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Savings and the Terms of Trade under Borrowing Constraints

Agénor, Pierre-Richard - 1999

June 2000 - When households face the possibility of borrowing constraints in bad times, favorable movements in the permanent component of the terms of trade may lead to higher rates of private savings. Agénor and Aizenman examine the extent to which permanent terms-of-trade shocks have an...

Persistent link: https://www.econbiz.de/10010524492

A fractional cointegration var analysis of exchange rate dynamics

Gil-Alaña, Luis A.; Carcel, Hector - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012658798

Gender diversity index. measuring persistence

Rio, Marta del; Infante, Juan; Gil-Alaña, Luis A. - In: Research in international business and finance 58 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10013286443

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

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

Term structure persistence

Abbritti, Mirko; Gil-Alaña, Luis A.; Lovcha, Yuliya; … - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 331-352

Persistent link: https://www.econbiz.de/10011589005

Is market fear persistent? : a long-memory analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147

Persistent link: https://www.econbiz.de/10012006763

Testing Okun's Law : theoretical and empirical considerations using fractional integration

Gil-Alaña, Luis A.; Škare, Marinko; Blazevic Buric, Sanja - In: Applied economics 52 (2020) 5, pp. 459-474

Persistent link: https://www.econbiz.de/10012197424

The fisher relationship in Nigeria

Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - In: Journal of economics and finance 41 (2017) 2, pp. 343-353

Persistent link: https://www.econbiz.de/10011795723

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