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~person:"Caporale, Guglielmo Maria"
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Caporale, Guglielmo Maria
Wagner, Joachim
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Heckman, James J.
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Belke, Ansgar
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Gil-Alaña, Luis A.
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ECONIS (ZBW)
371
EconStor
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1
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
2
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003496720
Saved in:
3
A Multivariate Long-Memory Model with Structural Breaks
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
-
2021
, employment and GDP in both the US and
Mexico
. For the subsample preceding the break our findings are similar to those of earlier … parameters being higher than 1 in the case of
Mexico
…
Persistent link: https://www.econbiz.de/10013317169
Saved in:
4
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
-
2007
, employment and GDP in both the US and
Mexico
. For the subsample preceding the break our findings are similar to those of earlier … parameters being higher than 1 in the case of
Mexico
. …
Persistent link: https://www.econbiz.de/10010264093
Saved in:
5
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
6
Domestic and external factors in interest rate determination
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000899880
Saved in:
7
Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1995
Persistent link: https://www.econbiz.de/10000909158
Saved in:
8
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
Saved in:
9
Testing for PPP and UIP in a FIML framework : some evidence for Germany and Japan
Caporale, Guglielmo Maria
-
1995
Persistent link: https://www.econbiz.de/10000931796
Saved in:
10
Unit roots, exogeneity, and persistence : a critical overview
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1997
Persistent link: https://www.econbiz.de/10000954548
Saved in:
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