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Professor Guglielmo Maria Caporale
Professor - Economics and Finance

Eastern Gateway 202A

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Caporale, GM. and Henry, SGB. (1998) 'The gains from international policy coordination'. Economic Outlook, 22 (2). pp. 4 - 9. ISSN: 0140-489X

Journal article

Caporale, GM., Hassapis, C. and Pittis, N. (1998) 'Unit roots and long-run causality: Investigating the relationship between output, money and interest rates'. Economic Modelling, 15 (1). pp. 91 - 112. ISSN: 0264-9993

Journal article

Caporale, GM. and Pittis, N. (1998) 'Term structure and interest differentials as predictors of future inflation changes and inflation differentials'. Applied Financial Economics, 8 (6). pp. 615 - 625. ISSN: 0960-3107

Journal article

Caporale, GM., Hassapis, C. and Pittis, N. (1998) 'Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns'. Journal of Policy Modeling, 20 (5). pp. 581 - 601. ISSN: 0161-8938

Journal article

Caporale, GM. and Williams, G. (1998) 'Can interest rate policy be independent?'. Economic Outlook, 22 (4). pp. 10 - 15. ISSN: 0140-489X

Journal article

Caporale, GM. and Pittis, N. (1997) 'Sterling's relationship with the Deutschemark: a probabilistic reduction approach', in Karadeloglou, P. (ed.) Exchange Rate Policy in Europe. MacMillan, London. pp. 45 - 59.

Book chapter

Caporale, GM. (1997) 'Some stochastic implications of the government's budget constraint: an empirical analysis', in Capros, P. and Meulders, D. (eds.) Budgetary Policy Modelling. Routledge, London. pp. 78 - 101.

Book chapter

Barrell, R., Caporale, GM., Hall, S. and Garratt, A. (1997) 'Learning about Monetary Union: An analysis of bounded rational learning in European labor markets'. Journal of Policy Modeling, 19 (5). pp. 469 - 489. ISSN: 0161-8938

Journal article

Caporale, GM. (1997) 'Sectoral shocks and business cycles: A disaggregated analysis of output fluctuations in the UK'. Applied Economics, 29 (11). pp. 1477 - 1482. ISSN: 0003-6846

Journal article

Caporale, GM. and Pittis, N. (1997) 'Domestic and external factors in interest rate determination'. Applied Financial Economics, 7 (5). pp. 465 - 471. ISSN: 0960-3107

Journal article

Caporale, GM. (1997) 'Common features and output fluctuations in the United Kingdom'. Economic Modelling, 14 (1). pp. 1 - 9. ISSN: 0264-9993

Journal article

Caporale, GM. and Pittis, N. (1997) 'Causality and forecasting in incomplete systems'. Journal of Forecasting, 16 (6). pp. 425 - 437. ISSN: 0277-6693

Journal article

Caporale, GM. and Pittis, N. (1996) 'Testing for unbiasedness of term structure and interest differentials as predictors of future inflation changes and inflation differentials'. Canadian Journal of Economics / Revue Canadienne d'Économique, 29. pp. S565 - S569. ISSN: 0008-4085

Journal article

Caporale, GM., Kalyvitis, S. and Pittis, N. (1996) 'Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS'. Journal of Macroeconomics, 18 (4). pp. 693 - 714. ISSN: 0164-0704

Journal article

Caporale, GM. (1996) 'Testing for superexogeneity of wage equations'. Applied Economics, 28 (6). pp. 663 - 672. ISSN: 0003-6846

Journal article

Caporale, GM. and Pittis, N. (1996) 'Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails'. Economic Modelling, 13 (1). pp. 1 - 14. ISSN: 0264-9993

Journal article

Caporale, GM. and Pittis, N. (1995) 'Interest rate linkages within the European monetary system: An alternative interpretation'. Applied Economics Letters, 2 (2). pp. 45 - 47. ISSN: 1350-4851

