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~isPartOf:"Applied financial economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Scottish journal of political economy : the journal of the Scottish Economic Society"
~person:"Caporale, Guglielmo Maria"
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Search: subject_exact:"Schätzverfahren"
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Caporale, Guglielmo Maria
Baltagi, Badi H.
11
Gil-Alaña, Luis A.
8
Gupta, Rangan
8
Egger, Peter
6
Hayo, Bernd
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Krämer, Walter
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Lee, Chien-chiang
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Applied financial economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of economics and finance
Scottish journal of political economy : the journal of the Scottish Economic Society
CESifo working papers
76
Economics and finance working paper series
56
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Discussion paper / Centre for Economic Forecasting
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Applied economics letters
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Discussion papers of interdisciplinary research project 373
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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International review of financial analysis
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Journal of economic integration
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied financial economics
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Bulletin of economic research
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Empirica : journal of european economics
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Journal of economics and finance : JEF
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Oxford bulletin of economics and statistics
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African development review
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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China economic review : an international journal
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1
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:
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
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
4
Persistence and cyclical dependence in the monthly euribor rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economics and finance
40
(
2016
)
1
,
pp. 157-171
Persistent link: https://www.econbiz.de/10011589974
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
Time-varying spot and futures oil price dynamics
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
- In:
Scottish journal of political economy : the journal of …
61
(
2014
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10010473350
Saved in:
7
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
8
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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