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subject:"Theorie"
subject:"Zeitreihenanalyse"
~person:"Caporale, Guglielmo Maria"
~person:"Nonejad, Nima"
~subject:"Risk"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Zeitreihenanalyse
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Estimation
109
Schätzung
109
Time series analysis
45
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33
Cointegration
29
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29
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27
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27
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26
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Aufsatz in Zeitschrift
Article in journal
66
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1
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English
66
Author
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Caporale, Guglielmo Maria
Nonejad, Nima
Gil-Alaña, Luis A.
90
Gupta, Rangan
78
Bahmani-Oskooee, Mohsen
38
Chang, Tsangyao
33
Tiwari, Aviral Kumar
33
Moosa, Imad A.
29
Serletis, Apostolos
28
Wohar, Mark E.
28
Kumbhakar, Subal
27
Bollerslev, Tim
21
Lee, Chien-chiang
18
Ma, Feng
18
Narayan, Paresh Kumar
18
Apergēs, Nikolaos
17
McAleer, Michael
17
Todorov, Viktor
17
Herwartz, Helmut
16
Koop, Gary
16
Koopman, Siem Jan
16
McMillan, David G.
16
Pierdzioch, Christian
16
Brooks, Robert
15
Ghysels, Eric
15
MacDonald, Ronald
15
Peel, David
15
Ramírez, Miguel D.
15
Su, Chi-Wei
15
Balcilar, Mehmet
14
Phillips, Peter C. B.
14
Salisu, Afees A.
14
Tauchen, George Eugene
14
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14
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13
Engsted, Tom
13
Fabozzi, Frank J.
13
Franses, Philip Hans
13
Jawadi, Fredj
13
Pesaran, M. Hashem
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Applied economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
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3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
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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
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