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subject:"Estimation"
subject:"Zeitreihenanalyse"
~person:"Caporale, Guglielmo Maria"
~person:"Lee, Chien-chiang"
~type_genre:"Amtliche Publikation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
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Estimation
Zeitreihenanalyse
Schätzung
155
Cointegration
44
Kointegration
44
Time series analysis
43
Theorie
37
Theory
37
Börsenkurs
30
Share price
30
USA
28
United States
28
Volatility
28
Volatilität
28
Welt
23
World
23
Capital income
21
Kapitaleinkommen
21
Panel
20
Panel study
20
Aktienmarkt
18
Einheitswurzeltest
18
Fractional integration
18
Stock market
18
Unit root test
18
Structural break
15
Strukturbruch
15
Economic growth
14
Nichtlineare Regression
14
Nonlinear regression
14
Wirtschaftswachstum
14
EU countries
13
EU-Staaten
13
Großbritannien
13
Kaufkraftparität
13
Purchasing power parity
13
United Kingdom
13
Interest rate
12
Zins
12
China
11
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Undetermined
67
Free
17
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Article
155
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All
Amtliche Publikation
Aufsatz in Zeitschrift
Forschungsbericht
Arbeitspapier
186
Working Paper
186
Graue Literatur
180
Non-commercial literature
180
Article in journal
155
Aufsatz im Buch
2
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2
Conference paper
1
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1
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English
155
Author
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Caporale, Guglielmo Maria
Lee, Chien-chiang
Gupta, Rangan
175
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
127
Chang, Tsangyao
99
Tiwari, Aviral Kumar
82
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Belke, Ansgar
65
Zaremba, Adam
63
Kumbhakar, Subal
57
Shahbaz, Muhammad
56
Wagner, Joachim
54
Su, Chi-Wei
53
Pierdzioch, Christian
52
Balcilar, Mehmet
49
Egger, Peter
48
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Herwartz, Helmut
46
Xuan Vinh Vo
46
McMillan, David G.
44
Payne, James E.
42
Hammoudeh, Shawkat
41
Holmes, Mark J.
41
McAleer, Michael
40
Tsionas, Efthymios G.
39
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Schneider, Friedrich
37
Brooks, Robert
36
Ma, Feng
36
MacDonald, Ronald
36
Salisu, Afees A.
36
Bouri, Elie
35
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Published in...
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Applied economics letters
10
Economic modelling
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Research in international business and finance
7
Applied economics
6
Energy economics
6
Journal of international money and finance
6
Finance research letters
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Defence and peace economics
3
Emerging markets, finance and trade : EMFT
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Bulletin of economic research
2
Empirica : journal of european economics
2
Iranian economic review : journal of University of Tehran
2
Japan and the world economy : international journal of theory and policy
2
Journal of applied economics
2
Journal of economic integration
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The South African journal of economics
2
African development review
1
Applied financial economics letters
1
China economic review : an international journal
1
Comparative economic studies
1
Computational economics
1
Eastern economic journal
1
Econometric reviews
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
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ECONIS (ZBW)
155
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155
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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
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
4
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
5
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
6
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
7
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
8
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
9
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:
10
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:
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