//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Caporale, Guglielmo Maria"
~person:"Ghysels, Eric"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Long-run forecasting in multic...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
330
Theory
317
Schätzung
211
Estimation
200
Zeitreihenanalyse
193
Kointegration
183
Cointegration
176
USA
100
United States
91
Börsenkurs
70
Share price
69
Prognoseverfahren
59
Forecasting model
56
fractional integration
47
Großbritannien
45
United Kingdom
43
Volatilität
43
EU-Staaten
42
Volatility
42
Kaufkraftparität
41
EU countries
39
Estimation theory
39
Schätztheorie
39
Purchasing power parity
37
Einheitswurzeltest
36
Unit root test
36
Inflation
33
VAR-Modell
33
Exchange rate
32
Wechselkurs
32
Aktienmarkt
31
Capital income
31
Causality analysis
31
Kapitaleinkommen
31
Kausalanalyse
31
Stock market
31
Inflationserwartung
30
VAR model
30
Geldpolitik
29
more ...
less ...
Online availability
All
Free
88
Undetermined
22
Type of publication
All
Book / Working Paper
123
Article
60
Type of publication (narrower categories)
All
Arbeitspapier
90
Working Paper
90
Graue Literatur
86
Non-commercial literature
86
Article in journal
55
Aufsatz in Zeitschrift
55
Aufsatz im Buch
3
Book section
3
Amtsdruckschrift
2
Government document
2
Mehrbändiges Werk
2
Multi-volume publication
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles written by one author
1
Konferenzschrift
1
Reprint
1
Sammlung
1
more ...
less ...
Language
All
English
182
French
1
Author
All
Caporale, Guglielmo Maria
Ghysels, Eric
Gil-Alaña, Luis A.
163
Phillips, Peter C. B.
146
Franses, Philip Hans
138
Koopman, Siem Jan
116
Lütkepohl, Helmut
109
Koop, Gary
81
Pesaran, M. Hashem
77
Härdle, Wolfgang
69
McAleer, Michael
68
Teräsvirta, Timo
66
Gao, Jiti
62
Sibbertsen, Philipp
61
Marcellino, Massimiliano
59
Swanson, Norman R.
57
Harvey, Andrew C.
56
Kunst, Robert M.
56
Granger, C. W. J.
55
Hyndman, Rob J.
55
Maravall Herrero, Agustín
55
Stock, James H.
55
Watson, Mark W.
55
Dijk, Herman K. van
53
Johansen, Søren
53
Taylor, Robert
50
Engle, Robert F.
49
Hendry, David F.
49
Kapetanios, George
49
Hallin, Marc
48
Lucas, André
48
Hassler, Uwe
47
Bauwens, Luc
46
Saikkonen, Pentti
46
Proietti, Tommaso
43
Chan, Joshua
42
Gupta, Rangan
42
Perron, Pierre
42
Mills, Terence C.
41
Robinson, Peter M.
41
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
European University Institute / Department of Economics
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Published in...
All
CESifo working papers
33
Economics and finance working paper series
24
Discussion paper / Centre for Economic Forecasting
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
CESifo Working Paper Series
5
Applied economics letters
4
DIW Berlin Discussion Paper
4
CESifo Working Paper
3
Discussion paper / Centre for Economic Policy Research
3
Journal of econometrics
3
Applied financial economics
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
EUI working paper / ECO
2
Econometric Society monographs
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
HWWA discussion paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Research in international business and finance
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Working paper series / Department of Economics, University of Missouri-Columbia
2
Applied economics
1
Applied financial economics letters
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Comparative economic studies
1
Discussion paper / Institute for Empirical Macroeconomics
1
Econometric Research Program research memorandum
1
Econometric theory
1
Empirica : journal of european economics
1
Essays in honor of Peter C. B. Phillips
1
Handbook of economic forecasting ; 1
1
Handbook of financial time series
1
International journal of finance & economics : IJFE
1
more ...
less ...
Source
All
ECONIS (ZBW)
183
Showing
1
-
10
of
183
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for UIP : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2021
This paper re-examines the UIP relation by estimating first a benchmark linear Cointegrated VAR including the nominal exchange rate and the interest rate differential as well as central bank announcements, and then a Cointegrated Smooth Transition VAR (CVSTAR) model incorporating nonlinearities...
Persistent link: https://www.econbiz.de/10012508617
Saved in:
2
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:
3
Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1995
Persistent link: https://www.econbiz.de/10000909158
Saved in:
4
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and
cointegration
techniques …
Persistent link: https://www.econbiz.de/10011619595
Saved in:
5
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
the US, the Eurozone, Australia, Canada, Japan and the UK using fractional integration and
cointegration
techniques …
Persistent link: https://www.econbiz.de/10011619627
Saved in:
6
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
7
Testing for
cointegration
with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
-
2013
Persistent link: https://www.econbiz.de/10010394161
Saved in:
8
Unemployment and input prices : a fractional
cointegration
approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
9
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
10
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->