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Kernel and bandwidth selection, prewhitening, and the performance of the fully modified least squares estimation method
Christou, Christina; Pittis, Nikitas - In: Econometric theory 18 (2002) 4, pp. 948-961
Persistent link: https://www.econbiz.de/10001687489
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Testing for causality-in-variance : an application to the East Asian markets
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: International journal of finance & economics : IJFE 7 (2002) 3, pp. 235-245
Persistent link: https://www.econbiz.de/10001694049
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Causality links between consumer and producer prices : some empirical evidence
Caporale, Guglielmo Maria; Katsimē, Margarita; Pittis, … - In: Southern economic journal 68 (2002) 3, pp. 703-711
Persistent link: https://www.econbiz.de/10001647771
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Estimator choice and Fisher's paradox : a relevaluation of the evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - 2000
Persistent link: https://www.econbiz.de/10001615076
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Feedbacks between stock prices and exchange rates in the East Asian markets
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - 2000
Persistent link: https://www.econbiz.de/10001615079
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Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 137 (2001) 3, pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
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Testing for PPP and UIP in an FIML framework : some evidence for Germany and Japan
Caporale, Guglielmo Maria; Kalyvitēs, Sarantēs; … - In: Journal of policy modeling : JPMOD ; a social science … 23 (2001) 6, pp. 637-650
Persistent link: https://www.econbiz.de/10001631861
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Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978635
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Unit roots vs other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978638
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Cointegration and predictability of asset prices
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978641