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Cointegration tests of PPP : do they also exhibit erratic behaviour?

Caporale, Guglielmo Maria; Hanck, Christoph - In: Applied economics letters 16 (2009) 1/3, pp. 9-15

Persistent link: https://www.econbiz.de/10003822534

Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?

Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226

Persistent link: https://www.econbiz.de/10003822964

Price formation on the EuroMTS platform

Caporale, Guglielmo Maria; Girardi, Alessandro - In: Applied economics letters 18 (2011) 1/3, pp. 229-233

Persistent link: https://www.econbiz.de/10009230096

Modelling African inflation rates : nonlinear deterministic terms and long-range dependence

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Applied economics letters 22 (2015) 4/6, pp. 421-424

Persistent link: https://www.econbiz.de/10010507895

Europe Agreements and Trade Balance : Evidence Form Four New EU Members

Caporale, Guglielmo Maria - 2011

Estimation Pooled - Hausman-Taylor (CCEPHT, Serlenga and Shin, 2007) are applied to analyse the effects of the agreement variable …. Our estimation results indicate a positive and significant impact of EA on trade flows. However, there is an asymmetric …

Persistent link: https://www.econbiz.de/10013125463

Non-linearities and persistence in US long-run interest rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Applied economics letters 29 (2022) 4, pp. 366-370

Persistent link: https://www.econbiz.de/10012803550

Fractional cointegration in US term spreads

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 19 (2012) 4/6, pp. 431-434

Persistent link: https://www.econbiz.de/10009630703

Multiple cyclical fractional structures in financial time series

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 17 (2010) 10/12, pp. 1079-1081

Persistent link: https://www.econbiz.de/10008699280