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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~subject:"Purchasing power parity"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Purchasing power parity
Estimation
93
Schätzung
93
Time series analysis
61
Zeitreihenanalyse
61
Theorie
59
Theory
59
USA
45
United States
45
Börsenkurs
43
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43
Cointegration
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Volatilität
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Aktienmarkt
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Fractional integration
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fractional integration
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Amtsdruckschrift
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Arbeitspapier
32
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English
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Caporale, Guglielmo Maria
Bahmani-Oskooee, Mohsen
83
Chang, Tsangyao
72
MacDonald, Ronald
36
Su, Chi-Wei
28
Cheung, Yin-Wong
24
Taylor, Mark P.
24
Wu, Jyh-lin
24
Papell, David H.
22
Baharumshah, Ahmad Zubaidi
21
Hsing, Yu
20
Arize, Augustine Chuck
19
Chinn, Menzie David
18
Grossmann, Axel
17
Peel, David
17
Sarno, Lucio
17
Couharde, Cécile
16
Engel, Charles
16
Gil-Alaña, Luis A.
16
Kutan, Ali Mustafa
16
Lee, Chia-hao
16
Zhou, Su
16
Bleaney, Michael F.
15
Devereux, Michael B.
15
Mignon, Valérie
15
Simpson, Marc W.
15
Égert, Balázs
15
Oreiro, José Luís
14
Chang, Hsu-Ling
13
Holmes, Mark J.
13
Lothian, James R.
13
Gadea, María Dolores
12
Ibarra-Niño, Carlos Alberto
12
Lai, Kon-sun
12
Moosa, Imad A.
12
Narayan, Paresh Kumar
12
Cuestas, Juan Carlos
11
Mollick, André Varella
11
Ostry, Jonathan David
11
Prasada Rao, D. S.
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Applied economics letters
2
African development review
1
Applied financial economics
1
Economics letters
1
Ekonomia : the journal of the Cyprus Economic Society
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
International review of applied economics
1
Journal of economic development
1
Journal of economic studies
1
Journal of international development : the journal of the Development Studies Association
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Review of financial economics : RFE
1
The Manchester School
1
The South African journal of economics
1
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
19
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19
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1
Exchange rate parities and Taylor rule deviations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
4
,
pp. 1809-1835
Persistent link: https://www.econbiz.de/10013440437
Saved in:
2
Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economic studies
49
(
2022
)
6
,
pp. 937-959
Persistent link: https://www.econbiz.de/10013352888
Saved in:
3
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:
4
Testing PPP for the South African rand/US dollar real exchange rate at different data frequencies
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
African development review
27
(
2015
)
2
,
pp. 161-170
Persistent link: https://www.econbiz.de/10011334636
Saved in:
5
Testing the Marshall-Lerner condition in Kenya
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Mudida, …
- In:
The South African journal of economics
83
(
2015
)
2
,
pp. 253-268
Persistent link: https://www.econbiz.de/10011439870
Saved in:
6
Sources of real exchange rate volatility and international financial integration : a dynamic generalised method of moments panel approach
Caporale, Guglielmo Maria
;
Hadj Amor, Thouraya
;
Rault, …
- In:
Journal of international development : the journal of …
26
(
2014
)
6
,
pp. 810-820
Persistent link: https://www.econbiz.de/10011292486
Saved in:
7
Are the Baltic countries ready to adopt the euro? : a generalized purchasing power parity approach
Caporale, Guglielmo Maria
;
Ciferri, Davide
;
Girardi …
- In:
The Manchester School
79
(
2011
)
3
,
pp. 429-454
Persistent link: https://www.econbiz.de/10009266803
Saved in:
8
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:
9
International financial integration and real exchange rate long-run dynamics in emerging countries : some panel evidence
Caporale, Guglielmo Maria
;
Hadj Amor, Thouraya
;
Rault, …
- In:
The journal of international trade & economic development
20
(
2011
)
6
,
pp. 789-808
Persistent link: https://www.econbiz.de/10009375773
Saved in:
10
Are PPP tests erratically behaved? : some panel evidence
Caporale, Guglielmo Maria
;
Hanck, Christoph
- In:
International review of applied economics
24
(
2010
)
2
,
pp. 203-221
Persistent link: https://www.econbiz.de/10008653316
Saved in:
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