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subject:"Theorie"
subject:"Zeitreihenanalyse"
~person:"Caporale, Guglielmo Maria"
~person:"Kilian, Lutz"
~person:"Salisu, Afees A."
~subject:"USA"
~type_genre:"Article in journal"
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Theorie
Zeitreihenanalyse
USA
Estimation
143
Schätzung
143
Time series analysis
46
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41
Theory
36
Cointegration
35
Kointegration
35
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31
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31
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25
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20
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20
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Caporale, Guglielmo Maria
Kilian, Lutz
Salisu, Afees A.
Gil-Alaña, Luis A.
98
Gupta, Rangan
88
Bahmani-Oskooee, Mohsen
56
Chang, Tsangyao
37
Tiwari, Aviral Kumar
36
Moosa, Imad A.
34
Serletis, Apostolos
34
Wohar, Mark E.
32
Kumbhakar, Subal
28
Apergēs, Nikolaos
23
McAleer, Michael
22
Bollerslev, Tim
21
Hsing, Yu
21
Balcilar, Mehmet
20
Koopman, Siem Jan
19
Jawadi, Fredj
18
MacDonald, Ronald
18
McMillan, David G.
18
Miller, Stephen M.
18
Narayan, Paresh Kumar
18
Payne, James E.
17
Pierdzioch, Christian
17
Belke, Ansgar
16
Blundell, Richard W.
16
Ghysels, Eric
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Koop, Gary
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Lee, Chien-chiang
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16
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15
Pesaran, M. Hashem
15
Ramírez, Miguel D.
15
Tauchen, George Eugene
15
Chan, Joshua
14
Herwartz, Helmut
14
Marcellino, Massimiliano
14
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Applied economics letters
6
Economic modelling
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Journal of international money and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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2
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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ECONIS (ZBW)
88
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
10
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
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