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~person:"Carcel, Hector"
~type_genre:"Article in journal"
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Search: subject:"Fractional integration"
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Carcel, Hector
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
44
Abakah, Emmanuel Joel Aikins
9
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7
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7
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7
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1
On the linkages between Africa's emerging equity markets and globalmarkets : evidence from
fractional
integration
and cointegration
Gil-Alaña, Luis A.
;
Carcel, Hector
;
Abakah, Emmanuel …
- In:
Review of development finance
8
(
2018
)
2
,
pp. 96-105
This paper uses
fractional
integration
and cointegration for the period of January 2000-June 2018 to investigate the …
Persistent link: https://www.econbiz.de/10011979979
Saved in:
2
The EMBI in Latin America :
fractional
integration
, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
3
Inflation analysis in the Central American Monetary Council
Carcel, Hector
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 547-565
Persistent link: https://www.econbiz.de/10011949281
Saved in:
4
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:
5
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
152
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
Saved in:
6
Inflation convergence in the East African community : a
fractional
integration
and cointegration study
Carcel, Hector
;
Gil-Alaña, Luis A.
;
Madigu, Godfrey
- In:
Global economy journal : GEJ
15
(
2015
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10011427972
Saved in:
7
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:
8
Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
Energy economics
52
(
2015
)
1
,
pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
Saved in:
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