bulletin of economics and statistics
2
Review of international economics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Applied financial economics letters
1
Bulletin of economic research
1
Comparative economic studies
1
Emerging markets review
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
Journal of economic integration : jei
1
Journal of economic surveys
1
Journal of innovation and entrepreneurship : JIE
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Review of financial economics : RFE
1
The European journal of finance
1
The empirical economics letters : a monthly international journal of economics
1
The journal of international trade & economic development
1
The journal of investment strategies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
73
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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
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
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