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~isPartOf:"Department of Economics discussion paper / Department of Economics, The University of Birmingham"
~person:"Caporale, Guglielmo Maria"
~person:"Dosi, Giovanni"
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Cointegration
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Caporale, Guglielmo Maria
Dosi, Giovanni
Ford, James L.
27
Sinclair, Peter J. N.
27
Taylor, Robert
18
Kelsey, David
17
Rowat, Colin
12
Bailey, Ralph W.
11
Fry, Maxwell J.
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Eichberger, Jürgen
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Fender, John
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Renström, Thomas I.
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Albornoz, Facundo
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Cole, Matthew A.
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Barassi, Marco R.
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Dutta, Jayasri
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Ghose, Sudip
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Ray, Indrajit
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Ryan, Cillian
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Silva, Sergio da
4
Azhar, Abdul K. M.
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Brenton, Paul
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
Economics and finance working paper series
178
LEM Working Paper Series
122
LEM working paper series
122
LEM Papers Series
77
Economics and Finance Discussion Papers
26
CESifo working papers
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Industrial and corporate change
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Journal of evolutionary economics : JEE
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International journal of finance & economics : IJFE
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied economics letters
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Empirica : journal of european economics
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Review of international economics
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International Journal of Finance & Economics
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The Economics of Technical Change and International Trade
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Applied Financial Economics
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DIW Berlin Discussion Paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Journal of economics and finance
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Journal of economic dynamics & control
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Review of International Economics
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Review of financial economics : RFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
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IHS economics series : working paper
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IZA Discussion Papers
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of Evolutionary Economics
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Reihe Ökonomie
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ECONIS (ZBW)
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A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2004
Persistent link: https://www.econbiz.de/10002086248
Saved in:
2
Interest rate linkages : identifying structural relations
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626093
Saved in:
3
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626094
Saved in:
4
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
Saved in:
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