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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Kaufkraftparität"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Kaufkraftparität
Time series analysis
Estimation
92
Schätzung
92
Zeitreihenanalyse
60
Theorie
58
Theory
58
USA
45
United States
45
Börsenkurs
43
Share price
43
Cointegration
41
Kointegration
41
Volatility
41
Volatilität
41
Aktienmarkt
33
Stock market
33
Capital income
31
Kapitaleinkommen
31
EU countries
30
EU-Staaten
30
Großbritannien
25
United Kingdom
25
Fractional integration
24
Exchange rate
23
Wechselkurs
23
Purchasing power parity
19
Einheitswurzeltest
18
Interest rate
18
Unit root test
18
Zins
18
Persistence
15
Welt
15
World
15
fractional integration
15
Emerging economies
14
Financial crisis
14
Finanzkrise
14
Schwellenländer
14
ARCH model
13
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Undetermined
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Article
74
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Article in journal
Working Paper
173
Arbeitspapier
166
Graue Literatur
157
Non-commercial literature
157
Aufsatz in Zeitschrift
74
Systematic review
1
Übersichtsarbeit
1
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English
Author
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
181
Chang, Tsangyao
106
Bahmani-Oskooee, Mohsen
96
Phillips, Peter C. B.
88
Gupta, Rangan
85
Franses, Philip Hans
76
Taylor, Robert
61
Leybourne, Stephen James
58
Moosa, Imad A.
57
Tiwari, Aviral Kumar
54
Perron, Pierre
47
MacDonald, Ronald
43
Teräsvirta, Timo
43
Harvey, Andrew C.
42
Koopman, Siem Jan
42
Su, Chi-Wei
39
McAleer, Michael
37
Koop, Gary
36
Cheung, Yin-Wong
35
Lütkepohl, Helmut
34
Peel, David
34
Harvey, David I.
33
Mills, Terence C.
33
Newbold, Paul
32
Wu, Jyh-lin
31
Hendry, David F.
30
Narayan, Paresh Kumar
30
Hassler, Uwe
29
Kapetanios, George
29
Papell, David H.
29
Taylor, Mark P.
29
Arize, Augustine Chuck
27
Enders, Walter
26
Granger, C. W. J.
26
Hecq, Alain W. J.
26
Hong, Yongmiao
26
Wohar, Mark E.
26
Ghysels, Eric
25
Herwartz, Helmut
25
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Applied economics letters
7
Applied financial economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Research in international business and finance
3
Applied economics
2
Economic modelling
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of forecasting
2
Journal of international development : the journal of the Development Studies Association
2
Journal of international money and finance
2
Oxford bulletin of economics and statistics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African development review
1
African journal of economic and sustainable development
1
Applied financial economics letters
1
Bulletin of economic research
1
Comparative economic studies
1
Economics letters
1
Ekonomia : the journal of the Cyprus Economic Society
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
German economic review
1
International advances in economic research
1
International review of applied economics
1
International review of financial analysis
1
Journal of applied economics
1
Journal of economic development
1
Journal of economic integration
1
Journal of economic studies
1
Journal of economic surveys
1
Journal of innovation and entrepreneurship : JIE
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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
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ECONIS (ZBW)
74
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1
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74
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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
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
4
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:
5
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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