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~person:"Caporale, Guglielmo Maria"
~subject:"Structural break"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
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Structural break
Zeitreihenanalyse
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50
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50
Time series analysis
35
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32
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32
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26
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26
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
119
Gupta, Rangan
55
Tiwari, Aviral Kumar
37
Chang, Tsangyao
31
Franses, Philip Hans
27
Moosa, Imad A.
25
Leybourne, Stephen James
18
Narayan, Paresh Kumar
18
Cuñado Eizaguirre, Juncal
17
Lee, Junsoo
17
Bahmani-Oskooee, Mohsen
16
Balcilar, Mehmet
16
Payne, James E.
16
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16
Hassler, Uwe
15
Newbold, Paul
15
Omay, Tolga
15
Peel, David
15
Smyth, Russell
15
Österholm, Pär
15
Cuestas, Juan Carlos
14
Perron, Pierre
14
Hammoudeh, Shawkat
13
Sephton, Peter S.
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12
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12
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11
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11
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11
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11
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10
Hecq, Alain W. J.
10
Lütkepohl, Helmut
10
Mustofa Usman
10
Sibbertsen, Philipp
10
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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
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Applied economics
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International journal of finance & economics : IJFE
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Oxford bulletin of economics and statistics
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1
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ECONIS (ZBW)
37
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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
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:
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
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:
5
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:
6
Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 5018-5027
Persistent link: https://www.econbiz.de/10012609922
Saved in:
7
Persistence in the market risk premium : evidence across countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012547070
Saved in:
8
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:
9
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
10
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Tourism economics : the business and finance of tourism …
25
(
2019
)
5
,
pp. 827-831
Persistent link: https://www.econbiz.de/10012182194
Saved in:
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