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person:"Ōkusa, Yasushi"
subject:"Japan"
~person:"Caporale, Guglielmo Maria"
~person:"Herwartz, Helmut"
~person:"Kumbhakar, Subal"
~subject:"Theory"
~type:"article"
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Japan
Theory
Estimation
207
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207
Theorie
67
Time series analysis
45
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45
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35
Kointegration
35
USA
35
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35
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28
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71
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Ōkusa, Yasushi
Caporale, Guglielmo Maria
Herwartz, Helmut
Kumbhakar, Subal
Gil-Alaña, Luis A.
39
Serletis, Apostolos
26
Bahmani-Oskooee, Mohsen
24
Gupta, Rangan
22
Moosa, Imad A.
19
Chang, Tsangyao
17
Wohar, Mark E.
17
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Peel, David
16
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15
Pesaran, M. Hashem
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Creedy, John
14
Engsted, Tom
14
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14
McAleer, Michael
14
Apergēs, Nikolaos
13
Asai, Manabu
13
Barnett, William A.
13
Jawadi, Fredj
13
Koop, Gary
13
Pierdzioch, Christian
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11
Bleaney, Michael F.
11
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11
Chan, Joshua
11
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11
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European journal of operational research : EJOR
4
Journal of productivity analysis
4
Applied economics
3
Econometric reviews
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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2
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Acta agriculturae Scandinavica / C : an official journal of the Nordic Association of Agricultural Scientists (NJF)
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1
Exchange rate policy in Europe
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Finance research letters
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Industrial relations : a journal of economy & society
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International journal of forecasting
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International review of economics : RISEC
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Macroeconomic dynamics
1
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ECONIS (ZBW)
71
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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
Estimating persistent and transient technical efficiency and their determinants in the presence of heterogeneity and endogeneity
Bokuševa, Raušan
;
Čechura, Lukáš
;
Kumbhakar, Subal
- In:
Journal of agricultural economics : JAE
74
(
2023
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10014342552
Saved in:
3
Shadow rates as a measure of the monetary policy stance : some international evidence
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Scottish journal of political economy : the journal of …
70
(
2023
)
5
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014437258
Saved in:
4
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
5
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
6
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
7
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478708
Saved in:
8
Do subsidies matter in productivity and profitability changes?
Kumbhakar, Subal
;
Li, Mingyang
;
Lien, Gudbrand
- In:
Economic modelling
123
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014462529
Saved in:
9
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
10
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
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