Causality links between Consumer and Producer Prices: Some Empirical Evidence.
- Published in:
- Southern Economic Journal, 2002, v. 68, n. 3, p. 703, doi. 10.2307/1061728
- By:
- Publication type:
- Article
Works by Caporale, Guglielmo Maria
Results: 147
1
2
ARE THE BALTIC COUNTRIES READY TO ADOPT THE EURO? A GENERALIZED PURCHASING POWER PARITY APPROACH.
- Published in:
- Manchester School (1463-6786), 2011, v. 79, n. 3, p. 429, doi. 10.1111/j.1467-9957.2009.02158.x
- By:
- Publication type:
- Article
3
FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS.
- Published in:
- Manchester School (1463-6786), 2005, v. 73, n. 6, p. 737, doi. 10.1111/j.1467-9957.2005.00475.x
- By:
- Publication type:
- Article
4
DOES INFLATION TARGETING AFFECT THE TRADE-OFF BETWEEN OUTPUT GAP AND INFLATION VARIABILITY?
- Published in:
- Manchester School (1463-6786), 2002, v. 70, n. 4, p. 528, doi. 10.1111/1467-9957.00299
- By:
- Publication type:
- Article
5
Some new evidence using fractional integration about trends, breaks and persistence in polar amplification.
- Published in:
- Scientific Reports, 2025, v. 15, n. 1, p. 1, doi. 10.1038/s41598-025-92990-x
- By:
- Publication type:
- Article
6
Can Interest Rate Policy be Independent?
- Published in:
- Economic Outlook, 1998, v. 22, n. 4, p. 10, doi. 10.1111/1468-0319.00134
- By:
- Publication type:
- Article
7
The Gains from International Policy Coordination.
- Published in:
- Economic Outlook, 1998, v. 22, n. 2, p. 4, doi. 10.1111/1468-0319.00109
- By:
- Publication type:
- Article
8
UK consumer spending: Prospects for the late 1990s.
- Published in:
- Economic Outlook, 1997, v. 22, n. 1, p. 12
- By:
- Publication type:
- Article
9
Gold and silver as safe havens: A fractional integration and cointegration analysis.
- Published in:
- PLoS ONE, 2023, v. 18, n. 3, p. 1, doi. 10.1371/journal.pone.0282631
- By:
- Publication type:
- Article
10
Fractional Integration and the Persistence of UK Inflation, 1210–2016.
- Published in:
- Economic Papers, 2020, v. 39, n. 2, p. 162, doi. 10.1111/1759-3441.12275
- By:
- Publication type:
- Article
11
Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations.
- Published in:
- Open Economies Review, 2022, v. 33, n. 4, p. 705, doi. 10.1007/s11079-021-09640-8
- By:
- Publication type:
- Article
12
Financial Integration in the GCC Region: Market Size Versus National Effects.
- Published in:
- Open Economies Review, 2020, v. 31, n. 2, p. 309, doi. 10.1007/s11079-019-09554-6
- By:
- Publication type:
- Article
13
A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates.
- Published in:
- Open Economies Review, 2005, v. 16, n. 2, p. 107, doi. 10.1007/s11079-005-5871-5
- By:
- Publication type:
- Article
14
Nonlinearities and Fractional Integration in the US Unemployment Rate.
- Published in:
- Oxford Bulletin of Economics & Statistics, 2007, v. 69, n. 4, p. 521, doi. 10.1111/j.1468-0084.2007.00449.x
- By:
- Publication type:
- Article
15
Unit Root Testing Using Covariates: Some Theory and Evidence.
- Published in:
- Oxford Bulletin of Economics & Statistics, 1999, v. 61, n. 4, p. 583, doi. 10.1111/1468-0084.00145
- By:
- Publication type:
- Article
16
Persistence in high frequency financial data: the case of the EuroStoxx 50 futures prices.
