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Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria - 2004
Persistent link: https://www.econbiz.de/10002139613
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Parameter instability and forecasting performance : a Monte Carlo study
Anyfantakis, Costas; Caporale, Guglielmo Maria; Pittis, … - 2004
Persistent link: https://www.econbiz.de/10002139996
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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
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A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - In: Open economies review 16 (2005) 2, pp. 107-133
Persistent link: https://www.econbiz.de/10002756312
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Endogenous growth models and stock market development : evidence from four countries
Caporale, Guglielmo Maria; Howells, Peter G. A.; … - In: Review of development economics 9 (2005) 2, pp. 166-176
Persistent link: https://www.econbiz.de/10002809730
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The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria; Ntantamis, Christos; … - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 282-309
Persistent link: https://www.econbiz.de/10002811388
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Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Applied financial economics 14 (2004) 4, pp. 233-242
Persistent link: https://www.econbiz.de/10001939262
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Estimator choice and Fisherś paradox : a Monte Carlo study
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Econometric reviews 23 (2004) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10001944682
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Panel data tests of PPP: a critical overview
Caporale, Guglielmo Maria; Cerrato, Mario - In: Applied financial economics 16 (2006) 1, pp. 73-92
Persistent link: https://www.econbiz.de/10007635914
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Inflation Convergence in the EMS: Some Additional Evidence. A Reply
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 131 (1995) 3, pp. 587-593
Persistent link: https://www.econbiz.de/10006591327