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~person:"Caporale, Guglielmo Maria"
~subject:"Purchasing power parity"
~type:"article"
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Purchasing power parity
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
16
Pittis, Nikitas
3
Anderl, Christina
2
Ciferri, Davide
2
Hadj Amor, Thouraya
2
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1
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:
2
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:
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
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
Saved in:
5
Real exchange rates in Latin America : the PPP hypothesis and fractional integration
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economic development
35
(
2010
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003988042
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
Testing for PPP : the erratic behaviour of unit root tests
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Sakellis, …
- In:
Economics letters
80
(
2003
)
2
,
pp. 277-284
Persistent link: https://www.econbiz.de/10001774211
Saved in:
8
Real exchange rate effects on the balance of trade : cointegration and the Marshall-Lerner condition
Boyd, Derick A. C.
;
Caporale, Guglielmo Maria
;
Smith, Ron
- In:
International journal of finance & economics : IJFE
6
(
2001
)
3
,
pp. 187-200
Persistent link: https://www.econbiz.de/10001607383
Saved in:
9
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
Saved in:
10
Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Ekonomia : the journal of the Cyprus Economic Society
5
(
2001
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10002150483
Saved in:
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