Browsing All of EconStor by Author Caporale, Guglielmo Maria

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Year of PublicationTitleAuthor(s)
2000 Unemployment and input prices: A fractional cointegration approachCaporale, Guglielmo Maria; Gil-Alaña, Luis A.
2000 Fractional cointegration and real exchange ratesCaporale, Guglielmo Maria; Gil-Alaña, Luis A.
2000 Fractional cointegration and tests of present value modelsCaporale, Guglielmo Maria; Gil-Alaña, Luis A.
2003 Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisisArestis, Philip; Caporale, Guglielmo Maria; Cipollini, Andrea
2004 Non-linearities and fractional integration in the US unemployment rateCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2004 Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of Structural invariance: Some Monte Carlo evidenceCaporale, Guglielmo Maria; Pittis, Nikitas
2004 The BDS test as a test for the adequacy of a GARCH (1,1) specification: A Monte Carlo studyCaporale, Guglielmo Maria; Ntantamis, Christos; Pantelidis, Theologos; Pittis, Nikitas
2004 Panel data tests of PPP: A critical overviewCaporale, Guglielmo Maria; Cerrato, Mario
2004 Long-run and cyclical dynamics in the US stock marketCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2006 The euro and inflation uncertainty in the European Monetary UnionCaporale, Guglielmo Maria; Kontonikas, Alexandros
2006 Are PPP Tests Erratically Behaved? Some Panel EvidenceCaporale, Guglielmo Maria; Hanck, Christoph
2006 Modelling structural breaks in the US, UK and Japanese unemployment ratesCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2006 Cointegration tests of PPP: do they also exhibit erratic behaviour?Caporale, Guglielmo Maria; Hanck, Christoph
2006 Black market and official exchange rates: long-run equilibrium and short-run dynamicsCaporale, Guglielmo Maria; Cerrato, Mario
2007 Income and happiness across Europe: do reference values matter?Caporale, Guglielmo Maria; Georgellis, Yannis; Tsitsianis, Nicholas; Ping, Ya
2007 Identification of segments of European banks with a latent class frontier modelBarros, Carlos Pestana; Caporale, Guglielmo Maria; Gil-Alana, Luis A.
2007 A multivariate long-memory model with structural breaksCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2007 Deterministic versus stochastic seasonal fractional integration and structural breaksCaporale, Guglielmo Maria; Cunado, Juncal; Gil-Alana, Luis A.
2007 Long run and cyclical dynamics in the US stock marketCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2008 Financial contagion: evolutionary optimisation of a multinational agent-based modelCaporale, Guglielmo Maria; Serguieva, Antoaneta; Wu, Hao