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The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models

Gil-Alaña, Luis A. - In: Applied economics 33 (2001) 10, pp. 1263-1269

Persistent link: https://www.econbiz.de/10001590553

Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013

Gil-Alaña, Luis A.; Gupta, Rangan; Perez de Gracia, … - In: Applied economics 48 (2016) 34/36, pp. 3244-3252

Persistent link: https://www.econbiz.de/10011617196

Modelling the US real GNP with fractionally integrated techniques

Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 8, pp. 873-879

Persistent link: https://www.econbiz.de/10002091452

Fractional integration in total factor productivity : evidence from US data

Gil-Alaña, Luis A.; Mendi, Pedro - In: Applied economics 37 (2005) 12, pp. 1369-1383

Persistent link: https://www.econbiz.de/10003020145

Strong dependence in the real interest rates

Gil-Alaña, Luis A. - In: Applied economics 35 (2003) 2, pp. 119-124

Persistent link: https://www.econbiz.de/10001726077

Corporate social responsibility and corporate performance : evidence from a panel of US listed companies

Becchetti, Leonardo; Di Giacomo, Stefanie; Pinnacchio, … - In: Applied economics 40 (2008) 4/6, pp. 541-567

Persistent link: https://www.econbiz.de/10003722822

The stock market and the Fed

Mattesini, Fabrizio; Becchetti, Leonardo - In: Applied financial economics 19 (2009) 1/3, pp. 99-110

This article investigates the reaction of the Federal Reserve to developments in the stock market. The issue is analysed by first constructing an Index of Stock Price Misalignment (ISPM) in which the fundamental value of the stocks is computed on the basis of the discounted cash flow approach...

Persistent link: https://www.econbiz.de/10003825824

Market vs. analysts reaction : the effect of aggregate and firm-specific news

Bagella, Michele; Becchetti, Leonardo; Ciciretti, Rocco - In: Applied financial economics 17 (2007) 4/6, pp. 299-312

Persistent link: https://www.econbiz.de/10003446011

Testing for stock market bubbles using nonlinear models and fractional integration

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321

Persistent link: https://www.econbiz.de/10003605836

The Deaton paradox in a long memory context with structural breaks

Gil-Alaña, Luis A.; Moreno, Antonio; Cho, Seonghoon - In: Applied economics 44 (2012) 25/27, pp. 3309-3322

Persistent link: https://www.econbiz.de/10009617935