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subject:"Großbritannien"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Working papers / Bank of England"
~person:"Blake, Andrew P."
~person:"Caporale, Guglielmo Maria"
~subject:"Welt"
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Search: subject_exact:"ECM (Error correction model)"
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Großbritannien
Welt
Cointegration
24
Kointegration
24
Estimation
18
Schätzung
18
Time series analysis
11
Zeitreihenanalyse
11
USA
7
United States
7
fractional integration
7
Börsenkurs
5
Share price
5
Theorie
5
Theory
5
United Kingdom
5
fractional cointegration
5
Aktienmarkt
4
EU countries
4
EU-Staaten
4
Kaufkraftparität
4
Purchasing power parity
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Stock market
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3
Interest rate
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Market integration
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Marktintegration
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Panel
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Panel study
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Wechselkurs
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Zins
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Asia
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Asian stock markets
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Asien
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Efficient market hypothesis
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Effizienzmarkthypothese
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Einheitswurzeltest
2
Emerging economies
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International financial market
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Internationaler Finanzmarkt
2
Lateinamerika
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English
6
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Blake, Andrew P.
Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
4
Price, Simon
3
Ellis, Colin
2
Carcel, Hector
1
Ciferri, Davide
1
Cuñado Eizaguirre, Juncal
1
Dhar, Shamik
1
Fernandez-Corugedo, Emilio
1
Girardi, Alessandro
1
Groen, Jan J. J.
1
Gupta, Rangan
1
Lombardelli, Clare
1
Orlando, C. James
1
Pain, Darren
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Smith, James
1
Thomas, Ryland
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Economics and finance working paper series
Working papers / Bank of England
CESifo working papers
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
CESifo Working Paper Series
3
DIW Berlin Discussion Paper
3
Discussion paper / Centre for Economic Forecasting
2
CESifo Working Paper
1
Discussion papers of interdisciplinary research project 373
1
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Open economies review
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School
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ECONIS (ZBW)
6
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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
Time-Varying spot and futures oil prices dynamics
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
-
2010
Persistent link: https://www.econbiz.de/10003963295
Saved in:
6
The dynamics of consumers' expenditure : the UK consumption ECM redux
Fernandez-Corugedo, Emilio
;
Price, Simon
;
Blake, Andrew P.
-
2003
Persistent link: https://www.econbiz.de/10001847077
Saved in:
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