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Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics 56 (2024) 20, pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
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The macroeconomy of Angola : breaks and persistence in Angolan macro data
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Faria, … - In: Applied economics 47 (2015) 25/27, pp. 2783-2802
Persistent link: https://www.econbiz.de/10010519867
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Are central bank policy rates in Africa cointegrated? : evidence from a fractional cointegration approach
Gil-Alaña, Luis A.; Mudida, Robert; Abakah, Emmanuel … - In: Applied economics 52 (2020) 57, pp. 6171-6182
Persistent link: https://www.econbiz.de/10012308840
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The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Applied economics 55 (2023) 29, pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
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Do sunspot numbers cause global temperatures? : evidence from a frequency domain causality test
Gupta, Rangan; Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Applied economics 47 (2015) 7/9, pp. 798-808
Persistent link: https://www.econbiz.de/10010512114
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Seasonal fractional components in macroeconomic time series
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 12, pp. 1265-1279
Persistent link: https://www.econbiz.de/10002127852
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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
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UK tourism arrivals and departures : seasonality, persistence and time trends
Gil-Alaña, Luis A.; Ruiz-Alba, José L.; Ayestarán, Raquel - In: Applied economics 52 (2020) 46, pp. 5077-5087
Persistent link: https://www.econbiz.de/10012306541
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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
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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