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~isPartOf:"Economics and finance working paper series"
~subject:"Kaufkraftparität"
~subject:"Zeitreihenanalyse"
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Search: subject:"Error Correction Model"
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Kaufkraftparität
Zeitreihenanalyse
Cointegration
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Caporale, Guglielmo Maria
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Gil-Alaña, Luis A.
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Hanck, Christoph
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Hunter, John
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Amor, Thouraya Hadj
1
Barassi, Marco R.
1
Barros, Carlos Pestana
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Burke, Simon P.
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Economics and finance working paper series
Journal of econometrics
57
Economic modelling
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Applied economics letters
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Economics letters
32
International journal of economics and financial issues : IJEFI
29
International Journal of Energy Economics and Policy : IJEEP
28
The empirical economics letters : a monthly international journal of economics
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CESifo working papers
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Energy economics
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Econometric reviews
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Econometric theory
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economics and finance
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International review of economics & finance : IREF
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Journal of international money and finance
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Econometrics : open access journal
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International journal of finance & economics : IJFE
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Cogent economics & finance
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Journal of macroeconomics
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The North American journal of economics and finance : a journal of financial economics studies
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CREATES research paper
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Modern economy
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CBN journal of applied statistics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Cowles Foundation discussion paper
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Journal of economic surveys
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Open economies review
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The econometrics journal
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Business and Economic Research : BER
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Discussion papers of interdisciplinary research project 373
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
2
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
3
Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011656667
Saved in:
4
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2016
Persistent link: https://www.econbiz.de/10011448283
Saved in:
5
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10011448197
Saved in:
6
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
7
Cointegration and US regional gasoline prices : testing market efficiency from the stationarity of price proportions
Hunter, John
;
Tabaghdehi, Seyedeh Asieh
-
2013
Persistent link: https://www.econbiz.de/10009731971
Saved in:
8
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
9
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
-
2012
Persistent link: https://www.econbiz.de/10009664461
Saved in:
10
Arbitrage, market definition and monitoring a time series approach
Burke, Simon P.
;
Hunter, John
-
2012
Persistent link: https://www.econbiz.de/10009664471
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