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person:"Gil-Alaña, Luis A."
~isPartOf:"Applied economics letters"
~person:"Dreher, Axel"
~person:"Koopman, Siem Jan"
~subject:"State space model"
~subject:"Time series analysis"
~subject:"Volatility"
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Gil-Alaña, Luis A.
Dreher, Axel
Koopman, Siem Jan
Caporale, Guglielmo Maria
5
Tiwari, Aviral Kumar
5
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3
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Applied economics letters
CESifo working papers
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30
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25
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15
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 991-994
Persistent link: https://www.econbiz.de/10011716504
Saved in:
3
Unemployment rate cycles in Europe
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 136-139
Persistent link: https://www.econbiz.de/10011703977
Saved in:
4
Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
Saved in:
5
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
6
Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
Saved in:
7
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
8
Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
1
,
pp. 33-37
Persistent link: https://www.econbiz.de/10001725687
Saved in:
9
Unemployment and real oil prices in Australia : a fractionally cointegrated approach
Gil-Alaña, Luis A.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 201-204
Persistent link: https://www.econbiz.de/10001748959
Saved in:
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