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~institution:"Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät"
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Long memory
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fractional integration
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long memory
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fractional cointegration
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unemployment
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Gil-Alana, L.
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Gil-Alaña, Luis A.
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Caporale, G.
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Caporale, Guglielmo Maria
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Candelon, B.
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Candelon, Bertrand
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
School of Economics and Business Administration, University of Navarra
49
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
24
CESifo
22
Economics and Finance Section, School of Social Sciences, Brunel University
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Department of Economics, Faculty of Economic and Management Sciences
11
Department of Economics, European University Institute
4
Department of Economics, University of Sheffield
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ISEG - School of Economics and Management, Department of Economics, University of Lisbon
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Asociación Española de Economía y Finanzas Internacionales - AEEFI
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European Association of Agricultural Economists - EAAE
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HWWA Institut für Wirtschaftsforschung
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Nottingham Trent University, Nottingham Business School, Economics Division
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Centre for International Macroeconomics
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
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Eesti Pank
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Forschungsinstitut zur Zukunft der Arbeit <Bonn>
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Hamburgisches Welt-Wirtschafts-Archiv
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Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
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Institut für Lebensmittel und Ressourcenökonomik, Rheinische Friedrich-Wilhelms-Universität Bonn
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Institute for the Study of Labor (IZA)
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International Association of Agricultural Economists - IAAE
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London School of Economics (LSE)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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SFB 373 Discussion Papers
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Sonderforschungsbereich 373
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A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices
Gil-Alana, L.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838233
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2
Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate
Gil-Alana, L.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838239
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3
A Joint Test of Fractional Cyclic Integration and a Linear Time Trend
Gil-Alana, L.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838310
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4
Modelling Seasonality with Fractionally Integrated Processes
Gil-Alana, L.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838332
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5
Testing Stochastic Cycles in Macroeconomic Time Series
Gil-Alana, L.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794890
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6
Fractional Cointegration and Real Exchange Rates
Caporale, G.
;
Gil-Alana, L.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795080
Saved in:
7
Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks
Gil-Alana, L.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795094
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8
Fractional Integration and the Dynamics of UK Unemployment
Gil-Alana, L.
;
Henry, B.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796178
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9
Fractional Integration and Business Cycle Features
Candelon, B.
;
Gil-Alana, L.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796188
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10
Forecasting the Real Output Using Fractionally Integrated Techniques
Gil-Alana, L.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796196
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