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~person:"Gil-Alaña, Luis A."
~subject:"Developing countries"
~subject:"Einheitswurzeltest"
~type_genre:"Article in journal"
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Gil-Alaña, Luis A.
Chang, Tsangyao
47
Bahmani-Oskooee, Mohsen
32
Su, Chi-Wei
23
Chang, Hsu-Ling
11
Baharumshah, Ahmad Zubaidi
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An examination of trade-weighted real exchange rates based on fractional integration
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 64-76
Persistent link: https://www.econbiz.de/10012318739
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2
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
3
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
4
Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score
Ayala, Astrid
;
Blazsek, Szabolcs
;
Cuñado Eizaguirre, Juncal
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2675-2696
Persistent link: https://www.econbiz.de/10011594383
Saved in:
5
Seasonal and non-seasonal long memory effects in the Japanese real effective exchange rate
Gil-Alaña, Luis A.
- In:
Journal of the Japanese and international economies : …
20
(
2006
)
1
,
pp. 87-98
Persistent link: https://www.econbiz.de/10003296955
Saved in:
6
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10002375332
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