Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity
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- Guglielmo Maria Caporale & Christoph Hanck, 2009.
"Cointegration tests of PPP: do they also exhibit erratic behaviour?,"
Applied Economics Letters,
Taylor & Francis Journals, vol. 16(1), pages 9-15.
- Guglielmo Maria Caporale & Christoph Hanck, 2006. "Cointegration Tests Of Ppp:Do They Also Exhibit Erratic Behaviour?," Economics and Finance Discussion Papers 06-18, Economics and Finance Section, School of Social Sciences, Brunel University.
- Guglielmo Maria Caporale & Christoph Hanck, 2006. "Cointegration Tests of PPP: Do they also Exhibit Erratic Behaviour?," CESifo Working Paper Series 1811, CESifo Group Munich.
- Costas Anyfantakis & Guglielmo Maria Caporale & Nikitas Pittis, 2008.
"Parameter instability and forecasting performance: a Monte Carlo study,"
International Journal of Business Forecasting and Marketing Intelligence,
Inderscience Enterprises Ltd, vol. 1(1), pages 1-20.
- Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas, 2004. "Parameter Instability and Forecasting Performance. A Monte Carlo Study," Economics Series 160, Institute for Advanced Studies.
- Caporale, Guglielmo Maria & Pittis, Nikitas & Sakellis, Panayiotis, 2003. "Testing for PPP: the erratic behaviour of unit root tests," Economics Letters, Elsevier, vol. 80(2), pages 277-284, August.
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