Similar Search Results

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

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

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

IGARCH models and structural breaks

Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Applied economics letters 10 (2003) 12, pp. 765-768

Persistent link: https://www.econbiz.de/10001819341

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

Exchange rate volatility and productivity growth : the role of financial development

Aghion, Philippe; Bacchetta, Philippe; Rancière, Romain; … - 2006

This paper offers empirical evidence that real exchange rate volatility can have a signi.cant impact on the long-term rate of productivity growth, but the effect depends critically on a country's level of financial development. For countries with relatively low levels of financial development,...

Persistent link: https://www.econbiz.de/10011397245

Long memory at the long-run and the seasonal monthly frequencies in the US money stock

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 13 (2006) 15, pp. 965-968

Persistent link: https://www.econbiz.de/10003402311