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subject:"Großbritannien"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Working papers / Bank of England"
~source:"econis"
~subject:"Effizienzmarkthypothese"
~subject:"Welt"
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Search: subject_exact:"ECM (Error correction model)"
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Großbritannien
Effizienzmarkthypothese
Welt
Cointegration
77
Kointegration
77
Estimation
37
Schätzung
37
Theorie
28
Theory
28
Time series analysis
21
Zeitreihenanalyse
21
USA
19
United States
19
United Kingdom
15
EU countries
7
EU-Staaten
7
Estimation theory
7
Interest rate
7
Panel
7
Panel study
7
Schätztheorie
7
Zins
7
fractional integration
7
Börsenkurs
6
Exchange rate
6
Kaufkraftparität
6
Purchasing power parity
6
Share price
6
Statistical test
6
Statistischer Test
6
VAR model
6
VAR-Modell
6
Wechselkurs
6
fractional cointegration
6
Forecasting model
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Prognoseverfahren
5
Aktienmarkt
4
Einheitswurzeltest
4
Geldnachfrage
4
Money demand
4
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Free
13
Undetermined
2
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Book / Working Paper
14
Article
7
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Arbeitspapier
14
Working Paper
14
Graue Literatur
13
Non-commercial literature
13
Article in journal
7
Aufsatz in Zeitschrift
7
Language
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English
21
Author
All
Caporale, Guglielmo Maria
7
Gil-Alaña, Luis A.
6
Price, Simon
3
Ellis, Colin
2
Blake, Andrew P.
1
Carcel, Hector
1
Ciferri, Davide
1
Crespo Cuaresma, Jesús
1
Cuñado Eizaguirre, Juncal
1
Dhar, Shamik
1
Feldkircher, Martin
1
Fernandez-Corugedo, Emilio
1
Garratt, Anthony
1
Girardi, Alessandro
1
Groen, Jan J. J.
1
Gupta, Rangan
1
Hendry, David F.
1
Huber, Florian
1
Hunter, John
1
Lombardelli, Clare
1
Norrbin, Stefan C.
1
Orlando, C. James
1
Pain, Darren
1
Pesaran, M. Hashem
1
Robertson, Donald
1
Schleicher, Christoph
1
Shin, Yongcheol
1
Smallwood, Aaron D.
1
Smith, James
1
Smith, Richard J.
1
Tabaghdehi, Seyedeh Asieh
1
Thomas, Ryland
1
Wagner, Martin
1
Wright, Stephen
1
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Economics and finance working paper series
Journal of applied econometrics
Working papers / Bank of England
International Journal of Energy Economics and Policy : IJEEP
53
Energy economics
48
Applied economics
45
Economic modelling
35
Economics letters
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
CESifo working papers
17
Journal of international money and finance
17
Applied economics letters
16
International review of economics & finance : IREF
16
The North American journal of economics and finance : a journal of financial economics studies
15
Finance research letters
14
Journal of international financial markets, institutions & money
13
Working paper
13
International journal of economics and financial issues : IJEFI
12
Research in international business and finance
12
The empirical economics letters : a monthly international journal of economics
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied financial economics
11
Cogent economics & finance
11
International review of financial analysis
11
Journal of economic studies
11
Theoretical and applied economics : GAER review
11
Journal of econometrics
10
Economies : open access journal
8
Journal of banking & finance
8
Open economies review
8
The journal of futures markets
8
Discussion paper / Centre for Economic Forecasting
7
Economia internazionale
7
Journal of macroeconomics
7
Discussion papers of interdisciplinary research project 373
6
Empirica : journal of european economics
6
International economics and economic policy : IEEP
6
International journal of economics and finance
6
Panoeconomicus
6
Review of quantitative finance and accounting
6
Scottish journal of political economy : the journal of the Scottish Economic Society
6
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ECONIS (ZBW)
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1
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
2
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
Saved in:
3
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520824
Saved in:
4
The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
-
2015
Persistent link: https://www.econbiz.de/10011284934
Saved in:
5
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
6
Cointegration and US regional gasoline prices : testing market efficiency from the stationarity of price proportions
Hunter, John
;
Tabaghdehi, Seyedeh Asieh
-
2013
Persistent link: https://www.econbiz.de/10009731971
Saved in:
7
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
Saved in:
8
Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús
;
Feldkircher, Martin
;
Huber, Florian
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
Saved in:
9
Time-Varying spot and futures oil prices dynamics
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
-
2010
Persistent link: https://www.econbiz.de/10003963295
Saved in:
10
The environmental Kuznets curve, cointegration and nonlinearity
Wagner, Martin
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 948-967
Persistent link: https://www.econbiz.de/10011431676
Saved in:
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