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~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Time series analysis"
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Caporale, Guglielmo Maria
Pittis, Nikitas
18
Gil-Alaña, Luis A.
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Caporale, Guglielmo M.
1
Chui, Michael
1
Hall, Stephen G.
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Pittis, Nikitis
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1
Common features and output fluctuations in the UK
Caporale, Guglielmo Maria
-
1994
Persistent link: https://www.econbiz.de/10000914032
Saved in:
2
Estimating income and price elasticities of trade in a cointegration framework
Caporale, Guglielmo Maria
;
Chui, Michael
-
1995
Persistent link: https://www.econbiz.de/10000561677
Saved in:
3
Persistence in macroeconomic time series : is it a model invariant property?
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1996
Persistent link: https://www.econbiz.de/10000561689
Saved in:
4
A comment on "the stability of long-run money demand in five industrial countries"
Caporale, Guglielmo Maria
;
Hall, Stephen G.
;
Urga, Giovanni
-
1996
Persistent link: https://www.econbiz.de/10000561693
Saved in:
5
Unit roots, exogeneity, and persistence : a critical overview
Caporale, Guglielmo Maria
;
Pittis, Nikitis
-
1997
Persistent link: https://www.econbiz.de/10000619744
Saved in:
6
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000650908
Saved in:
7
Cointegration and predictability of asset prices
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000650913
Saved in:
8
Efficient estimation of cointegrating vectors and testing for causality in vector autoregressions : a survey of the theoretical literature
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000651145
Saved in:
9
Unit roots vs other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000651146
Saved in:
10
Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1997
Persistent link: https://www.econbiz.de/10000632892
Saved in:
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