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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
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Testing PPP for the South African rand/US dollar real exchange rate at different data frequencies
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: African development review 27 (2015) 2, pp. 161-170
Persistent link: https://www.econbiz.de/10011334636
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The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, … - In: The empirical economics letters : a monthly … 17 (2018) 5, pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
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Testing for PPP and UIP in an FIML framework : some evidence for Germany and Japan
Caporale, Guglielmo Maria; Kalyvitēs, Sarantēs; … - In: Journal of policy modeling : JPMOD ; a social science … 23 (2001) 6, pp. 637-650
Persistent link: https://www.econbiz.de/10001631861
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Review of financial economics : RFE 13 (2004) 4, pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
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Are PPP tests erratically behaved? : some panel evidence
Caporale, Guglielmo Maria; Hanck, Christoph - In: International review of applied economics 24 (2010) 2, pp. 203-221
Persistent link: https://www.econbiz.de/10008653316
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Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria; Ciferri, Davide; Girardi, … - In: Journal of international money and finance 30 (2011) 5, pp. 709-723
Persistent link: https://www.econbiz.de/10009268779
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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
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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
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Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina; Caporale, Guglielmo Maria - In: Journal of economic studies 49 (2022) 6, pp. 937-959
Persistent link: https://www.econbiz.de/10013352888