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The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria (contributor) - 2004
Persistent link: https://www.econbiz.de/10004864709
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Parameter instability and forecasting performance : a Monte Carlo study
Anyfantakis, Costas; Caporale, Guglielmo Maria; Pittis, … - 2004
Persistent link: https://www.econbiz.de/10004864756
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Robustness of the CUSUM and CUSUM of squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - 2004
Persistent link: https://www.econbiz.de/10004864783
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Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria; Pittis, Nikitas; … - 1997
Persistent link: https://www.econbiz.de/10000962390
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Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 137 (2001) 3, pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
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Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978635
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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/10000978643
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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
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Efficient estimation of cointegration vectors and testing for causality in vector autoregressions
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Journal of economic surveys 13 (1999) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10001255599
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Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848