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Testing the Marshall-Lerner condition in Kenya

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Mudida, … - In: The South African journal of economics 83 (2015) 2, pp. 253-268

Persistent link: https://www.econbiz.de/10011439870

The EMBI in Latin America : fractional integration, non-linearities and breaks

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Finance research letters 24 (2018), pp. 34-41

Persistent link: https://www.econbiz.de/10011982450

Linkages between the US and European stock markets : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: International journal of finance & economics : IJFE 21 (2016) 2, pp. 143-153

Persistent link: https://www.econbiz.de/10011560168

Fractional integration and cointegration in US financial time series data

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410

Persistent link: https://www.econbiz.de/10010461103

Long-term interest rates in Europe : a fractional cointegration analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of economics & finance : IREF 61 (2019), pp. 170-178

Persistent link: https://www.econbiz.de/10012205401

Accounting for nonlinearity, asymmetry, heterogeneity, and cross-sectional dependence in energy modeling : US state-level panel analysis

Liddle, Brantley - In: Economies : open access journal 5 (2017) 3, pp. 1-11

This paper provides an example of several modeling and econometric advances used in the panel estimation of energy demand elasticities. The paper models the demand of total, industrial, and transport energy consumption and residential and commercial electricity consumption by analyzing US...

Persistent link: https://www.econbiz.de/10011754843

Central bank policy rates : are they cointegrated?

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: International economics : a journal published by CEPII … 152 (2017), pp. 116-123

Persistent link: https://www.econbiz.de/10011802433

The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis

Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 913-935

Persistent link: https://www.econbiz.de/10011949976

Re-examining the decline in the US saving rate : the impact of mortgage equity withdrawal

Caporale, Guglielmo Maria; Costantini, Mauro; Paradiso, … - In: Journal of international financial markets, … 26 (2013), pp. 215-225

Persistent link: https://www.econbiz.de/10010234911

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