Narrow search
Showing 1 - 10 of 29
Cover Image
A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 38 (2010) 2, pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
Cover Image
Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 29 (2004) 2, pp. 343-359
Persistent link: https://www.econbiz.de/10002080025
Cover Image
The monetary model of exchange rates revisited
Moosa, Imad A. - In: Applied financial economics 4 (1994) 4, pp. 279-287
Persistent link: https://www.econbiz.de/10001164677
Cover Image
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
Cover Image
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
Cover Image
Heterogeneous information flows and intra-day volatility dynamics : evidence from the UK FTSE-100 stock index futures market
McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 16 (2006) 13, pp. 959-972
Persistent link: https://www.econbiz.de/10003377850
Cover Image
The cyclical behaviour of prices in the UK: some structural time series evidence
Moosa, Imad A. - In: Empirical economics : a journal of the Institute for … 25 (2000) 2, pp. 261-278
Persistent link: https://www.econbiz.de/10001482223
Cover Image
Return-volume dynamics in UK futures
McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 12 (2002) 10, pp. 707-713
Persistent link: https://www.econbiz.de/10001702508
Cover Image
Unit and fractional roots with deterministic trends in the UK output
Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 8 (2002) 4, pp. 348-356
Persistent link: https://www.econbiz.de/10001763169
Cover Image
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 14 (2004) 4, pp. 253-263
Persistent link: https://www.econbiz.de/10001939280