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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of monetary economics"
~person:"Caporale, Guglielmo Maria"
~subject:"Estimation"
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United States
Estimation
Schätzung
6
Cointegration
4
Großbritannien
4
Kointegration
4
Time series analysis
4
United Kingdom
4
Zeitreihenanalyse
4
USA
3
EU countries
2
EU-Staaten
2
Financial market
2
Finanzmarkt
2
Fractional cointegration
2
Fractional integration
2
fractional integration
2
1260-1994
1
Aktienmarkt
1
Börsenkurs
1
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1
Efficient market hypothesis
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Effizienzmarkthypothese
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Gravitationsmodell
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Gravity model
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Health care costs
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Inflation
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1
Inflationserwartung
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Long-range dependence
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Article in journal
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English
6
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Caporale, Guglielmo Maria
Gupta, Rangan
12
Gil-Alaña, Luis A.
9
Cheung, Yin-Wong
6
Egger, Peter
6
Kanas, Angelos
6
Tiwari, Aviral Kumar
6
Wohar, Mark E.
6
Afonso, António
5
Baltagi, Badi H.
5
Lee, Chien-chiang
5
Benati, Luca
4
Chang, Tsangyao
4
Hayo, Bernd
4
Herwartz, Helmut
4
Holmes, Mark J.
4
Ma, Feng
4
Schaller, Huntley
4
Österholm, Pär
4
Bachmann, Ruediger
3
Camarero Olivas, Mariam
3
DeJuan, Joseph P.
3
Gadea, María Dolores
3
Gerlach, Stefan
3
Giles, David E. A.
3
Hammoudeh, Shawkat
3
Hassler, Uwe
3
Hess, Gregory D.
3
Hyde, Stuart
3
Kumbhakar, Subal
3
Labeaga, José M.
3
Lee, Hyejin
3
McMillan, David G.
3
Meng, Ming
3
Millimet, Daniel L.
3
Mollick, André Varella
3
Murasawa, Yasutomo
3
Nitzsche, Dirk
3
Oh, Dong-Yop
3
Paleologou, Suzanna-Maria
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of finance & economics : IJFE
Journal of monetary economics
Applied economics letters
7
Research in international business and finance
5
Economic modelling
4
Journal of international money and finance
4
Applied economics
3
Finance research letters
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Bulletin of economic research
2
Empirica : journal of european economics
2
Journal of economic integration
2
Journal of economics and finance
2
Journal of economics and finance : JEF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
African development review
1
Applied financial economics letters
1
China economic review : an international journal
1
Comparative economic studies
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Econometric reviews
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Financial markets and portfolio management
1
International advances in economic research
1
International journal of economics and financial issues : IJEFI
1
International review of applied economics
1
International review of economics & finance : IREF
1
Journal of applied economics
1
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ECONIS (ZBW)
6
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1
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
2
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:
3
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
4
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
5
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
6
Long memory at the long run and at the cyclical frequencies : modelling real wages in England ; 1260-1994
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 83-93
Persistent link: https://www.econbiz.de/10003307049
Saved in:
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