- Published in:
- Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2302639
- By:
- Publication type:
- Article
17
Tourism persistence in the Southeastern European countries: The impact of covid-19.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2280349
- By:
- Publication type:
- Article
18
Witching days and abnormal profits in the us stock market.
- Published in:
- Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2182016
- By:
- Publication type:
- Article
19
The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis.
- Published in:
- Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2159736
- By:
- Publication type:
- Article
20
Persistence in the Realized Betas: Some Evidence from the Stock Market.
- Published in:
- Journal of Risk & Financial Management, 2024, v. 17, n. 4, p. 149, doi. 10.3390/jrfm17040149
- By:
- Publication type:
- Article
21
Brexit and Uncertainty in Financial Markets.
- Published in:
- International Journal of Financial Studies, 2018, v. 6, n. 1, p. 21, doi. 10.3390/ijfs6010021
- By:
- Publication type:
- Article
22
Analysing the relationship between CO<sub>2</sub> emissions and GDP in China: a fractional integration and cointegration approach.
- Published in:
- Journal of Innovation & Entrepreneurship, 2021, v. 10, n. 1, p. 1, doi. 10.1186/s13731-021-00173-5
- By:
- Publication type:
- Article
23
Sectoral shocks and business cycles: A disaggregated analysis of output fluctuations in the UK.
- Published in:
- Applied Economics, 1997, v. 29, n. 11, p. 1477, doi. 10.1080/000368497326309
- By:
- Publication type:
- Article
24
Time Trends and Persistence in US Sea Level Data: An Investigation Using Fractional Integration Methods.
- Published in:
- International Journal of Environmental Research, 2022, v. 16, n. 3, p. 1, doi. 10.1007/s41742-022-00397-7
- By:
- Publication type:
- Article
25
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach.
- Published in:
- Applied Economics, 2023, v. 55, n. 3, p. 283, doi. 10.1080/00036846.2022.2086686
- By:
- Publication type:
- Article
26
Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries.
- Published in:
- Applied Economics, 2021, v. 53, n. 43, p. 5018, doi. 10.1080/00036846.2021.1912700
- By:
- Publication type:
- Article
27
Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91-Day Treasury Bill Rate.
- Published in:
- Journal of International Development, 2016, v. 28, n. 2, p. 214, doi. 10.1002/jid.3013
- By:
- Publication type:
- Article
28
SOURCES OF REAL EXCHANGE RATE VOLATILITY AND INTERNATIONAL FINANCIAL INTEGRATION: A DYNAMIC GENERALISED METHOD OF MOMENTS PANEL APPROACH.
- Published in:
- Journal of International Development, 2014, v. 26, n. 6, p. 810, doi. 10.1002/jid.1851
- By:
- Publication type:
- Article
29
Exchange rate parities and Taylor rule deviations.
- Published in:
- Empirical Economics, 2022, v. 63, n. 4, p. 1809, doi. 10.1007/s00181-021-02192-3
- By:
- Publication type:
- Article
30
Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis.
- Published in:
- Empirical Economics, 2021, v. 60, n. 2, p. 539, doi. 10.1007/s00181-019-01783-5
- By:
- Publication type:
- Article
31
The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis.
- Published in:
- Empirical Economics, 2018, v. 55, n. 3, p. 913, doi. 10.1007/s00181-017-1297-3
- By:
- Publication type:
- Article
32
PERSISTENCE IN EUROPEAN STOCK MARKET RETURNS AND VOLATILITY.
- Published in:
- International Journal of Business & Economics (IJBE), 2024, v. 9, n. 1, p. 56, doi. 10.58885/ijbe.v09i1.56.gc
- By:
- Publication type:
- Article
33
Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts.
- Published in:
- Manchester School (1463-6786), 2023, v. 91, n. 3, p. 171, doi. 10.1111/manc.12434
- By:
- Publication type:
- Article
34
LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH*.
- Published in:
- Manchester School (1463-6786), 2013, v. 81, n. 6, p. 925, doi. 10.1111/j.1467-9957.2012.02330.x
- By:
- Publication type:
- Article
35
Modelling long-run trends and cycles in financial time series data.
