CESifo Research Network Fellow

Guglielmo Maria Caporale

Director

Brunel University London

Centre for Empirical Finance

UB8 3PH, Uxbridge, Middlesex, United Kingdom

WWW: Website

Affiliated Research Network Area

Macro, Money, and International Finance

Fields of Interest

International Finance
Mathematical and Quantitive Methods

CESifo Working Papers

Polar Amplification: A Fractional Integration Analysis

Guglielmo Maria Caporale, Luis Alberiko Gil-Alana, Nieves Carmona-González
CESifo, Munich, 2024
CESifo Working Paper No. 11073

Functional Oil Price Expectations Shocks and Inflation

Christina Anderl, Guglielmo Maria Caporale
CESifo, Munich, 2024
CESifo Working Paper No. 10998

Global Food Prices and Inflation

Christina Anderl, Guglielmo Maria Caporale
CESifo, Munich, 2024
CESifo Working Paper No. 10992

Cooperative Credit Banks and Economic Fluctuations: The Italian Case

Guglielmo Maria Caporale, Matteo Alessi
CESifo, Munich, 2024
CESifo Working Paper No. 10958

A Long-Memory Model for Multiple Cycles with an Application to the S&P500

Guglielmo Maria Caporale, Luis Alberiko Gil-Alana
CESifo, Munich, 2024
CESifo Working Paper No. 10947

European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors

Guglielmo Maria Caporale, Cristiana Donati, Nicola Spagnolo
CESifo, Munich, 2023
CESifo Working Paper No. 10799

Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation

Christina Anderl, Guglielmo Maria Caporale
CESifo, Munich, 2023
CESifo Working Paper No. 10798

Exponential Time Trends in a Fractional Integration Model

Guglielmo Maria Caporale, Luis Alberiko Gil-Alana
CESifo, Munich, 2023
CESifo Working Paper No. 10774

Persistence and Seasonality in the US Industrial Production Index

Guglielmo Maria Caporale, Luis Alberiko Gil-Alana, Carlos Poza, Alvaro Baños Izquierdo
CESifo, Munich, 2023
CESifo Working Paper No. 10756

Long-Run Trends and Cycles in US House Prices

Guglielmo Maria Caporale, Luis Alberiko Gil-Alana
CESifo, Munich, 2023
CESifo Working Paper No. 10751

Persistence in Tax Revenues: Evidence from Some OECD Countries

Guglielmo Maria Caporale, Silvia García Tapia, Luis Alberiko Gil-Alana
CESifo, Munich, 2023
CESifo Working Paper No. 10682

Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects

Christina Anderl, Guglielmo Maria Caporale
CESifo, Munich, 2023
CESifo Working Paper No. 10656

Financial Integration and Economic Growth in Europe

Guglielmo Maria Caporale, Anamaria Diana Sova, Robert Sova
CESifo, Munich, 2023
CESifo Working Paper No. 10563

Trends and Persistence in the Greenland Ice Sheet Mass

Guglielmo Maria Caporale, Luis Alberiko Gil-Alana, Laura Sauci
CESifo, Munich, 2023
CESifo Working Paper No. 10556

Aggregate Insider Trading and Stock Market Volatility in the UK

Guglielmo Maria Caporale, Kyriacos Kyriacou, Nicola Spagnolo
CESifo, Munich, 2023
CESifo Working Paper No. 10511

Time-Varying Parameters in Monetary Policy Rules: A GMM Approach

Christina Anderl, Guglielmo Maria Caporale
CESifo, Munich, 2023
CESifo Working Paper No. 10451

US Municipal Green Bonds and Financial Integration

Guglielmo Maria Caporale, Nicola Spagnolo
CESifo, Munich, 2023
CESifo Working Paper No. 10323

Persistence in UK Historical Data on Life Expectancy

Guglielmo Maria Caporale, Juan Infante, Marta del Rio, Luis A. Gil-Alana
CESifo, Munich, 2023
CESifo Working Paper No. 10287

Measuring Persistence of the World Population: A Fractional Integration Approach

Guglielmo Maria Caporale, Juan Infante, Marta del Rio, Luis A. Gil-Alana
CESifo, Munich, 2023
CESifo Working Paper No. 10286

The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies

Christina Anderl, Guglielmo Maria Caporale
CESifo, Munich, 2023
CESifo Working Paper No. 10276