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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

Multi-factor Gegenbauer processes and European inflation rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2009

Persistent link: https://www.econbiz.de/10003817132

Multi-factor Gegenbauer processes and European inflation rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economic integration 26 (2011) 2, pp. 386-409

Persistent link: https://www.econbiz.de/10009154740

Multi-Factor Gegenbauer Processes and European Inflation Rates

Caporale, Guglielmo Maria - 2014

parameters at each frequency separately, and adopt this framework to model quarterly prices in three European countries (France …, Italy and the UK). The empirical results suggest that inflation in France and Italy is nonstationary. However, while for the …

Persistent link: https://www.econbiz.de/10013071161