Professor Guglielmo Maria Caporale
Divisional Lead / Professor - Economics & Econometrics

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.

Project details

British Academy, The Impact of the Covid-19 Pandemic on Trade Flows and Patterns: Evidence from Europe (CI: Dr. Anamaria Diana Sova)

https://www.brunel.ac.uk/research/Projects/Project?id=a8a27364-42d0-49b4-baf3-50d5d985485b&language=en-GB

https://www.brunel.ac.uk/news-and-events/news/articles/The-Covid-19-pandemic-and-the-economy

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