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Are PPP tests erratically behaved? : some panel evidence
Caporale, Guglielmo Maria (contributor);  … - 2006
This paper examines whether, in addition to standard unit root and cointegration tests, panel approaches also produce … disappears, and strong empirical support is found for PPP. It appears therefore that recent advances in panel data econometrics …
Persistent link: https://www.econbiz.de/10003394591
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International financial integration and Real Exchange Rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009
integration ; misalignment ; second-generation panel unit root and cointegration tests …
Persistent link: https://www.econbiz.de/10003816542
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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
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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
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International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries : Some Panel Evidence
Caporale, Guglielmo Maria - 2009
The aim of this paper is to provide new empirical evidence on the impact of international financial integration on the long-run Real Exchange Rate (RER) in 39 developing countries belonging to three different geographical regions (Latin America, Asia and MENA). It covers the period 1979-2004,...
Persistent link: https://www.econbiz.de/10013155428
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Employment gowth, inflation and output growth: was Phillips right? : Evidence from a dynamic panel
Caporale, Guglielmo Maria; Škare, Marinko - 2011
dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger …
Persistent link: https://www.econbiz.de/10009487899
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Employment growth, inflation and output growth : was Phillips right? ; evidence from a dynamic panel
Caporale, Guglielmo Maria; Škare, Marinko - 2011
dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger …
Persistent link: https://www.econbiz.de/10009162091
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Employment Growth, Inflation and Output Growth : Was Phillips Right? Evidence from a Dynamic Panel
Caporale, Guglielmo Maria; Skare, Marinko - 2011
dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger …
Persistent link: https://www.econbiz.de/10014042997
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Employment Growth, Inflation and Output Growth : Was Phillips Right? Evidence from a Dynamic Panel
Caporale, Guglielmo Maria - 2013
dynamic panel including annual data for 119 countries over the period 1970-2010, and also carry out multivariate Granger …
Persistent link: https://www.econbiz.de/10013092691
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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
This paper investigates by means of Monte Carlo techniques the robustness of the CUSUM and CUSUM-of-squares tests (Brown et al., 1975) to serial correlation, endogeneity and lack of structural invariance. Our findings suggest that these tests perform better in the context of a dynamic model of...
Persistent link: https://www.econbiz.de/10010293734