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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Caporale, Guglielmo Maria"
~person:"Mills, Terence C."
~person:"Teräsvirta, Timo"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Schätzung
Theorie
125
Theory
125
Time series analysis
58
Estimation
36
Großbritannien
24
United Kingdom
24
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17
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17
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15
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78
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110
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110
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108
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108
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79
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78
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Caporale, Guglielmo Maria
Mills, Terence C.
Teräsvirta, Timo
Phillips, Peter C. B.
65
Franses, Philip Hans
59
Gil-Alaña, Luis A.
53
Gupta, Rangan
40
Koop, Gary
30
Taylor, Robert
30
Ghysels, Eric
29
Perron, Pierre
29
Serletis, Apostolos
29
Kumbhakar, Subal
28
Leybourne, Stephen James
28
Koopman, Siem Jan
26
Pesaran, M. Hashem
26
Timmermann, Allan
26
Granger, C. W. J.
25
Harvey, Andrew C.
25
Lütkepohl, Helmut
25
McAleer, Michael
25
Moosa, Imad A.
25
Hendry, David F.
24
Engle, Robert F.
23
Herwartz, Helmut
23
Hong, Yongmiao
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
Härdle, Wolfgang
19
Satchell, Stephen
19
Swanson, Norman R.
19
Fabozzi, Frank J.
18
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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
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3
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3
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Journal of economics and finance
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The European journal of finance
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of the Royal Statistical Society
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L'hétérogénéité en économétrie : numéro spécial
1
Research in international business and finance
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Review of financial economics : RFE
1
The Manchester School
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The Manchester School of Economic and Social Studies
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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
Saved in:
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