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~subject:"Long memory"
~subject:"Structural breaks"
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A multivariate long-memory mod...
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Gil-Alaña, Luis A.
4
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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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2
A study of fractionally integrated time series using descriptive methods
Clark, Steven P.
;
Coggin, T. Daniel
- In:
Applied economics
50
(
2018
)
2
,
pp. 172-186
Persistent link: https://www.econbiz.de/10011845932
Saved in:
3
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
Saved in:
4
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
5
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
Saved in:
6
Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar
;
Narayan, Seema
;
Popp, Stephan
; …
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2359-2378
Persistent link: https://www.econbiz.de/10010516625
Saved in:
7
Heterogeneous determinants of the exchange rate market in China with structural breaks
Chen, Liming
;
Zhang, Zhi
;
Du, Ziqing
;
Deng, Lingling
- In:
Applied economics
53
(
2021
)
59
,
pp. 6839-6854
Persistent link: https://www.econbiz.de/10012697978
Saved in:
8
Modelling mortality : are we heading in the right direction?
O'Hare, Colin
;
Li, Youwei
- In:
Applied economics
49
(
2017
)
2
,
pp. 170-187
Persistent link: https://www.econbiz.de/10011810542
Saved in:
9
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
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