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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Caporale, Guglielmo Maria"
~person:"Harvey, Andrew C."
~subject:"Schätzung"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Schätzung
Time series analysis
Theorie
86
Theory
86
Estimation
32
Estimation theory
14
Exchange rate
14
Schätztheorie
14
USA
14
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14
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Article
61
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Aufsatz in Zeitschrift
Arbeitspapier
86
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86
Graue Literatur
85
Non-commercial literature
85
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62
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English
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Caporale, Guglielmo Maria
Harvey, Andrew C.
Phillips, Peter C. B.
65
Franses, Philip Hans
59
Gil-Alaña, Luis A.
55
Gupta, Rangan
41
Koop, Gary
31
Taylor, Robert
30
Ghysels, Eric
29
Perron, Pierre
29
Serletis, Apostolos
29
Kumbhakar, Subal
28
Leybourne, Stephen James
28
Timmermann, Allan
27
Koopman, Siem Jan
26
Pesaran, M. Hashem
26
Granger, C. W. J.
25
Lütkepohl, Helmut
25
McAleer, Michael
25
Moosa, Imad A.
25
Hendry, David F.
24
Hong, Yongmiao
24
Engle, Robert F.
23
Herwartz, Helmut
23
Mills, Terence C.
23
Wohar, Mark E.
23
Hecq, Alain W. J.
22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
21
Peel, David
21
Bollerslev, Tim
20
Engsted, Tom
20
Newbold, Paul
20
Diebold, Francis X.
19
Hassler, Uwe
19
Hyndman, Rob J.
19
Härdle, Wolfgang
19
Satchell, Stephen
19
Swanson, Norman R.
19
Teräsvirta, Timo
19
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics
3
Applied economics letters
3
Economic modelling
3
Journal of econometrics
3
Journal of international money and finance
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
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The economic journal : the journal of the Royal Economic Society
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Applied financial economics letters
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Cambridge working papers in economics
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Empirica : journal of european economics
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Finance research letters
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International journal of finance & economics : IJFE
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International statistical review : a journal of the International Statistical Institute and its associations
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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National Institute economic review : journal of the National Institute of Economic and Social Research
1
On modelling the long run in applied economics
1
Research in international business and finance
1
Review of financial economics : RFE
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School
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The econometrics journal
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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
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ECONIS (ZBW)
62
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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
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:
3
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:
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
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
6
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
7
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:
8
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
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