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~person:"Caporale, Guglielmo Maria"
~person:"Hall, Stephen G."
~subject:"Cointegration"
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Cointegration
Schätzung
141
Estimation
140
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106
Theory
105
Zeitreihenanalyse
99
Time series analysis
97
EU countries
76
EU-Staaten
76
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75
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63
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fractional integration
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English
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Caporale, Guglielmo Maria
Hall, Stephen G.
Narayan, Paresh Kumar
65
Gil-Alaña, Luis A.
56
Johansen, Søren
48
Chang, Tsangyao
43
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
Lütkepohl, Helmut
23
Nielsen, Bent
23
Rault, Christophe
23
Trenkler, Carsten
23
Panagiōtidēs, Theodōros
22
Beckmann, Joscha
21
Kurita, Takamitsu
21
Rahbek, Anders
21
Belke, Ansgar
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
Balcilar, Mehmet
15
Benati, Luca
15
Bohn Nielsen, Heino
15
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Centre for International Macroeconomics
5
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1
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Economics and finance working paper series
23
Discussion papers / The Centre for International Macroeconomics
5
Applied financial economics
4
Department of Economics working papers
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 finance & economics : IJFE
3
Review of financial economics : RFE
3
Applied economics letters
2
Discussion papers / University of Leicester, Department of Economics
2
Discussion papers in 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
Reihe Ökonomie
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics
1
CESifo working papers
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion papers in economics and econometrics
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Empirica : journal of european economics
1
International review of economics & finance : IREF
1
Journal of business economics and management
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Suntory Toyota International Centre for Economics and Related Disciplines
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The South African journal of economics
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Zagreb International Review of Economics and Business
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ECONIS (ZBW)
73
RePEc
1
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1
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:
2
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:
3
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:
4
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
-
2013
Persistent link: https://www.econbiz.de/10009777843
Saved in:
5
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
6
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:
7
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:
8
Generalized cointegration : a new concept with an application to health expenditure and health outcomes
Hall, Stephen G.
;
Swamy, Paravastu A. V. B.
;
Tavlas, …
-
2011
Persistent link: https://www.econbiz.de/10009261112
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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