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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of money, credit and banking : JMCB"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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767
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Caporale, Guglielmo Maria
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Cuñado Eizaguirre, Juncal
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Economics and finance working paper series
Journal of money, credit and banking : JMCB
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Working paper / National Bureau of Economic Research, Inc.
59
Applied economics
44
International journal of forecasting
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Economics letters
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Journal of macroeconomics
38
Journal of applied econometrics
37
The review of economics and statistics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
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30
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30
The journal of futures markets
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The journal of finance : the journal of the American Finance Association
27
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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20
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Oxford bulletin of economics and statistics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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American journal of agricultural economics
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NBER working paper series
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Econometric reviews
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Review / Federal Reserve Bank of St. Louis
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Journal of economic dynamics & control
11
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11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
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1
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641950
Saved in:
2
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
3
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
4
Mean reversion in the US treasury constant maturity rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428293
Saved in:
5
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
Saved in:
6
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
Saved in:
7
The dynamic relationship between permanent and transitory components of US business cycles
JKim, Chang-jin
;
Piger, Jeremy Max
;
Startz, Richard
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10003429973
Saved in:
8
Why has US inflation become harder to forecast?
Stock, James H.
;
Watson, Mark W.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
),
pp. 3-33
Persistent link: https://www.econbiz.de/10003430025
Saved in:
9
Evidence on the extent and potential sources of long memory in US Treasury security returns and yields
Connolly, Robert A.
;
Güner, Z. Nuray
;
Hightower, Kenneth N.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
2/3
,
pp. 689-702
Persistent link: https://www.econbiz.de/10003469732
Saved in:
10
Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391466
Saved in:
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