Caporale, Guglielmo Maria
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Incoming Resources
- Contributor of5
- Parameter instability and forecasting performance, a Monte Carlo study
- A sequential test for structural breaks in the casual linkages between the G7 short-term interest rate
- Testing for changes in the long-run causal structure of cointegrated vector autoregressions
- Interest rate linkages, a Kalman filter approach to detecting structural change
- Learning about monetary union, an analysis of boundedly rational learning in European labour markets
- Creator of14
- Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of structural invariance, some Monte Carlo evidence
- The euro and inflation uncertainty in the European Monetary Union
- Long-run and cyclical dynamics in the US stock market
- The BDS test as a test for the adequacy of a GARCH (1,1) specification, a Monte Carlo study
- Panel data tests of PPP, a critical overview
- Nominal exchange rate regimes and the stochastic behaviour of real variables
- Debt sustainability and monetary union
- Modelling structural breaks in the US, UK and Japanese unemployment rates
- Black market and official exchange rates, long-run equilibrium and short-run dynamics
- Bubble finance and debt sustainability, a test of the government's intertemporal budget constraint
- The EMS and price determination in Europe
- Cointegration tests of PPP, do they also exhibit erratic behaviour?
- The seasonal cycle in the UK economy
- Some stochastic implications of the government's budget constraint, an empirical analysis