Caporale, Guglielmo Maria

IHS Series

Caporale, Guglielmo Maria and Cerrato, Mario (July 2004) Panel Data Tests of PPP: A Critical Overview. Former Series > Working Paper Series > IHS Economics Series 159

Anyfantakis, Costas; Caporale, Guglielmo Maria and Pittis, Nikitas (July 2004) Parameter Instability and Forecasting Performance: A Monte Carlo Study. Former Series > Working Paper Series > IHS Economics Series 160

Caporale, Guglielmo Maria; Ntantamis, Christos; Pantelidis, Theologos and Pittis, Nikitas (May 2004) The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study. Former Series > Working Paper Series > IHS Economics Series 156

Caporale, Guglielmo Maria and Gil-Alana, Luis A. (May 2004) Long-run and Cyclical Dynamics in the US Stock Market. Former Series > Working Paper Series > IHS Economics Series 155

Caporale, Guglielmo Maria and Pittis, Nikitas (May 2004) Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance: Some Monte Carlo Evidence. Former Series > Working Paper Series > IHS Economics Series 157