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~person:"Caporale, Guglielmo Maria"
~person:"Trenkler, Carsten"
~subject:"Cointegration"
~subject:"VAR model"
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Cointegration
VAR model
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136
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135
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94
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88
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86
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86
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Caporale, Guglielmo Maria
Trenkler, Carsten
Gupta, Rangan
96
Narayan, Paresh Kumar
68
Gil-Alaña, Luis A.
57
Pesaran, M. Hashem
52
Johansen, Søren
50
Nielsen, Morten Ørregaard
50
Chang, Tsangyao
45
Mumtaz, Haroon
44
Jusélius, Katarina
41
Bahmani-Oskooee, Mohsen
40
Lütkepohl, Helmut
39
Wagner, Martin
38
Theodoridis, Konstantinos
37
Huber, Florian
33
Koop, Gary
31
Marcellino, Massimiliano
31
Narayan, Seema
31
Tiwari, Aviral Kumar
31
Benati, Luca
29
Österholm, Pär
29
Apergēs, Nikolaos
28
Weber, Enzo
28
Banerjee, Anindya
27
Belke, Ansgar
27
Herzer, Dierk
27
Phillips, Peter C. B.
27
Rault, Christophe
27
Smyth, Russell
27
Gambetti, Luca
26
Nielsen, Bent
26
Shahbaz, Muhammad
26
Balcilar, Mehmet
25
Beckmann, Joscha
25
Canova, Fabio
25
McAleer, Michael
25
Westerlund, Joakim
25
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24
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24
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2
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
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Economics and finance working paper series
25
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5
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4
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4
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3
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3
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3
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2
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2
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Oxford bulletin of economics and statistics
2
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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1
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1
International review of economics & finance : IREF
1
Journal of business economics and management
1
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1
Review of development economics
1
Review of international economics
1
SFB 649 Discussion Papers
1
The South African journal of economics
1
Working Paper
1
Working paper series / University of Zurich, Department of Economics
1
Working paper series / University of Zurich, Department of Economics : working paper Nr. ...
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Zagreb International Review of Economics and Business
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ECONIS (ZBW)
96
RePEc
3
EconStor
1
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
7
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:
8
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:
9
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
Saved in:
10
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:
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