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Year of publication
Subject
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Schätzung 270 Estimation 241 Zeitreihenanalyse 202 Time series analysis 185 fractional integration 167 Börsenkurs 159 Theorie 155 Share price 149 Theory 145 USA 143 Volatilität 137 EU-Staaten 132 Volatility 129 Aktienmarkt 128 United States 122 EU countries 120 Stock market 120 Kointegration 109 Welt 104 Cointegration 99 Capital income 98 Kapitaleinkommen 98 persistence 97 World 92 Großbritannien 80 long memory 79 United Kingdom 76 Schwellenländer 67 Finanzmarkt 64 Wechselkurs 63 Emerging economies 62 Exchange rate 60 Inflation 58 Financial market 57 Strukturbruch 54 Internationaler Finanzmarkt 53 Structural break 51 Wirkungsanalyse 50 Panel 49 Impact assessment 48
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Online availability
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Free Undetermined 1
Type of publication
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Book / Working Paper Article 56
Type of publication (narrower categories)
All
Working Paper 823 Arbeitspapier 502 Graue Literatur 491 Non-commercial literature 491 Conference Paper 1
Language
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English Undetermined 115
Author
All
Caporale, Guglielmo Maria Asongu, Simplice 2,153 McAleer, Michael 906 Nijkamp, Peter 899 Heckman, James J. 853 Aizenman, Joshua 836 Sutter, Matthias 825 Acemoglu, Daron 791 Zimmermann, Klaus F. 755 Pesaran, M. Hashem 692 Görg, Holger 686 Wagner, Joachim 679 Härdle, Wolfgang 672 Woessmann, Ludger 671 Belke, Ansgar 666 Peichl, Andreas 644 Klasen, Stephan 633 Stark, Oded 629 Hasan, Iftekhar 618 Dreher, Axel 601 Frey, Bruno S. 586 Afonso, António 577 Winter-Ebmer, Rudolf 577 Glaeser, Edward L. 564 Eichengreen, Barry 550 Snower, Dennis J. 540 Mitchell, Olivia S. 534 Fehr, Ernst 525 Bordo, Michael D. 517 Torgler, Benno 514 Neumark, David 511 Bryson, Alex 510 Terziev, Venelin 510 Poutvaara, Panu 506 Gorodnichenko, Yuriy 503 Bloom, Nicholas 502 Nunnenkamp, Peter 492 Schneider, Friedrich 491 Weber, Michael 486 Schnabel, Claus 485
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Institution
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CESifo 41 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 32 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 4 Institute for the Study of Labor (IZA) 4 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 3 European Central Bank 2 William Davidson Institute <Ann Arbor, Mich.> 2 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Department of Accounting, Economics and Finance, Bristol Business School 1 Department of Economics, Adam Smith Business School 1 Hamburgisches Welt-Wirtschafts-Archiv 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 International Monetary Fund (IMF) 1 Levy Economics Institute 1 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 1 University of Leicester / Department of Economics 1 William Davidson Institute, University of Michigan 1
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Published in...
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CESifo Working Paper 293 CESifo working papers 193 Economics and finance working paper series 178 CESifo Working Paper Series 132 DIW Discussion Papers 91 Discussion papers / Deutsches Institut für Wirtschaftsforschung 91 DIW Berlin Discussion Paper 87 Discussion Papers of DIW Berlin 32 IZA Discussion Papers 11 Discussion paper series / IZA 7 IZA Discussion Paper 6 William Davidson Institute Working Paper 6 William Davidson Institute working papers series 6 Department of Economics working papers 5 IHS economics series : working paper 5 Reihe Ökonomie 5 ECB Working Paper 4 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 4 Reihe Ökonomie / Economics Series 4 Working Paper 4 Discussion papers of interdisciplinary research project 373 3 SFB 373 Discussion Paper 3 Brunel University London, Economics and Finance Working Paper Series 2 THE WILLIAM DAVIDSON INSTITUTE AT THE UNIVERSITY OF MICHIGAN - Academic Working Papers 2 Working Paper Series / European Central Bank 2 Working paper series / European Central Bank 2 Bank of Finland Research Discussion Paper 1 Bank of Finland Research Discussion Papers 1 Bank of Finland research discussion papers 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Asset Price Dynamics 1 Brunel Business School, Economics and Finance Working Papers 1 Brunel Economics and Finance Working Paper 1 Brunel University London, Department of Economics and Finance Working Paper Series 1 Brunel University London, Department of Economics and Finance, Working Paper 1 Brunel University London, Economics and Finance Working Paper 1 CEIS Research Paper 1 Discussion papers / Adam Smith Business School, University of Glasgow 1 Discussion papers / University of Leicester, Department of Economics 1 Economics Working Paper Archive 1 HWWA Discussion Paper 1
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Source
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ECONIS (ZBW) 800 EconStor 322 RePEc 91 USB Cologne (business full texts) 2 BASE 1
Showing 1 - 10 of 1,216
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Persistence in Real GDP: Evidence from Europe and the US
Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko - 2025
This note provides extensive evidence on the persistence properties of real GDP in 17 European countries and in the US over the period 1960-2023 using a fractional integration framework. The analysis suggests that in all cases shocks have permanent effects on the level of real GDP. This is...
