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~person:"Caporale, Guglielmo Maria"
~person:"Westerlund, Joakim"
~subject:"Cointegration"
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Cointegration
Schätzung
142
Estimation
141
Zeitreihenanalyse
102
Time series analysis
100
Kointegration
89
Theorie
88
Theory
87
USA
68
United States
67
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66
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62
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55
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fractional integration
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Estimation theory
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Welt
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World
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English
87
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Caporale, Guglielmo Maria
Westerlund, Joakim
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
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
Hall, Stephen G.
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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Nationalekonomiska Institutionen <Lund>
6
Centre for International Macroeconomics
2
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Economics and finance working paper series
23
Working paper / Department of Economics, Lund University
10
Department of Economics working papers
4
Oxford bulletin of economics and statistics
4
Applied financial economics
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
IHS economics series : working paper
3
International journal of finance & economics : IJFE
3
Reihe Ökonomie
3
Review of financial economics : RFE
3
Applied economics letters
2
Discussion papers / The Centre for International Macroeconomics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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 papers in economics
1
Empirica : journal of european economics
1
Energy economics
1
International review of economics & finance : IREF
1
Journal of business economics and management
1
Review of international economics
1
The South African journal of economics
1
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Zagreb International Review of Economics and Business
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ECONIS (ZBW)
87
RePEc
1
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1
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88
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1
On the use of panel cointegration tests in energy
economics
Westerlund, Joakim
;
Thuraisamy, Kannan Sivananthan
; …
- In:
Energy economics
50
(
2015
),
pp. 359-363
Persistent link: https://www.econbiz.de/10011564129
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
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
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
New simple tests for panel cointegration
Westerlund, Joakim
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552459
Saved in:
10
Panel cointegration tests of the Fisher hypothesis
Westerlund, Joakim
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552519
Saved in:
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