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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Narayan, Paresh Kumar"
~subject:"Zeitreihenanalyse"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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Zeitreihenanalyse
Estimation
166
Schätzung
166
Börsenkurs
115
Share price
115
Capital income
90
Kapitaleinkommen
90
Cointegration
83
Kointegration
83
Time series analysis
78
Theorie
75
Theory
75
Aktienmarkt
68
Stock market
68
Volatility
66
Volatilität
66
USA
62
United States
62
Einheitswurzeltest
51
Unit root test
51
Panel
45
Panel study
45
Fidschi
43
Fiji
43
Forecasting model
43
Prognoseverfahren
43
Welt
42
World
42
Exchange rate
40
Wechselkurs
40
Großbritannien
36
Structural break
36
Strukturbruch
36
United Kingdom
36
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34
Wirtschaftswachstum
34
EU countries
33
EU-Staaten
33
Causality analysis
32
Kausalanalyse
32
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11
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Article in journal
Collection of articles written by one author
Aufsatz in Zeitschrift
78
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English
Author
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Caporale, Guglielmo Maria
Narayan, Paresh Kumar
Gil-Alaña, Luis A.
173
Phillips, Peter C. B.
85
Gupta, Rangan
78
Franses, Philip Hans
75
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Koopman, Siem Jan
42
Teräsvirta, Timo
42
Chang, Tsangyao
41
Harvey, Andrew C.
39
McAleer, Michael
36
Koop, Gary
35
Harvey, David I.
33
Lütkepohl, Helmut
33
Mills, Terence C.
31
Hendry, David F.
30
Newbold, Paul
30
Hassler, Uwe
28
Granger, C. W. J.
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Bahmani-Oskooee, Mohsen
25
Ghysels, Eric
25
Hyndman, Rob J.
25
Kapetanios, George
25
McElroy, Tucker
24
Peel, David
24
Robinson, Peter M.
24
Swanson, Norman R.
24
Herwartz, Helmut
23
Johansen, Søren
23
Lucas, André
23
Marcellino, Massimiliano
23
Chambers, Marcus J.
22
Gao, Jiti
22
Linton, Oliver
22
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Applied economics letters
7
Applied economics
4
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
Finance research letters
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
Applied financial economics
2
Applied financial economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of forecasting
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Pacific economic review
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Bulletin of economic research
1
Comparative economic studies
1
Empirica : journal of european economics
1
German economic review
1
International advances in economic research
1
International journal of forecasting
1
International review of applied economics
1
International review of economics & finance : IREF
1
Journal of applied economics
1
Journal of economic integration
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of innovation and entrepreneurship : JIE
1
Journal of international development : the journal of the Development Studies Association
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Review of financial economics : RFE
1
Review of international economics
1
The empirical economics letters : a monthly international journal of economics
1
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ECONIS (ZBW)
78
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78
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
3
Inflation in the G7 countries : persistence and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 493-506
Persistent link: https://www.econbiz.de/10013442202
Saved in:
4
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:
5
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:
6
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
7
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
Saved in:
8
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
9
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
10
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
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