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Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.; Gil-Alaña, Luis A.; Faria, João Ricardo - In: The South African journal of economics 83 (2015) 4, pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
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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
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The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
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Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 5, pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
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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
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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
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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
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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
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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
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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