Showing results 154 to 173 of 281
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| Issue Date | Title | Author(s) |
| 2006 | Modelling structural breaks in the US, UK and Japanese unemployment rates | Caporale, GM; Gil-Alana, LA |
| 21-Dec-2018 | Modelling volatility of cryptocurrencies using Markov-Switching GARCH models | Caporale, GM; Zekokh, T |
| 27-May-2020 | Momentum effects in the cryptocurrency market after one-day abnormal returns | Caporale, GM; Plastun, A |
| 2018 | Monetary policy rules in emerging countries: is there an augmented nonlinear Taylor rule? | Caporale, GM; Helmi, MH; Catik, AN; Menla Ali, F; Akdeniz, C |
| 2009 | Multi-factor gegenbauer processes and european inflation rates | Caporale, GM; Gil-Alana, LA |
| 2008 | Multiple cyclical fractional structures in financial time series | Caporale, GM; Gil-Alana, LA |
| 2008 | Multiple shifts and fractional integration in the us and uk unemployment rates | Caporale, GM; Gil-Alana, LA |
| 2007 | A Multivariate Long-Memory Model with Structural Breaks | Caporale, GM; Gil-Alana, LA |
| 2007 | A multivariate long-memory model with structural breaks | Caporale, GM; Gil-Alana, LA |
| 2004 | Nelson And Plosser Revisited: Evidence From Fractional Arima Models | Caporale, GM; Gil-Alana, LA |
| 2014 | The nexus between prices, employment and output growth: a global and national evidence | Caporale, GM; Skare, M |
| 5-Jul-2023 | Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks | Caporale, GM; Gil-Alana, LA |
| 2018 | A non-linear analysis of Gibson’s paradox | Caporale, GM; Skare, M |
| 2005 | Non-Linearities And Fractional Integration In The Us Unemployment Rate | Caporale, GM; Gil-Alana, LA |
| 2004 | Non-Linearities And Fractional Integration In The Us Unemployment Rate | Caporale, GM; Gil-Alana, LA |
| 9-Mar-2021 | Non-linearities and persistence in US long-run interest rates | Caporale, GM; Gil-Alana, LA; Martin-Valmayor, M |
| 17-Oct-2019 | Non-linearities, cyber attacks and cryptocurrencies | Caporale, GM; Kang, W-Y; Spagnolo, F; Spagnolo, N |
| 2007 | Non-normality and recursive unit root test for PPP: Solving the PPP puzzle? | Caporale, GM; Gregoriou, A |
| 10-Aug-2021 | Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations | Anderl, C; Caporale, GM |
| 22-Oct-2022 | Nonlinearities in the exchange rate pass-through: the role of inflation expectations | Anderl, C; Caporale, GM |
