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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~language:"eng"
~language:"hun"
~language:"ita"
~person:"Caporale, Guglielmo Maria"
~person:"Crafts, Nicholas"
~person:"De Grauwe, Paul"
~person:"Krämer, Walter"
~person:"Minford, Patrick"
~person:"Septianto, Felix"
~person:"Ubukata, Masato"
~person:"Zaremba, Adam"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzbeitrag"
~type_genre:"Lehrbuch"
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Börsenkurs
5
Estimation theory
5
Schätztheorie
5
Share price
5
Deutschland
4
Forecasting model
4
Germany
4
Prognoseverfahren
4
Theorie
4
Theory
4
USA
4
United States
4
Estimation
3
Japan
3
Schätzung
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
CAPM
2
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2
Cointegration
2
Credit risk
2
Financial market
2
Finanzmarkt
2
Fractional cointegration
2
Fractional integration
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Großbritannien
2
Kapitaleinkommen
2
Kointegration
2
Kreditrisiko
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Predictability
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Risikoprämie
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1260-1994
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Collection of articles written by one author
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16
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Author
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Caporale, Guglielmo Maria
Crafts, Nicholas
De Grauwe, Paul
Krämer, Walter
Minford, Patrick
Septianto, Felix
Ubukata, Masato
Zaremba, Adam
Baltagi, Badi H.
27
Kumbhakar, Subal
17
Gupta, Rangan
16
Gil-Alaña, Luis A.
12
Raj, Baldev
11
Kunst, Robert M.
10
Egger, Peter
9
Stengos, Thanasēs
9
Fitzenberger, Bernd
8
Awaworyi Churchill, Sefa
7
Franses, Philip Hans
7
Jones, Andrew M.
7
Millimet, Daniel L.
7
Sickles, Robin C.
7
Lechner, Michael
6
Lee, Chien-chiang
6
Li, Qi
6
Miller, Stephen M.
6
Theil, Henri
6
Tsionas, Efthymios G.
6
Balcilar, Mehmet
5
Biørn, Erik
5
Camarero Olivas, Mariam
5
Hall, Stephen G.
5
Herwartz, Helmut
5
Lütkepohl, Helmut
5
McLaren, Keith Robert
5
Molina, José Alberto
5
Ours, Jan C. van
5
Parmeter, Christopher F.
5
Pfaffermayr, Michael
5
Soest, Arthur van
5
Westerlund, Joakim
5
Österholm, Pär
5
Admassu, Samuel
4
Arbia, Giuseppe
4
Caudill, Steven B.
4
Dustmann, Christian
4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Economics letters
35
Open economies review
29
Applied economics
26
Quarterly economic bulletin
25
Economic modelling
23
Journal of international money and finance
23
Research in international business and finance
22
Exchange rates and global financial policies
19
Finance research letters
19
Journal of retailing and consumer services
19
Journal of international financial markets, institutions & money
18
Intereconomics : review of European economic policy
15
International journal of finance & economics : IJFE
15
International review of financial analysis
14
Journal of business research : JBR
14
Oxford review of economic policy
14
Applied economics letters
12
Journal of economic dynamics & control
11
The economic journal : the journal of the Royal Economic Society
11
Journal of banking & finance
10
World economics : a journal of current economic analysis and policy
10
Empirica : journal of european economics
9
Journal of forecasting
9
National Institute economic review
9
Applied financial economics
8
Australasian marketing journal : AMJ ; official journal of the Australia-New Zealand Marketing Academy (ANZMAC)
8
European economic review : EER
8
Journal of common market studies : JCMS
8
Scottish journal of political economy : the journal of the Scottish Economic Society
8
The journal of economic history
8
The world economy : the leading journal on international economic relations
8
Explorations in economic history : EEH
7
Journal of economics and finance
7
Review of international economics
7
The Manchester School
7
The economic history review : a journal of economic and social history
7
European journal of marketing
6
Journal of advertising
6
Journal of macroeconomics
6
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ECONIS (ZBW)
16
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1
Jump tail risk premium and predicting US and Japanese credit spreads
Ubukata, Masato
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052257
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
Business cycles, international trade and capital flows : evidence from Latin America
Caporale, Guglielmo Maria
;
Girardi, Alessandro
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10011453186
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
Market variance risk premiums in Japan for asset predictability
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
1
,
pp. 169-198
Persistent link: https://www.econbiz.de/10010379960
Saved in:
6
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:
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
On comparing the accuracy of default predictions in the rating industry
Krämer, Walter
;
Güttler, André
- In:
Empirical economics : a journal of the Institute for …
34
(
2008
)
2
,
pp. 343-356
Persistent link: https://www.econbiz.de/10003674892
Saved in:
9
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:
10
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
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