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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

Real GDP growth rates across countries : long memory and mean shifts

Gil-Alaña, Luis A. - In: Applied economics letters 15 (2008) 4/6, pp. 449-455

Persistent link: https://www.econbiz.de/10003727473

The dynamics of the real exchange rates in Europe : a comparative study across countries using fractional integration

Gil-Alaña, Luis A. - In: Applied economics letters 11 (2004) 7, pp. 429-432

Persistent link: https://www.econbiz.de/10002111184

Long memory and fractional integration in the housing price series of London and Paris

Gil-Alaña, Luis A.; Barros, Carlos Pestana; Peypoch, … - In: Applied economics 46 (2014) 25/27, pp. 3377-3388

Persistent link: https://www.econbiz.de/10010419087

Semiparametric estimation of the fractional differencing parameter in the UK industrial production index

Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 11, pp. 1205-1217

Persistent link: https://www.econbiz.de/10002127741

Forecasting the real output using fractionally integrated techniques

Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589

Persistent link: https://www.econbiz.de/10002157933

Unemployment rate cycles in Europe

Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Applied economics letters 24 (2017) 1/3, pp. 136-139

Persistent link: https://www.econbiz.de/10011703977

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

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

The nature of occupational unemployment rates in the United States : hysteresis or structural?

Candelon, Bertrand; Dupuy, Arnaud; Gil-Alaña, Luis A. - In: Applied economics 41 (2009) 19/21, pp. 2483-2493

Persistent link: https://www.econbiz.de/10003886063