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~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"European review of economics and finance"
~person:"Gil-Alaña, Luis A."
~subject:"Deutschland"
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Search: "Integration" OR "Labour markets" OR "Labour migration" OR "Labour policy" OR "Refugees" OR "Immigrants"
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Discussion papers of interdisciplinary research project 373
European review of economics and finance
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
This paper uses fractional
integration
and cointegration in order to model the DM/dollar and the yen/dollar real …. -- fractional
integration
; fractional cointegration ; real exchange rates …
Persistent link: https://www.econbiz.de/10009611542
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2
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
memory ; Fractional
integration
; Nonstationarity …
Persistent link: https://www.econbiz.de/10009613608
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