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~person:"Caporale, Guglielmo Maria"
~person:"Chang, Tsangyao"
~person:"Trenkler, Carsten"
~subject:"Cointegration"
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Cointegration
Schätzung
211
Estimation
210
Kointegration
128
Zeitreihenanalyse
122
Time series analysis
120
Theorie
106
Theory
104
Einheitswurzeltest
93
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93
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87
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86
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86
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68
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35
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34
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English
127
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2
Author
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Caporale, Guglielmo Maria
Chang, Tsangyao
Trenkler, Carsten
Narayan, Paresh Kumar
65
Gil-Alaña, Luis A.
56
Johansen, Søren
48
Nielsen, Morten Ørregaard
43
Gupta, Rangan
42
Bahmani-Oskooee, Mohsen
40
Wagner, Martin
38
Jusélius, Katarina
29
Narayan, Seema
28
Banerjee, Anindya
27
Herzer, Dierk
27
Tiwari, Aviral Kumar
27
Shahbaz, Muhammad
26
Smyth, Russell
26
Phillips, Peter C. B.
25
Westerlund, Joakim
25
Apergēs, Nikolaos
24
Rault, Christophe
24
Lütkepohl, Helmut
23
Nielsen, Bent
23
Panagiōtidēs, Theodōros
22
Beckmann, Joscha
21
Kurita, Takamitsu
21
Rahbek, Anders
21
Belke, Ansgar
19
Hall, Stephen G.
19
Krolzig, Hans-Martin
18
Kumar, Saten
18
Weber, Enzo
18
Kunst, Robert M.
17
Pesaran, M. Hashem
17
Kurozumi, Eiji
16
Lee, Chien-chiang
16
Mahmood, Haider
16
Payne, James E.
16
Balcilar, Mehmet
15
Benati, Luca
15
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European University Institute / Department of Economics
4
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2
Department of Economics, European University Institute
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
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Economics and finance working paper series
23
Applied economics letters
11
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10
The empirical economics letters : a monthly international journal of economics
6
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4
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4
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4
International journal of finance & economics : IJFE
4
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
4
The Indian journal of economics
4
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of economics
3
Review of financial economics : RFE
3
Defence and peace economics
2
Discussion papers / The Centre for International Macroeconomics
2
Empirica : journal of european economics
2
IHS economics series : working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
Oxford bulletin of economics and statistics
2
Reihe Ökonomie
2
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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2
CESifo working papers
1
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1
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1
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1
Economics Working Papers / Department of Economics, European University Institute
1
Economics bulletin : EB
1
Finance a úvěr
1
Journal of Asian economics
1
Journal of Economic Integration
1
Journal of business economics and management
1
Publikationen / Center for Applied Statistics and Economics
1
Review of international economics
1
SFB 649 Discussion Papers
1
The North American journal of economics and finance : a journal of financial economics studies
1
The South African journal of economics
1
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ECONIS (ZBW)
124
RePEc
4
EconStor
1
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129
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1
Revisiting the Wagner law and Keynesian hypothesis : further evidence in the United States
Chang, Tsangyao
;
Chang, Yu-Cheng
- In:
The empirical economics letters : a monthly …
16
(
2017
)
8
,
pp. 807-811
Persistent link: https://www.econbiz.de/10011906688
Saved in:
2
Economic integration in interwar Poland : a threshold cointegration analysis of the law of one price for Poland (1924 - 1937)
Trenkler, Carsten
(
contributor
);
Wolf, Nikolaus
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749474
Saved in:
3
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
4
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
5
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
6
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:
7
Which factors were behind Germany's labour market upswing? : a data-driven approach
Hutter, Christian
;
Carbonero, Francesco
;
Klinger, Sabine
; …
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1052-1076
Persistent link: https://www.econbiz.de/10013468536
Saved in:
8
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
9
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:
10
Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests
Caporale, Guglielmo Maria
;
You, Kefei
-
2017
Persistent link: https://www.econbiz.de/10011656668
Saved in:
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