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~person:"Caporale, Guglielmo Maria"
~subject:"Großbritannien"
~subject:"Structural break"
~type:"article"
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Großbritannien
Structural break
Estimation
31
Schätzung
31
Fractional integration
28
Time series analysis
28
Zeitreihenanalyse
28
fractional integration
16
Cointegration
14
Kointegration
14
Persistence
14
Long memory
9
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long memory
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persistence
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fractional cointegration
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
19
Sibbertsen, Philipp
3
Abakah, Emmanuel Joel Aikins
2
Canarella, Giorgio
2
Carcel, Hector
2
Miller, Stephen M.
2
Trani, Tommaso
2
Adekoya, Oluwasegun B.
1
Adepoju, Adedayo A.
1
Afzal, Alia
1
Andersen, Torben
1
Apergēs, Nikolaos
1
Arthur, Emmanuel Kwesi
1
Awe, Olushina Olawale
1
Babalos, Vassilios
1
Barassi, Marco R.
1
Barros, Carlos Pestana
1
Basse, Tobias
1
Christopulos, Dēmētrēs K.
1
Coleman, Simeon
1
Cuestas, Juan Carlos
1
Cuñado Eizaguirre, Juncal
1
Gupta, Rangan
1
Hassler, Uwe
1
Herrera Aramburú, Andrés
1
Iacone, Fabrizio
1
Kiohos, Apostolos
1
Koulakiotis, Athanasios
1
Kyriakou, Maria I.
1
Kıran, Burcu
1
Leccadito, Arturo
1
Leone, Vitor
1
Leschinski, Christian
1
Madigu, Godfrey
1
Makarenko, Inna
1
Marques, André M.
1
McAdam, Peter
1
Meller, Barbara
1
Nielsen, Morten Ørregaard
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International journal of finance & economics : IJFE
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International advances in economic research
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of economics and finance
1
Research in international business and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
10
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1
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:
2
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
Saved in:
3
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:
4
Long-term interest rates in Europe : a fractional cointegration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 170-178
Persistent link: https://www.econbiz.de/10012205401
Saved in:
5
The EMBI in Latin America :
fractional
integration
, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
6
Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Research in international business and finance
44
(
2018
),
pp. 227-238
Persistent link: https://www.econbiz.de/10011983039
Saved in:
7
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:
8
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
9
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
10
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
Saved in:
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