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subject:"Großbritannien"
~isPartOf:"Economics and finance working paper series"
~subject:"Arbitrage"
~subject:"Competition"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Search: subject_exact:"ECM (Error correction model)"
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Großbritannien
Arbitrage
Competition
Welt
Zeitreihenanalyse
Cointegration
28
Kointegration
28
Estimation
18
Schätzung
18
Time series analysis
13
USA
9
United States
9
Theorie
7
Theory
7
fractional integration
7
Börsenkurs
5
Share price
5
fractional cointegration
5
Aktienmarkt
4
EU countries
4
EU-Staaten
4
Exchange rate
4
Kaufkraftparität
4
Purchasing power parity
4
Stock market
4
United Kingdom
4
Wechselkurs
4
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Estimation theory
3
Interest rate
3
Market integration
3
Marktintegration
3
Panel
3
Panel study
3
Schätztheorie
3
Zins
3
Asia
2
Asian stock markets
2
Asien
2
Einheitswurzeltest
2
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17
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Working Paper
Arbeitspapier
17
Graue Literatur
15
Non-commercial literature
15
Language
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English
17
Author
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Caporale, Guglielmo Maria
14
Gil-Alaña, Luis A.
11
Carcel, Hector
3
Hunter, John
3
Burke, Simon P.
2
Barassi, Marco R.
1
Barros, Carlos Pestana
1
Ciferri, Davide
1
Cuñado Eizaguirre, Juncal
1
Girardi, Alessandro
1
Gupta, Rangan
1
Hall, Stephen G.
1
Hanck, Christoph
1
Orlando, C. James
1
Tabaghdehi, Seyedeh Asieh
1
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Economics and finance working paper series
CESifo working papers
34
Working paper
24
Discussion papers / Department of Economics, University of Copenhagen
21
CREATES research paper
16
Discussion paper / Tinbergen Institute
13
Cowles Foundation discussion paper
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Discussion papers of interdisciplinary research project 373
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Econometric Institute research papers
9
EUI working paper
8
International finance discussion papers
8
SFB 649 discussion paper
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
Economics : the open-access, open-assessment e-journal
6
IHS economics series : working paper
6
Queen's Economics Department working paper
6
Working paper series
6
Working paper series / Department of Economics, University of Missouri-Columbia
6
Working papers
6
Working papers / Bank of England
6
Department of Economics discussion paper series / University of Oxford
5
Policy research working paper : WPS
5
Working paper / National Bureau of Economic Research, Inc.
5
Working paper / Norges Bank
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
Cege discussion paper
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper series / IZA
4
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
4
Econometrics papers
4
Ensaios econômicos
4
IMF working papers
4
Meddelanden från Svenska Handelshögskolan
4
Reihe Ökonomie
4
Research paper / Ekonomiska Forskningsinstitutet vid Handelshögskolan i Stockholm
4
Research paper series / Swiss Finance Institute
4
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ECONIS (ZBW)
17
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1
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
2
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
3
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
4
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:
5
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:
6
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:
7
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10011448197
Saved in:
8
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
9
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:
10
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
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