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subject:"Großbritannien"
~isPartOf:"Economics and finance working paper series"
~subject:"Arbitrage"
~subject:"EU countries"
~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
EU countries
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
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Share price
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fractional cointegration
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Aktienmarkt
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EU-Staaten
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Exchange rate
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Kaufkraftparität
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Purchasing power parity
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United Kingdom
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Wechselkurs
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Efficient market hypothesis
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Effizienzmarkthypothese
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Estimation theory
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Interest rate
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Market integration
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Marktintegration
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Panel
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Panel study
3
Schätztheorie
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Zins
3
Asia
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Asian stock markets
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Asien
2
Competition
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Einheitswurzeltest
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Working Paper
Arbeitspapier
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Graue Literatur
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15
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English
17
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Caporale, Guglielmo Maria
15
Gil-Alaña, Luis A.
12
Carcel, Hector
4
Hunter, John
2
Balparda, Borja
1
Barassi, Marco R.
1
Barros, Carlos Pestana
1
Burke, Simon P.
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
40
Working paper
28
Discussion papers / Department of Economics, University of Copenhagen
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
CREATES research paper
16
Discussion paper / Tinbergen Institute
15
Working paper series / European Central Bank ; Eurosystem
14
Discussion papers of interdisciplinary research project 373
13
Cowles Foundation discussion paper
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Working paper series / European Central Bank
11
EUI working paper
10
SFB 649 discussion paper
10
Econometric Institute research papers
9
Economics : the open-access, open-assessment e-journal
8
International finance discussion papers
8
Working papers
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
7
Working paper series
7
Cege discussion paper
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
IHS economics series : working paper
6
Queen's Economics Department working paper
6
Working paper series / Department of Economics, University of Missouri-Columbia
6
Working papers / Bank of England
6
Department of Economics discussion paper series / University of Oxford
5
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5
Discussion paper series / IZA
5
IES working paper
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5
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5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
4
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ECONIS (ZBW)
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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
Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
8
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:
9
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
10
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:
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