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Irreducibility and structural cointegrating relations : an application to the G-7 long-term interest rates
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - In: International journal of finance & economics : IJFE 6 (2001) 2, pp. 127-138
Persistent link: https://www.econbiz.de/10001574022
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Irreducibility and structural cointegration relations : an application to the G7 long-term interest rates
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2000
Persistent link: https://www.econbiz.de/10001615071
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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
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Modelling economic policy responses with an application to the G3
Caporale, Guglielmo Maria; Chui, Michael; Hall, Stephen G. - In: Annales d'économie et de statistique (2002), pp. 415-433
Persistent link: https://www.econbiz.de/10001773581
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Coordination and price shocks : an empirical analysis
Caporale, Guglielmo Maria; Chui, Michael; Hall, Stephen G. - In: Economic modelling 18 (2001) 4, pp. 569-584
Persistent link: https://www.econbiz.de/10001654125
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Modelling economic policy responses with an application to the G3
Chui, Michael; Caporale, Guglielmo Maria; Hall, Stephen G. - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726302
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Evaluating the gains to cooperation in the G-3
Caporale, Guglielmo Maria; Chui, Michael; Hall, Stephen G. - In: Empirica : journal of european economics 30 (2003) 4, pp. 337-356
Persistent link: https://www.econbiz.de/10001858669
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Fiscal consolidation : an exercise in the methodology of coordination
Caporale, Guglielmo Maria; Chui, Michael; Hall, Stephen G. - In: Journal of economic integration 20 (2005) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10003051978
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[Rezension von: Recent developments in time series, ed. by Paul Newbold and Stephen J. Leybourne]
Barassi, Marco R. - In: The economic journal : the journal of the Royal … 114 (2004) 499, pp. 553-554
Persistent link: https://www.econbiz.de/10002437165
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Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.; Horváth, Lajos; Zhao, Yuqian - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 340-349
Persistent link: https://www.econbiz.de/10012262479