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isPartOf:"Applied economics letters"
subject:"OECD countries"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~person:"Caporale, Guglielmo Maria"
~subject:"Zeitreihenanalyse"
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OECD countries
Zeitreihenanalyse
Estimation
12
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Time series analysis
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5
Theory
5
Kaufkraftparität
4
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
11
Chang, Tsangyao
7
Tiwari, Aviral Kumar
6
Bahmani-Oskooee, Mohsen
4
Mitra, Rajarshi
3
Abedin, Md. Thasinul
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Afonso, António
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Bentzen, Jan
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Cook, Steven
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Ranjbar, Omid
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Scharler, Johann
2
Shintani, Mototsugu
2
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Yamada, Hiroshi
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Acosta-González, Eduardo
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Afonso, Óscar
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Albulescu, Claudiu Tiberiu
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Alsabah, Duaij
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Applied economics letters
Journal of international money and finance
The empirical economics letters : a monthly international journal of economics
CESifo working papers
36
Economics and finance working paper series
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
16
Discussion paper / Centre for Economic Forecasting
11
CESifo Working Paper Series
9
DIW Berlin Discussion Paper
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CESifo Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion papers of interdisciplinary research project 373
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Finance research letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Oxford bulletin of economics and statistics
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Applied financial economics letters
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Empirica : journal of european economics
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International advances in economic research
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International journal of finance & economics : IJFE
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International review of financial analysis
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Journal of applied economics
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Journal of innovation and entrepreneurship : JIE
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Journal of international development : the journal of the Development Studies Association
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Open economies review
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Review of financial economics : RFE
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Review of international economics
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The Manchester School
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
5
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
Saved in:
3
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
4
Fiscal shocks and real exchange rate dynamics : some evidence for Latin America
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi, …
- In:
Journal of international money and finance
30
(
2011
)
5
,
pp. 709-723
Persistent link: https://www.econbiz.de/10009268779
Saved in:
5
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
6
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:
7
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Saved in:
8
Nominal exchange rate regimes and the stochastic behavior of real variables
Caporale, Guglielmo Maria
- In:
Journal of international money and finance
14
(
1995
)
3
,
pp. 395-415
Persistent link: https://www.econbiz.de/10001187521
Saved in:
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