Professor Guglielmo Maria Caporale
Divisional Lead / Professor - Economics & Econometrics
Marie Jahoda 251
- Email: guglielmo-maria.caporale@brunel.ac.uk
- Tel: +44 (0)1895 266713
- Economics
Research area(s)
- International finance
- Monetary and financial economics
- Macroeconomics
- Econometrics
Research Interests
My research focuses mainly on international financial markets and monetary policy. It uses cutting-edge econometrics to analyse issues with crucial business/policy implications. It also aims to make methodological contributions to econometric modelling.
Research grants and projects
Research Projects
Project details
British Academy, The Impact of the Covid-19 Pandemic on Trade Flows and Patterns: Evidence from Europe (CI: Dr. Anamaria Diana Sova)
/research/Projects/Project?id=a8a27364-42d0-49b4-baf3-50d5d985485b&language=en-GB
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Seventh EU Framework Programme, Marie Curie Actions The Political Economy of Youth Unemployment€161,500 January 2012 - December 2015 - Professor GM Caporale (CI)
Modelling long-run trends and cycles in financial time series data
Price discovery and trade fragmentation in a multi-market environment
Fiscal spillovers in the euro area
Completed:
Fiscal shocks and real exchange rate dynamics
Inflation and inflation uncertainty in the euro area
Bank ratings
Quoted spreads and trade imbalance dynamics in the European Treasury bond market
Black market and official exchange rates: long-run equilibrium and short-run dynamics
Research links
Co-author network
- Dr Nicola Spagnolo
- Dr Fabio Spagnolo
- Dr Anamaria Diana Sova
- Prof Raymond Barrell
- Dr Woo-Young Kang
- Prof Menelaos Karanasos
- Prof Monomita Nandy
- Dr Kyriacos Kyriacou
- Dr Aris Kartsaklas
- Dr John Hunter
- Visualise network
Similar research interests
- Dr Vassilis Charitsis
- Dr Sotirios Argyroudis
- Professor Raymond Barrell
- Dr Uche Onwukwe
- Dr Sheehan Rahman
Research group(s)
- CEF