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Long memory at the long run and at the cyclical frequencies : modelling real wages in England ; 1260-1994
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 83-93
Persistent link: https://www.econbiz.de/10003307049
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Cointegration tests of PPP : do they also exhibit erratic behaviour?
Caporale, Guglielmo Maria; Hanck, Christoph - In: Applied economics letters 16 (2009) 1/3, pp. 9-15
Persistent link: https://www.econbiz.de/10003822534
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Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
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Price formation on the EuroMTS platform
Caporale, Guglielmo Maria; Girardi, Alessandro - In: Applied economics letters 18 (2011) 1/3, pp. 229-233
Persistent link: https://www.econbiz.de/10009230096
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
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Modelling African inflation rates : nonlinear deterministic terms and long-range dependence
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Applied economics letters 22 (2015) 4/6, pp. 421-424
Persistent link: https://www.econbiz.de/10010507895
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Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Applied economics letters 29 (2022) 4, pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
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Fractional cointegration in US term spreads
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 19 (2012) 4/6, pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
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Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 17 (2010) 10/12, pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
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The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 913-935
Persistent link: https://www.econbiz.de/10011949976