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Sectoral shocks and business cycles : a disaggregated analysis of output fluctuations in the UK

Caporale, Guglielmo Maria - 1994

Persistent link: https://www.econbiz.de/10000914029

Is Europe an optimum currency area? : Business cycles in the EU

Caporale, Guglielmo Maria; Pittis, Nikitas; … - In: Journal of economic integration 14 (1999) 2, pp. 169-202

Persistent link: https://www.econbiz.de/10001378822

Loan loss provisions and macroeconomic shocks : some empirical evidence for italian banks during the crisis

Caporale, Guglielmo Maria; Alessi, Matteo; Di Colli, Stefano - In: Finance research letters 25 (2018), pp. 239-243

Persistent link: https://www.econbiz.de/10012003547

Persistence and cyclical dependence in the monthly euribor rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economics and finance 40 (2016) 1, pp. 157-171

Persistent link: https://www.econbiz.de/10011589974

Bank lending procyclicality and credit quality during financial crises

Caporale, Guglielmo Maria; Di Colli, Stefano; Lopez, … - In: Economic modelling 43 (2014), pp. 142-157

Persistent link: https://www.econbiz.de/10010502192

Persistence and cycles in US hours worked

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 504-511

Persistent link: https://www.econbiz.de/10010418982

Trends and cycles in macro series : the case of US real GDP

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017

In this paper we propose a new modelling framework for the analysis of macro series that includes both stochastic trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US macro series, namely annual and quarterly real GDP and GDP...

Persistent link: https://www.econbiz.de/10011746636

Trends and cycles in macro series : the case of US real GDP

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017

Persistent link: https://www.econbiz.de/10011750067

How do fiscal consolidation and fiscal stimuli impact on the synchronization of business cycles?

Agnello, Luca; Caporale, Guglielmo Maria; Sousa, Ricardo M. - In: Bulletin of economic research 69 (2017) 4, pp. 309-329

Persistent link: https://www.econbiz.de/10011778594

Persistence and cycles in the us federal funds rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 52 (2017), pp. 1-8

Persistent link: https://www.econbiz.de/10011868684