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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

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

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

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

Economic policy uncertainty : persistence and cross-country linkages

Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - In: Research in international business and finance 58 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013286262

Inflation analysis in the Central American Monetary Council

Carcel, Hector; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 547-565

Persistent link: https://www.econbiz.de/10011949281

Cryptocurrencies and stock market indices. Are they related?

Gil-Alaña, Luis A.; Abakah, Emmanuel Joel Aikins; … - In: Research in international business and finance 51 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012205484

Rational bubbles in the real housing stock market : empirical evidence from Santiago de Chile

Gil-Alaña, Luis A.; Dettoni, Robinson; Costamagna, Rodrigo - In: Research in international business and finance 49 (2019), pp. 269-281

Persistent link: https://www.econbiz.de/10012136027

Long memory in Turkish unemployment rates

Gil-Alaña, Luis A.; Ozdemir, Zeynel Abidin; Tansel, Aysıt - 2017

In this paper we have examined the unemployment rate series in Turkey by using long memory models and in particular employing fractionally integrated techniques. Our results suggest that unemployment in Turkey is highly persistent, with orders of integration equal to or higher than 1 in most...

Persistent link: https://www.econbiz.de/10012119645

High and low prices and the range in the European stock markets : a long-memory approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: Research in international business and finance 52 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012543286