//--> //--> //--> //-->
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
~subject:"Time series analysis"
~person:"Caporale, Guglielmo Maria"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
213
Theory
202
Schätzung
193
Estimation
182
Kointegration
176
Cointegration
169
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
81
Undetermined
9
Type of publication
All
Book / Working Paper
101
Article
35
Type of publication (narrower categories)
All
Arbeitspapier
81
Working Paper
81
Graue Literatur
77
Non-commercial literature
77
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
136
Author
All
Caporale, Guglielmo Maria
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
Ghysels, Eric
47
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
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
CESifo Working Paper Series
5
Applied economics letters
4
DIW Berlin Discussion Paper
4
CESifo Working Paper
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
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
Oxford bulletin of economics and statistics
2
Research in international business and finance
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
Comparative economic studies
1
Empirica : journal of european economics
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economic surveys
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international money and finance
1
Open economies review
1
Review of financial economics : RFE
1
The empirical economics letters : a monthly international journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
136
Showing
1
-
10
of
136
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
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:
8
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:
9
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
10
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
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...
//-->