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Common features and output fluctuations in the United Kingdom
Caporale, Guglielmo Maria - In: Economic modelling 14 (1997) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001241620
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509581
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Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 583-595
Persistent link: https://www.econbiz.de/10001437434
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Modelling the Sterling-Deutschemark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000914052
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Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1995
Persistent link: https://www.econbiz.de/10000909158
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Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978635
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Unit roots vs other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978638
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Cointegration and predictability of asset prices
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978641
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Efficient estimation of cointegrating vectors and testing for causality in vector autoregressions : a survey of the theoretical literature
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978643
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Unit roots, exogeneity, and persistence : a critical overview
Caporale, Guglielmo Maria; Pittis, Nikitas - 1997
Persistent link: https://www.econbiz.de/10000954548