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Employment growth, inflation and output growth : was Phillips right? ; evidence from a dynamic panel
Caporale, Guglielmo Maria; Škare, Marinko - 2011
dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger …
Persistent link: https://www.econbiz.de/10009162091
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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, … - 2021
This paper analyses the short- and long-run effects of trade openness on financial development in a panel including …
Persistent link: https://www.econbiz.de/10012514560
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The Covid-19 pandemic and European trade flows : evidence from a dynamic panel model
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2022
, an ARDL dynamic panel model is estimated using the PMG method to analyse monthly data covering the most recent period …
Persistent link: https://www.econbiz.de/10013285828
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Trade flows, private credit and the Covid-19 pandemic : panel evidence from 35 OECD countries
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2021
the 2019Q1-2021Q2 period using a dynamic panel approach, specifically the system Generalized Method of Moments (GMM). In …
Persistent link: https://www.econbiz.de/10012668484
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Stock market integration in Asia : global or regional? : evidence from industry level panel convergence tests
Caporale, Guglielmo Maria; You, Kefei - 2017
(industry) level by applying the Phillips-Sul (2007) tests for panel and club convergence. The main findings can be summarised … Telecommunication, both in a turn-around phase, and Gas & Oil and Technology, for which there is no panel convergence. Club convergence … tests reveal the existence of convergence clubs and divergent economies within the full panel, which explains why panel …
Persistent link: https://www.econbiz.de/10011658042
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The Covid-19 pandemic and European trade patterns : a sectoral analysis
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2022
This paper examines how the Covid-19 pandemic affected European trade patterns. Specifically, dynamic panel data models …
Persistent link: https://www.econbiz.de/10013457807
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Financial integration and economic growth in Europe
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2023
the period from 2000 to 2021 using dynamic panel data models. The estimation results provide evidence of significant …
Persistent link: https://www.econbiz.de/10014314278
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Measuring persistence of the world population : a fractional integration approach
Caporale, Guglielmo Maria; Infante, Juan; Rio, Marta del; … - 2023
This paper uses fractional integration methods to measure the degree of persistence in historical annual data on the world population over the period 1800-2016. The analysis is carried out for the original series, and also for its log transformation and its growth rate. The results indicate that...
Persistent link: https://www.econbiz.de/10013550205
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On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries
Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2008
The expansion of regionalism has spawned an extensive theoretical literature analysing the effects of Free Trade Agreements (FTAs) on trade flows. In this paper we focus on FTAs (also called European agreements) between the European Union (EU-15) and the Central and Eastern European countries...
Persistent link: https://www.econbiz.de/10003763931
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International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Hadj Amor, Thouraya; Rault, … - 2009
integration ; misalignment ; second-generation panel unit-root and cointegration tests …
Persistent link: https://www.econbiz.de/10003891665