Cavaliere G; Fanelli L; Gardini A, International dynamic risk sharing, «JOURNAL OF APPLIED ECONOMETRICS», 2008, 23, pp. 1 - 16 [articolo]
Cavaliere G.; Georgiev I., Regime-switching autoregressive coefficients and the asymptotics for unit root tests, «ECONOMETRIC THEORY», 2008, 24, pp. 1137 - 1148 [articolo]
Cavaliere G; Taylor A.M.R., Testing for a change in persistence in the presence of non-stationary volatility, «JOURNAL OF ECONOMETRICS», 2008, 147, pp. 84 - 98 [articolo]
Cavaliere G.; Taylor A.M.R., Time-transformed unit root tests for models with non-stationary volatility, «JOURNAL OF TIME SERIES ANALYSIS», 2008, 29, pp. 300 - 330 [articolo]
Cavaliere G; Georgiev I, Testing for unit roots in autoregressions with multiple level shifts, «ECONOMETRIC THEORY», 2007, 23, pp. 1162 - 1215 [articolo]
Cavaliere G.; Taylor A.M.R., Testing for unit roots in time series models with non-stationary volatility, «JOURNAL OF ECONOMETRICS», 2007, 140, pp. 919 - 947 [articolo]
Cavaliere G; Georgiev I., A note of unit root testing in the presence of level shifts, «STATISTICA», 2006, LXVI, pp. 3 - 17 [articolo]Open Access
Cavaliere G., Recensione a: Book review: “N. Shephard, Stochastic volatility: selected readings'', «ECONOMIC JOURNAL», 2006, 116, pp. F326 - F327 [recensione]
Cavaliere G; Fanelli L; Gardini A, Regional consumption dynamics and risk sharing in Italy, «INTERNATIONAL REVIEW OF ECONOMICS & FINANCE», 2006, 15, pp. 525 - 542 [articolo]
Cavaliere G.; Taylor A.M.R., Testing for a Change in Persistence in the Presence of a Volatility Shift, «OXFORD BULLETIN OF ECONOMICS AND STATISTICS», 2006, 68, pp. 761 - 781 [articolo]
Cavaliere G.; Taylor A.M.R., Testing the null of co-integration in the presence of variance breaks, «JOURNAL OF TIME SERIES ANALYSIS», 2006, 27, pp. 619 - 636 [articolo]
Cavaliere, G., Limited Time Series with a Unit Root, «ECONOMETRIC THEORY», 2005, 21, pp. 907 - 945 [articolo]
A. Gardini; G. Cavaliere; L. Fanelli, Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia, «RIVISTA DI POLITICA ECONOMICA», 2005, maggio-giugno, pp. 3 - 50 [articolo]
Cavaliere G.; Taylor A.M.R., Stationarity tests under time-varying variances, «ECONOMETRIC THEORY», 2005, 21, pp. 1112 - 1129 [articolo]
Cavaliere G., Testing mean reversion in target-zone exchange rates, «APPLIED ECONOMICS», 2005, 37, pp. 2335 - 2347 [articolo]
