Caporale Guglielmo Maria

Guglielmo Maria Caporale

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Found 3 papers in total
Long-Run and Cyclical Dynamics in the US Stock Market
Long-Run and Cyclical Dynamics in the US Stock Market
2014
This paper uses fractional integration to examine the long‐run dynamics and...
Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
2002
This paper stresses the restrictive nature of the standard unit root/cointegration...
Causality and forecasting in incomplete systems
Causality and forecasting in incomplete systems
1997
In this paper, we examine how causality inference and forecasting within a bivariate...
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