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Modelling loans to non-financial corporations within the Eurozone : a long-memory approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2020

This paper uses fractional integration and cointegration methods to analyse the determinants of the amount of loans … gross investment as determinants of loans to NFCs. The forecasting accuracy of the FCVAR was also assessed by comparing it …

Persistent link: https://www.econbiz.de/10012310523

The Feldstein-Horioka puzzle revisited : a Monte Carlo study

Caporale, Guglielmo Maria; Panopulu, Aikaterinē; … - In: Journal of international money and finance 24 (2005) 7, pp. 1143-1149

Persistent link: https://www.econbiz.de/10003210065

Testing for changes in the long-run causal structure of cointegrated vector autoregressions

Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2001

Persistent link: https://www.econbiz.de/10001626097

The Fisher hypothesis, fiscal theories of inflation and debt neutrality : a cointegration and causality analysis

Caporale, Guglielmo Maria; Pittis, Nikitas - 1995

Persistent link: https://www.econbiz.de/10000151425

The nexus between prices, employment and output growth : a global and national evidence

Caporale, Guglielmo Maria; Škare, Marinko - In: Journal of business economics and management 15 (2014) 2, pp. 197-211

Persistent link: https://www.econbiz.de/10010375899

On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007 - 2010

Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - 2013

Persistent link: https://www.econbiz.de/10009731958

On the linkages between stock prices and exchange rates : evidence from the banking crisis of 2007-2010

Caporale, Guglielmo Maria; Hunter, John; Ali, Faek Menla - In: International review of financial analysis 33 (2014), pp. 87-103

Persistent link: https://www.econbiz.de/10010520069

The Fisher hypothesis, fiscal theories of inflation and debt neutrality : a cointegration and causality analysis

Caporale, Guglielmo Maria; Pittis, Nikitas - 1995

Persistent link: https://www.econbiz.de/10000910191

Long-term nominal interest rates and domestic fundamentals

Caporale, Guglielmo Maria; Williams, Geoffrey - In: Review of financial economics : RFE 11 (2002) 2, pp. 119-130

Persistent link: https://www.econbiz.de/10001720462

Re-examining the decline in the US saving rate : the impact of mortgage equity withdrawal

Caporale, Guglielmo Maria; Costantini, Mauro; Paradiso, … - In: Journal of international financial markets, … 26 (2013), pp. 215-225

Persistent link: https://www.econbiz.de/10010234911