Journal article

Caporale, GM. and Pittis, N. (1995) 'Inflation convergence in the EMS:some additional evidence - A reply'. Review of World Economics, 131 (3). pp. 587 - 593. ISSN: 1610-2878

Journal article

Caporale, GM., Hassapis, C. and Pittis, N. (1995) 'Excess returns in the EMS: do 'weak' currencies still exist after the widening of the fluctuation bands?'. Review of World Economics, 131 (2). pp. 326 - 338. ISSN: 1610-2878

Journal article

Caporale, GM. (1995) 'Bubble finance and debt sustainability: a test of the government's intertemporal budget constraint'. Applied Economics, 27 (12). pp. 1135 - 1143. ISSN: 0003-6846

Journal article

Caporale, GM. and Pittis, N. (1995) 'Nominal exchange rate regimes and the stochastic behavior of real variables'. Journal of International Money and Finance, 14 (3). pp. 395 - 415. ISSN: 0261-5606

Journal article

Barrell, R., Caporale, GM., Hall, SG. and Garratt, A. (1994) 'Learning about monetary union: an analysis of bounded rational learning in European labour markets', in Hall, SG. (ed.) Applied Economic Forecasting Techniques. Harvester Wheatsheaf, London. pp. 173-190 - 173-190.

Book chapter

Barrell, R., Caporale, GM. and Sefton, J. (1994) 'Prospects for European unemployment', in Michie, J. and Grieve Smith, J. (eds.) Unemployment in Europe. Academic Press, Cambridge. pp. 32 - 44.

Book chapter

Caporale, GM. and Pittis, N. (1994) 'Persistence in realvariables under alternative exchange rate regimes - Somemulti-country evidence'. Economics Letters, 45 (1). pp. 93 - 102. ISSN: 0165-1765

Journal article

Caporale, GM. (1994) 'The measurement of productivity and marketstructure in the UK'. Bulletin of Economic Research, 46 (1). pp. 61 - 70. ISSN: 0307-3378

Journal article

Caporale, GM. (1993) 'Productivity shocks and business cycles'. Applied Economics, 25 (8). pp. 1065 - 1070. ISSN: 0003-6846

Journal article

Caporale, GM. and Pittis, N. (1993) 'Common stochastic trends and inflation convergence in the EMS'. Review of World Economics, 129 (2). pp. 207 - 215. ISSN: 1610-2878

Journal article

Caporale, GM. (1993) 'Is Europe an optimum currency area? Symmetricversus asymmetric shocks in the EC'. National Institute Economic Review, 144 (2). pp. 95 - 103. ISSN: 0027-9501

Journal article

Barrell, R., Anderton, R., Caporale, GM. and In’t Veld, JW. (1993) 'The World Economy'. National Institute Economic Review, 145 (1). pp. 43 - 63. ISSN: 0027-9501

Journal article

Barrell, R., Anderton, R., Caporale, GM. and In't Veld, JW. (1993) 'The World Economy'. National Institute Economic Review, 143 (1). pp. 27 - 53. ISSN: 0027-9501

Journal article

Barrell, R., Anderton, R., Caporale, GM. and In't Veld, JM. (1993) 'The World Economy'. National Institute Economic Review, 144 (1). pp. 33 - 54. ISSN: 0027-9501

Journal article

Barrell, R., Anderton, R., Caporale, G. and In't Veld, J. (1992) 'The World Economy'. National Institute Economic Review, 142 (1). pp. 34 - 62. ISSN: 0027-9501

Journal article

Caporale, GM. (1992) 'Fiscal solvency in Europe: budget deficits andgovernment debt under European Monetary Union'. National Institute Economic Review, 140 (2). pp. 69 - 77. ISSN: 0027-9501

Journal article

Anderton, R., Barrell, R. and Caporale, G. (1992) 'The World Economy'. National Institute Economic Review, 139 (1). pp. 27 - 45. ISSN: 0027-9501

Journal article