- Published in:
- Journal of Time Series Analysis, 2013, v. 34, n. 3, p. 405, doi. 10.1111/jtsa.12010
- By:
- Publication type:
- Article
36
The stochastic unit root model and fractional integration: An extension to the seasonal case.
- Published in:
- Applied Stochastic Models in Business & Industry, 2007, v. 23, n. 5, p. 439, doi. 10.1002/asmb.683
- By:
- Publication type:
- Article
37
Non-linearities and persistence in US long-run interest rates.
- Published in:
- Applied Economics Letters, 2022, v. 29, n. 4, p. 366, doi. 10.1080/13504851.2021.1897511
- By:
- Publication type:
- Article
38
Modelling African inflation rates: nonlinear deterministic terms and long-range dependence.
- Published in:
- Applied Economics Letters, 2015, v. 22, n. 5, p. 421, doi. 10.1080/13504851.2014.946181
- By:
- Publication type:
- Article
39
Persistence and long memory in monetary policy spreads.
- Published in:
- Applied Economics, 2024, v. 56, n. 20, p. 2422, doi. 10.1080/00036846.2023.2186371
- By:
- Publication type:
- Article
40
Fractional integration and data frequency.
- Published in:
- Journal of Statistical Computation & Simulation, 2010, v. 80, n. 2, p. 121, doi. 10.1080/00949650802527487
- By:
- Publication type:
- Article
41
A multivariate long-memory model with structural breaks.
- Published in:
- Journal of Statistical Computation & Simulation, 2009, v. 79, n. 8, p. 1001, doi. 10.1080/00949650802087011
- By:
- Publication type:
- Article
42
A comparison between tests for changes in the adjustment coefficients in cointegrated systems.
- Published in:
- Journal of Statistical Computation & Simulation, 2008, v. 78, n. 1, p. 1, doi. 10.1080/10629360600926958
- By:
- Publication type:
- Article
43
Shadow rates as a measure of the monetary policy stance: Some international evidence.
- Published in:
- Scottish Journal of Political Economy, 2023, v. 70, n. 5, p. 399, doi. 10.1111/sjpe.12343
- By:
- Publication type:
- Article
44
Time-Varying Spot and Futures Oil Price Dynamics.
- Published in:
- Scottish Journal of Political Economy, 2014, v. 61, n. 1, p. 78, doi. 10.1111/sjpe.12035
- By:
- Publication type:
- Article
45
Money, Credit and Spending: Drawing Causal Inferences.
- Published in:
- Scottish Journal of Political Economy, 2001, v. 48, n. 5, p. 547, doi. 10.1111/1467-9485.00214
- By:
- Publication type:
- Article
46
Functional shocks to inflation expectations and real interest rates and their macroeconomic effects.
- Published in:
- Review of World Economics, 2024, v. 160, n. 4, p. 1543, doi. 10.1007/s10290-024-00538-4
- By:
- Publication type:
- Article
47
On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries.
- Published in:
- Review of World Economics, 2009, v. 145, n. 2, p. 189, doi. 10.1007/s10290-009-0011-8
- By:
- Publication type:
- Article
48
Are PPP tests erratically behaved? Some panel evidence.
- Published in:
- International Review of Applied Economics, 2010, v. 24, n. 2, p. 203, doi. 10.1080/02692170903424331
- By:
- Publication type:
- Article
49
Infant mortality rates: time trends and fractional integration.
- Published in:
- Journal of Applied Statistics, 2015, v. 42, n. 3, p. 589, doi. 10.1080/02664763.2014.980785
- By:
- Publication type:
- Article
50
LONG MEMORY IN UK REAL GDP, 1851-2013: AN ARFIMA-FIGARCH ANALYSIS.
- Published in:
- Transformations in Business & Economics, 2018, v. 17, n. 1, p. 255
- By:
- Publication type:
- Article