Mallick, S. and Moore, T. (2005) 'Impact of World Bank lending in an adjustment-led growth model'. Economic Systems, 29 (4). pp. 366 - 383. ISSN: 0939-3625 Open Access Link

Moore, T. and Green, CJ. (2005) 'Other financial Institutions’ Portfolio Behaviour and Policy Implications: A Study of India'. International Economic Journal, 19 (4). pp. 543 - 561. ISSN: 1016-8737

Caporale, GM., Cerrato, M. and Spagnolo, N. (2005) 'Measuring half-lives: using a non-parametric bootstrap approach'. Applied Financial Economics Letters, 1 (1). pp. 1 - 4.

Caporale, GM., Chui, M., Hall, S. and Henry, B. (2005) 'Fiscal Consolidation: An Exercise in the Methodology of Coordination'. Journal of Economic Integration, 20. pp. 1 - 25.

Barassi, MR., Caporale, GM. and Hall, SG. (2005) 'Interest rate linkages: A Kalman filter approach to detecting structural change'. Economic Modelling, 22 (2 SPEC. ISS.). pp. 253 - 284. ISSN: 0264-9993

Caporale, GM., Philippas, N. and Pittis, N. (2004) 'Feedbacks between mutual fund flows and security returns: Evidence from the Greek capital market'. Applied Financial Economics, 14 (14). pp. 981 - 989. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2004) 'Long range dependence in daily stock returns'. Applied Financial Economics, 14 (6). pp. 375 - 383. ISSN: 0960-3107

Caporale, GM., Pittis, N. and Spagnolo, N. (2004) 'Feedbacks between stock prices and exchange rates in the East Asian markets', in Tsoukis, C., Agiomirgianakis, GM. and Biswas, T. (eds.) Aspects of Globalisation - Macroeconomic and Capital Market Linkages in an Integrated World Economy. Kluwer Academic Publishers, London. pp. 215 - 241.

Caporale, GM., Pittis, N. and Prodromidis, K. (2004) 'Budget deficits and interest rates: Ricardian Equivalence Revisited'. Brazilian Journal of Business Economics, 4 (1). pp. 43 - 61. ISSN: 1676-8000

Caporale, GM., Howells, PGA. and Soliman, AM. (2004) 'STOCK MARKET DEVELOPMENT AND ECONOMIC GROWTH: THE CAUSAL LINKAGE'. Journal Of Economic Development, 29 (1). pp. 33 - 50.

Caporale, GM. and Spagnolo, N. (2004) 'Modelling East Asian exchange rates: A Markov-switching approach'. Applied Financial Economics, 14 (4). pp. 233 - 242. ISSN: 0960-3107

Caporale, GM. and Gil-Alana, LA. (2004) 'Testing for seasonal fractional roots in German real output'. German Economic Review, 5 (3). pp. 319 - 333. ISSN: 1465-6485

Caporale, GM., Cerrato, M. and Spagnolo, N. (2004) 'MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH'.

Caporale, GM. and Gil-Alana, LA. (2004) 'Fractional cointegration and real exchange rates'. Review of Financial Economics, 13 (4). pp. 327 - 340. ISSN: 1058-3300

Caporale, GM. and Pittis, N. (2004) 'Estimator Choice and Fisher's Paradox: A Monte Carlo Study'. Econometric Reviews, 23 (1). pp. 25 - 52. ISSN: 0747-4938

Caporale, GM. and Gil-Alana, LA. (2004) 'Fractional cointegration and tests of present value models'. Review of Financial Economics, 13 (3). pp. 245 - 258. ISSN: 1058-3300

Caporale, GM., Chui, M., Hall, SG. and Henry, SGB. (2003) 'Evaluating the gains to cooperation in the G-3'. Empirica, 30 (4). pp. 337 - 356. ISSN: 0340-8744

Caporale, GM. and Spagnolo, N. (2003) 'Asset prices and output growth volatility: the effects of financial crises'. Economics Letters, 79 (1). pp. 69 - 74. ISSN: 0165-1765

Caporale, GM., Pittis, N. and Spagnolo, N. (2003) 'IGARCH models and structural breaks'. Applied Economics Letters, 10 (12). pp. 765 - 768. ISSN: 1350-4851

Caporale, GM., Pittis, N. and Sakellis, P. (2003) 'Testing for PPP: the erratic behaviour of unit root tests'. Economics Letters, 80 (2). pp. 277 - 284. ISSN: 0165-1765

Caporale, GM. and Gil-Alana, LA. (2003) 'Long memory and structural breaks in hyperinflation countries'. Journal of Economics and Finance, 27 (2). pp. 136 - 152. ISSN: 1055-0925

Caporale, GM. and Gil-Alana, LA. (2002) 'Unemployment and input prices: a fractional cointegration approach'. Applied Economics Letters, 9 (6). pp. 347 - 351. ISSN: 1350-4851

Caporale, GM., Hristov, K., Miller, J., Nenovsky, N. and Petrov, B. (2002) 'Reforming the banking system in Bulgaria', in Sevic, Z. (ed.) Banking Reforms in South-East Europe. Edward Elgar, Cheltenham, UK. pp. 219 - 239.

Caporale, GM., Chui, M., Hall, SG. and Henry, SGB. (2002) 'Modelling economic policy responses with an application to the G3'. Annales d' Economie et de Statistique, 67/68. pp. 415 - 433.

