Narrow search
Showing 1 - 10 of 357
Cover Image
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria; Pittis, Nikitas; … - 1997
Persistent link: https://www.econbiz.de/10000962390
Cover Image
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978635
Cover Image
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
Cover Image
Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria - In: Journal of forecasting 16 (1997) 6, pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
Cover Image
Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria - In: Economic modelling 13 (1996) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
Cover Image
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria - In: Journal of policy modeling : JPMOD ; a social science … 20 (1998) 5, pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Cover Image
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
Cover Image
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
Cover Image
Cointegration and joint market efficiency
Caporale, Guglielmo Maria; Pittis, Nikitas - 1996
Persistent link: https://www.econbiz.de/10000927958
Cover Image
Persistence in macroeconomic time series : is it a model invariant property?
Caporale, Guglielmo Maria; Pittis, Nikitas - 1996
Persistent link: https://www.econbiz.de/10000929119