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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. 583-596

Persistent link: https://www.econbiz.de/10006457804

Fractional cointegration and real exchange rates

Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Review of financial economics : RFE 13 (2004) 4, pp. 327-340

Persistent link: https://www.econbiz.de/10006428318

Fractional cointegration and tests of present value models

Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Review of financial economics : RFE 13 (2004) 3, pp. 245-258

Persistent link: https://www.econbiz.de/10006429911

Long-term nominal interest rates and domestic fundamentals

Caporale, Guglielmo Maria; Williams, Geoffrey - In: Review of financial economics : RFE 11 (2002) 2, pp. 119-130

Persistent link: https://www.econbiz.de/10006441412

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/10006077904

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/10006082821

Manufacturing Wage Differentials and Employment in Some Scandinavian Countries, the U.S. and the U.K. : An Analysis of Variance Approach

Caporale, Guglielmo Maria; Haq, Mohammad Fazal - In: Empirica : journal of european economics 29 (2002) 4, pp. 289-304

Persistent link: https://www.econbiz.de/10006085330

Manufacturing Wage Differentials and Employment in Some Scandinavian Countries, the U.S. and the U.K. : An Analysis of Variance Approach

Caporale, Guglielmo Maria; Haq, Mohammad Fazal - In: Empirica : journal of european economics 29 (2002) 4, pp. 289-304

Persistent link: https://www.econbiz.de/10006085576

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/10006095652

Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate

Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: International Review of Financial Analysis 29 (2013) C, pp. 1-9

This paper analyses the long-memory properties of a high-frequency financial time series dataset. It focuses on temporal aggregation and other features of the data, and how they might affect the degree of dependence of the series. Fractional integration or I(d) models are estimated with a...

Persistent link: https://www.econbiz.de/10010741740