The following pages link to Guglielmo Maria Caporale (Q746211):
Displaying 23 items.
- Deterministic versus stochastic seasonal fractional integration and structural breaks (Q746213) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- Persistence in real variables under alternative exchange rate regimes. Some multi-country evidence (Q1328006) (← links)
- Asset prices and output growth volatility: the effects of financial crises (Q1925985) (← links)
- Testing for PPP: the erratic behaviour of unit root tests (Q1927348) (← links)
- Using Chebyshev polynomials to approximate partial differential equations (Q2268983) (← links)
- A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates (Q2574863) (← links)
- Financial integration in the GCC region: market size versus national effects (Q2661804) (← links)
- Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations (Q2685474) (← links)
- Modelling long-run trends and cycles in financial time series data (Q2852600) (← links)
- The stochastic unit root model and fractional integration: An extension to the seasonal case (Q3505205) (← links)
- (Q3528549) (← links)
- A multivariate long-memory model with structural breaks (Q3638531) (← links)
- Estimator Choice and Fisher's Paradox: A Monte Carlo Study (Q4451550) (← links)
- HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? (Q4998331) (← links)
- Long memory and data frequency in financial markets (Q5107421) (← links)
- Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries (Q5124734) (← links)
- Infant mortality rates: time trends and fractional integration (Q5130179) (← links)
- Fractional integration and data frequency (Q5306326) (← links)
- A comparison between tests for changes in the adjustment coefficients in cointegrated systems (Q5457920) (← links)
- Trends and cycles in macro series: The case of US real GDP (Q5870183) (← links)
- Sea-Ice-Extent and Snow-Cover-Extent (Q6710285) (← links)
- Trends in the Sea Ice and Snow Cover Extent: a Fractional Integration Analysis (Q6710287) (← links)
