Narrow search
Showing 221 - 230 of 2,133
Cover Image
Persistence in macroeconomic time series : is it a model invariant property?
Caporale, Guglielmo Maria; Pittis, Nikitas - 1996
Persistent link: https://www.econbiz.de/10000929119
Cover Image
Testing for PPP and UIP in a FIML framework : some evidence for Germany and Japan
Caporale, Guglielmo Maria - 1995
Persistent link: https://www.econbiz.de/10000931796
Cover Image
Sterling's relationship with the Deutschmark : a probabilistic reduction approach
Caporale, Guglielmo Maria - In: Exchange rate policy in Europe, (pp. 45-59). 1997
Persistent link: https://www.econbiz.de/10001298342
Cover Image
Domestic and external factors in interest rate determination
Caporale, Guglielmo Maria - In: Applied financial economics 7 (1997) 5, pp. 465-471
Persistent link: https://www.econbiz.de/10001229845
Cover Image
Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria - In: Journal of forecasting 16 (1997) 6, pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
Cover Image
Efficient estimation of cointegration vectors and testing for causality in vector autoregressions
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Journal of economic surveys 13 (1999) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10001255599
Cover Image
Cointegration and predictability of asset prices
Caporale, Guglielmo Maria - In: Journal of international money and finance 17 (1998) 3, pp. 441-453
Persistent link: https://www.econbiz.de/10001246598
Cover Image
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria - In: Journal of policy modeling : JPMOD ; a social science … 20 (1998) 5, pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Cover Image
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Cover Image
Term structure and interest differentials as predictors of future inflation changes and inflation differentials
Caporale, Guglielmo Maria - In: Applied financial economics 8 (1998) 6, pp. 615-625
Persistent link: https://www.econbiz.de/10001253334