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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Caporale, Guglielmo Maria"
~person:"Mills, Terence C."
~person:"Teräsvirta, Timo"
~subject:"Einheitswurzeltest"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Schätzung
Theorie
125
Theory
125
Time series analysis
58
Estimation
36
Großbritannien
24
United Kingdom
24
Estimation theory
17
Schätztheorie
17
Börsenkurs
15
Share price
15
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14
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Nichtlineare Regression
11
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78
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Aufsatz in Zeitschrift
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111
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111
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109
Non-commercial literature
109
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79
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10
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78
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Caporale, Guglielmo Maria
Mills, Terence C.
Teräsvirta, Timo
Phillips, Peter C. B.
74
Franses, Philip Hans
60
Gil-Alaña, Luis A.
56
Leybourne, Stephen James
42
Taylor, Robert
42
Gupta, Rangan
41
Perron, Pierre
33
Koop, Gary
32
Ghysels, Eric
29
Newbold, Paul
29
Pesaran, M. Hashem
29
Serletis, Apostolos
29
Kumbhakar, Subal
28
Timmermann, Allan
27
Koopman, Siem Jan
26
Lütkepohl, Helmut
26
McAleer, Michael
26
Granger, C. W. J.
25
Harvey, Andrew C.
25
Moosa, Imad A.
25
Hendry, David F.
24
Herwartz, Helmut
24
Hong, Yongmiao
24
Engle, Robert F.
23
Harvey, David I.
23
Wohar, Mark E.
23
Chang, Tsangyao
22
Hecq, Alain W. J.
22
Lee, Junsoo
22
Bahmani-Oskooee, Mohsen
21
Peel, David
21
Bollerslev, Tim
20
Diebold, Francis X.
20
Engsted, Tom
20
Hassler, Uwe
20
Park, Joon Y.
20
Tzavalis, Elias
20
Hyndman, Rob J.
19
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Journal of econometrics
7
Applied economics
4
Journal of forecasting
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
Applied economics letters
3
Applied financial economics
3
Bulletin of economic research
3
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3
Journal of economic surveys
3
Journal of international money and finance
3
Oxford bulletin of economics and statistics
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Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Journal of economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Applied financial economics letters
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Información comercial española / Cuadernos económicos
1
Journal of applied econometrics
1
Journal of economic literature
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1
Journal of economics and finance : JEF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Royal Statistical Society
1
L'hétérogénéité en économétrie : numéro spécial
1
Research in international business and finance
1
Review of financial economics : RFE
1
The Manchester School
1
The Manchester School of Economic and Social Studies
1
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
79
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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
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
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:
8
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
9
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
10
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 657-680
Persistent link: https://www.econbiz.de/10012385147
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