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~isPartOf:"Economic modelling"
~isPartOf:"Review of financial economics : RFE"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Germany"
~type_genre:"Article in journal"
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Cointegration
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Caporale, Guglielmo Maria
Shahbaz, Muhammad
13
Arouri, Mohamed
6
Gil-Alaña, Luis A.
5
Teulon, Frédéric
5
Uddin, Mohammed Gazi Salah
5
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4
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Economic modelling
Review of financial economics : RFE
Applied financial economics
4
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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2
Empirica : journal of european economics
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African development review
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ECONIS (ZBW)
6
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1
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
- In:
Economic modelling
22
(
2005
)
2
,
pp. 253-284
Persistent link: https://www.econbiz.de/10002636882
Saved in:
2
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
3
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
4
Long-term nominal interest rates and domestic fundamentals
Caporale, Guglielmo Maria
;
Williams, Geoffrey
- In:
Review of financial economics : RFE
11
(
2002
)
2
,
pp. 119-130
Persistent link: https://www.econbiz.de/10001720462
Saved in:
5
Coordination and price shocks : an empirical analysis
Caporale, Guglielmo Maria
;
Chui, Michael
;
Hall, Stephen G.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 569-584
Persistent link: https://www.econbiz.de/10001654125
Saved in:
6
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
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