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~isPartOf:"Applied economics letters"
~isPartOf:"Eastern economic journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Lyssiotou, Panayiota Flori"
~person:"Nijkamp, Peter"
~subject:"ARCH-Modell"
~subject:"Großbritannien"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~type_genre:"Article in journal"
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Caporale, Guglielmo Maria
Lyssiotou, Panayiota Flori
Nijkamp, Peter
Chang, Tsangyao
36
Gil-Alaña, Luis A.
24
Gupta, Rangan
18
Su, Chi-Wei
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Applied economics letters
Eastern economic journal
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Research in international business and finance
7
Economic modelling
6
Empirica : journal of european economics
6
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
6
Finance research letters
5
Journal of international money and finance
5
Bulletin of economic research
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Journal of economic integration
4
Journal of economics and finance
4
Applied economics
3
Applied financial economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International review of financial analysis
3
The Manchester School
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
International regional science review : IRSR ; an international forum for economists, geographers, planners and other social scientists
2
Journal of economics and finance : JEF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of urban economics
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Papers in regional science : the journal of the Regional Science Association International
2
Regional studies : official journal of the Regional Studies Association
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
The Canadian journal of economics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African development review
1
Applied financial economics letters
1
Asia-Pacific journal of regional science
1
China economic review : an international journal
1
Cogent economics & finance
1
Comparative economic studies
1
Computational economics
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1
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:
2
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:
3
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
4
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:
5
Long memory in US real output per capita
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
2
,
pp. 591-611
Persistent link: https://www.econbiz.de/10009724140
Saved in:
6
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
7
Inflation and inflation uncertainty in the euro area
Caporale, Guglielmo Maria
;
Onorante, Luca
;
Paesani, Paolo
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
2
,
pp. 597-615
Persistent link: https://www.econbiz.de/10009630335
Saved in:
8
Price formation on the EuroMTS platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 229-233
Persistent link: https://www.econbiz.de/10009230096
Saved in:
9
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
10
Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
Saved in:
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