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~person:"Caporale, Guglielmo Maria"
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Caporale, Guglielmo Maria
Phillips, Peter C. B.
389
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207
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1
A comparison between tests for changes in the adjustment coefficients in cointegrated systems
Barassi, Marco R.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391491
Saved in:
2
Non-normality and recursive unit root tests for PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003434214
Saved in:
3
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
, whether a stationary or a
cointegration
environment is considered. The CUSUM-of-squares test is to be preferred, as it is very …
Persistent link: https://www.econbiz.de/10009728982
Saved in:
4
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/10002068644
Saved in:
5
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
Saved in:
6
International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria
;
Hadj Amor, Thouraya
;
Rault, …
-
2009
integration ; misalignment ; second-generation panel unit-root and
cointegration
tests …
Persistent link: https://www.econbiz.de/10003889635
Saved in:
7
International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria
;
Hadj Amor, Thouraya
;
Rault, …
-
2009
integration ; misalignment ; second-generation panel unit-root and
cointegration
tests …
Persistent link: https://www.econbiz.de/10003891665
Saved in:
8
Cointegration
tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003377315
Saved in:
9
International financial integration and real exchange rate long-run dynamics in emerging countries
Caporale, Guglielmo Maria
;
Hadj Amor, Thouraya
;
Rault, …
-
2009
Persistent link: https://www.econbiz.de/10003949340
Saved in:
10
Cointegration
tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391534
Saved in:
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