Persistent link: https://www.econbiz.de/10015398721
Saved in:
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Air Pollution in 88 US Metropolitan Areas: Trends and Persistence
Caporale, Guglielmo Maria; Carmona-González, Nieves; … - 2025
This paper analyses trends and persistence in air pollution levels in 88 US metropolitan areas using fractional integration methods. The results indicate that the differencing parameter d is higher than 0 in 38 of the series, which supports the hypothesis of long-memory behaviour and implies...
Persistent link: https://www.econbiz.de/10015398804
Saved in:
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Earthquakes and Stock Market Performance: Evidence from Japan
Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko; … - 2025
This paper examines the stochastic behaviour of the number of earthquakes (in total and also classified by magnitude) and stock market log prices and returns in the case of Japan over the period from January 2009 to February 2024 using fractional integration methods. Their linkages are then...
Persistent link: https://www.econbiz.de/10015398875
Saved in:
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Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices
Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - 2025
This paper examines the effects of climate policies and energy shocks on mean and volatility spillovers between green and brown stock price indices in five countries (Canada, India, Japan, the UK and the US). More specifically, bivariate GARCH-BEKK models including dummy variables controlling...
Persistent link: https://www.econbiz.de/10015398895
Saved in:
Cover Image
International Financial Integration, Economic Growth and Threshold Effects: Some Panel Evidence for Europe
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2025
This paper applies the Seo and Shin (2016) method for estimating dynamic panels with endogenous threshold effects to obtain new, robust evidence on nonlinearities in the relationship between international financial integration (IFI) and economic growth. This approach is based on a...
Persistent link: https://www.econbiz.de/10015339445
Saved in:
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Testing for Persistence in Real House Prices in 47 Countries from the OECD Database
Caporale, Guglielmo Maria; Dominguez, Alfonso; … - 2025
This paper provides a comprehensive analysis of persistence in real house prices at the quarterly frequency in 47 countries from the OECD Database using fractional integration methods. The sample period varies depending on data availability, the longest series being the Japanese one (from...
Persistent link: https://www.econbiz.de/10015339459
Saved in:
Cover Image
International financial integration, economic growth and threshold effects : some panel evidence for Europe
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2025
This paper applies the Seo and Shin (2016) method for estimating dynamic panels with endogenous threshold effects to obtain new, robust evidence on nonlinearities in the relationship between international financial integration (IFI) and economic growth. This approach is based on a...
Persistent link: https://www.econbiz.de/10015189921
Saved in:
Cover Image
Climate policies, energy shocks and spillovers between green and brown stock price indices
Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - 2025
This paper examines the effects of climate policies and energy shocks on mean and volatility spillovers between green and brown stock price indices in five countries (Canada, India, Japan, the UK and the US). More specifically, bivariate GARCH-BEKK models including dummy variables controlling...
Persistent link: https://www.econbiz.de/10015333280
Saved in:
Cover Image
Earthquakes and stock market performance : evidence from Japan
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Muñoz, … - 2025
This paper examines the stochastic behaviour of the number of earthquakes (in total and also classified by magnitude) and stock market log prices and returns in the case of Japan over the period from January 2009 to February 2024 using fractional integration methods. Their linkages are then...
Persistent link: https://www.econbiz.de/10015393850
Saved in:
Cover Image
Persistence in real GDP : evidence from Europe and the US
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2025
This note provides extensive evidence on the persistence properties of real GDP in 17 European countries and in the US over the period 1960-2023 using a fractional integration framework. The analysis suggests that in all cases shocks have permanent effects on the level of real GDP. This is...
Persistent link: https://www.econbiz.de/10015339893
Saved in:
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