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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

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

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

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

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

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

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