Caporale, GM. and Haq, MF. (2002) 'Manufacturing wage differentials and employment in some Scandinavian countries, the US and the UK: an analysis of variance approach'. Empirica, 29 (4). pp. 289 - 304. ISSN: 0340-8744

Caporale, GM. and Cipollini, A. (2002) 'The euro and monetary policy transparency'. Eastern Economic Journal, 28 (1). pp. 59 - 70. ISSN: 0094-5056

Caporale, GM., Pittis, N. and Spagnolo, N. (2002) 'Testing for causality-in-variance: an application to the East Asian markets'. International Journal of Finance and Economics, 7 (3). pp. 235 - 245. ISSN: 1076-9307

Caporale, GM. and Pittis, N. (2002) 'Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity'. Journal of Forecasting, 21 (3). pp. 207 - 223. ISSN: 0277-6693

Caporale, GM. and Williams, G. (2002) 'Long-term nominal interest rates and domestic fundamentals'. Review of Financial Economics, 11 (2). pp. 119 - 130. ISSN: 1058-3300

Caporale, GM. and Gil-Alana, LA. (2002) 'Fractional integration and mean reversion in stock prices'. Quarterly Review of Economics and Finance, 42 (3). pp. 599 - 609. ISSN: 1062-9769

Arestis, P., Caporale, GM. and Cipollini, A. (2002) 'Does inflation targeting affect the trade-off between output gap and inflation variability?'. Manchester School, 70 (4). pp. 528 - 545. ISSN: 1463-6786

Caporale, GM., Katsimi, M. and Pittis, N. (2002) 'Causality links between consumer and producer prices: Some empirical evidence'. Southern Economic Journal, 68 (3). pp. 703 - 711. ISSN: 0038-4038

Caporale, GM., Hall, SG., Urga, G. and Williams, G. (2001) 'Aggregate money demand functions in five industrial countries: are they cointegrated?'. Estudos Econômicos, 31 (2). pp. 395 - 423. ISSN: 0101-4161

Caporale, GM., Kalyvitis, S. and Pittis, N. (2001) 'Testing for PPP and UIP in a FIML framework: some evidence for Germany and Japan'. Journal of Policy Modeling, 23 (6). pp. 637 - 650. ISSN: 0161-8938

Boyd, D., Caporale, GM. and Smith, R. (2001) 'Real exchange rate effects on the balance of trade: Cointegration and the Marshall-Lerner condition'. International Journal of Finance and Economics, 6 (3). pp. 187 - 200. ISSN: 1076-9307

Caporale, GM. and Pittis, N. (2001) 'Revisiting the long-run relationship between real exchange rates and real interest differentials: a productivity differential approach'. Ekonomia, 5 (2). pp. 155 - 177. ISSN: 1025-5508

Caporale, GM. and Pittis, N. (2001) 'Parameter instability, superexogeneity and the monetary model of the exchange rate'. Review of World Economics, 137 (3). pp. 501 - 524. ISSN: 1610-2878

Barassi, M., Caporale, GM. and Hall, S. (2001) 'Irreducibility and structural cointegrating relations: an application to the G-7 long-term interest rates'. International Journal of Finance and Economics, 6 (2). pp. 127 - 138. ISSN: 1076-9307

Caporale, GM., Haq, MF. and Pearlman, J. (2001) 'Determinants of productivity growth: some international evidence'. Estudos Econômicos, 31 (3). pp. 587 - 602. ISSN: 0101-4161

Caporale, GM. and Pittis, N. (2001) 'Persistence in macroeconomic time series: is it a model invariant property?'. Revista de Economía del Rosario, 4 (2). pp. 117 - 142. ISSN: 0123-5362

Caporale, GM., Chui, M., Hall, SG. and Henry, SGB. (2001) 'Coordination and price shocks: an empirical analysis'. Economic Modelling, 18 (4). pp. 569 - 584. ISSN: 0264-9993

Caporale, GM. and Williams, G. (2001) 'Bond Markets and Macroeconomic Performance'. Zagreb International Review of Economics and Business, 4 (1). pp. 27 - 44.

Caporale, GM. and Howells, P. (2001) 'Money, credit and spending: Drawing causal inferences'. Scottish Journal of Political Economy, 48 (5). pp. 547 - 557. ISSN: 0036-9292

Caporale, GM. and Williams, G. (2001) 'Monetary policy and financial liberalization: the case of United Kingdom consumption'. Journal of Macroeconomics, 23 (2). pp. 177 - 197. ISSN: 0164-0704

Caporale, GM. and Williams, G. (2000) 'International Linkages in Short- and Long-Term Interest Rates'. Zagreb International Review of Economics and Business, 3 (2). pp. 39 - 61.

Kyriacou, K. and Mase, B. (2000) 'Rolling settlement and market liquidity'. Applied Economics, 32 (8). pp. 1029 - 1036. ISSN: 0003-6846

Caporale, GM. and Pittis, N. (1999) 'Efficient estimation of cointegrating vectors and testing for causality in vector autoregressions'. Journal of Economic Surveys, 13 (1). pp. 30 - 35. ISSN: 0950-0804

Caporale, GM., Pittis, N. and Prodromidis, K. (1999) 'Is Europe an optimum currency area? Business cycles in the EU'. Journal of Economic Integration, 14 (2). pp. 169 - 202. ISSN: 1225-651X

Caporale, GM. and Pittis, N. (1999) 'Unit root testing using covariates: some theory and evidence'. Oxford Bulletin of Economics and Statistics, 61 (4). pp. 583 - 595. ISSN: 0305-9049

Kyriacou, K. and Sarno, L. (1999) 'The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence'. Journal of Futures Markets, 19 (3). pp. 245 - 270. ISSN: 0270-7314

Caporale, GM. and Chui, MKF. (1999) 'Estimating income and price elasticities of trade in a cointegration framework'. Review of International Economics, 7 (2). pp. 254 - 264. ISSN: 0965-7576