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192 hits:
Working Paper

Polar Amplification: A Fractional Integration Analysis

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

Functional Oil Price Expectations Shocks and Inflation

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

Global Food Prices and Inflation

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

Cooperative Credit Banks and Economic Fluctuations: The Italian Case

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

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
Working Paper

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
Working Paper

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
Working Paper

Exponential Time Trends in a Fractional Integration Model

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

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
Working Paper

Long-Run Trends and Cycles in US House Prices

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

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
Working Paper

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
Working Paper

Financial Integration and Economic Growth in Europe

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

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
Working Paper

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
Working Paper

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

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

US Municipal Green Bonds and Financial Integration

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

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
Working Paper

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
Working Paper

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