Guglielmo Maria Caporale

Available identifiers

zbMath Open caporale.guglielmo-mariaDBLP16/4700WikidataQ29901738 ScholiaQ29901738MaRDI QIDQ746211

List of research outcomes

Publication	Date of Publication	Type
Sea-Ice-Extent and Snow-Cover-Extent	2025-02-04	Dataset
Trends in the Sea Ice and Snow Cover Extent: a Fractional Integration Analysis	2025-02-04	Dataset
Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations	2023-02-22	Paper
Trends and cycles in macro series: The case of US real GDP	2023-01-06	Paper
HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES?	2021-07-08	Paper
Financial integration in the GCC region: market size versus national effects	2021-04-08	Paper
Infant mortality rates: time trends and fractional integration	2020-11-04	Paper
Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries	2020-09-30	Paper
Long memory and data frequency in financial markets	2020-04-27	Paper
Deterministic versus stochastic seasonal fractional integration and structural breaks	2015-10-16	Paper
Modelling long-run trends and cycles in financial time series data	2013-10-09	Paper
Testing for PPP: the erratic behaviour of unit root tests	2013-01-01	Paper
Asset prices and output growth volatility: the effects of financial crises	2012-12-27	Paper
Fractional integration and data frequency	2010-04-08	Paper
Using Chebyshev polynomials to approximate partial differential equations	2010-03-15	Paper
A multivariate long-memory model with structural breaks	2009-10-27	Paper
Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks	2009-06-16	Paper
https://portal.mardi4nfdi.de/entity/Q3528549	2008-10-17	Paper
The stochastic unit root model and fractional integration: An extension to the seasonal case	2008-06-18	Paper
A comparison between tests for changes in the adjustment coefficients in cointegrated systems	2008-04-10	Paper
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates	2005-12-02	Paper
Estimator Choice and Fisher's Paradox: A Monte Carlo Study	2004-02-26	Paper
Persistence in real variables under alternative exchange rate regimes. Some multi-country evidence	1994-07-03	Paper

Research outcomes over time

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