//--> //--> //--> //-->
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"
~subject:"Cointegration"
~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
Cointegration
Time series analysis
Theorie
213
Theory
202
Schätzung
193
Estimation
182
Kointegration
176
Zeitreihenanalyse
146
USA
89
United States
80
Börsenkurs
64
Share price
63
fractional integration
47
Großbritannien
43
Kaufkraftparität
41
United Kingdom
41
EU-Staaten
40
EU countries
37
Purchasing power parity
37
Einheitswurzeltest
34
Unit root test
34
Exchange rate
31
Wechselkurs
31
Aktienmarkt
29
Stock market
29
VAR-Modell
29
Interest rate
28
Zins
28
Causality analysis
26
Kausalanalyse
26
VAR model
26
Inflationserwartung
25
Capital income
24
Deutschland
24
Geldpolitik
24
Germany
24
Kapitaleinkommen
24
Monetary policy
24
Efficient market hypothesis
23
Effizienzmarkthypothese
23
more ...
less ...
Online availability
All
Free
149
Undetermined
16
Type of publication
All
Book / Working Paper
181
Article
64
Type of publication (narrower categories)
All
Working Paper
132
Arbeitspapier
130
Graue Literatur
124
Non-commercial literature
124
Article in journal
61
Aufsatz in Zeitschrift
61
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
242
Undetermined
3
Author
All
Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
219
Phillips, Peter C. B.
199
Lütkepohl, Helmut
175
Franses, Philip Hans
149
Koopman, Siem Jan
117
Pesaran, M. Hashem
109
Narayan, Paresh Kumar
106
Johansen, Søren
101
Koop, Gary
99
Bahmani-Oskooee, Mohsen
98
Marcellino, Massimiliano
92
Gupta, Rangan
91
Shahbaz, Muhammad
91
McAleer, Michael
85
Gao, Jiti
84
Saikkonen, Pentti
84
Nielsen, Morten Ørregaard
79
Belke, Ansgar
77
Wagner, Martin
77
Dijk, Herman K. van
74
Härdle, Wolfgang
71
Kunst, Robert M.
71
Teräsvirta, Timo
71
Chang, Tsangyao
70
Kapetanios, George
70
Sibbertsen, Philipp
69
Banerjee, Anindya
67
Granger, C. W. J.
66
Swanson, Norman R.
64
Hendry, David F.
63
Haldrup, Niels
62
Jusélius, Katarina
61
Harvey, Andrew C.
60
Strachan, Rodney W.
60
Hassler, Uwe
59
Rault, Christophe
59
Taylor, Robert
59
Beckmann, Joscha
58
Hyndman, Rob J.
56
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Centre for International Macroeconomics
2
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Published in...
All
CESifo working papers
44
Economics and finance working paper series
36
Discussion paper / Centre for Economic Forecasting
19
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
CESifo Working Paper Series
13
DIW Berlin Discussion Paper
12
CESifo Working Paper
6
Applied economics letters
5
Applied financial economics
4
Department of Economics working papers
4
International journal of finance & economics : IJFE
4
Research in international business and finance
4
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Economic modelling
3
International review of financial analysis
3
Review of financial economics : RFE
3
DIW Discussion Papers
2
Discussion papers / The Centre for International Macroeconomics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
HWWA discussion paper
2
IHS economics series : working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Reihe Ökonomie
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African development review
1
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
Comparative economic studies
1
Discussion Papers of DIW Berlin
1
Discussion paper series / IZA
1
Discussion papers in economics
1
Econometric Reviews
1
Ekonomia : the journal of the Cyprus Economic Society
1
Emerging markets, finance and trade : EMFT
1
more ...
less ...
Source
All
ECONIS (ZBW)
239
RePEc
4
EconStor
2
Showing
1
-
10
of
245
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for changes in the long-run causal structure of cointegrated vector autoregressions
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626097
Saved in:
2
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:
3
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:
4
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:
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/10011619595
Saved in:
6
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:
7
Exchange rate dynamics and monetary unions in Africa : a fractional integration and
cointegration
analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
8
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:
9
Fractional
cointegration
and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
10
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
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...
//-->