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Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Empirica : journal of european economics 35 (2008) 3, pp. 241-253
Persistent link: https://www.econbiz.de/10008074154
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Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Empirica : journal of european economics 34 (2007) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10007722378
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Long run and cyclical strong dependence in macroeconomic time series : Nelson and Plosser revisited
Gil-Alana, Luis A. - In: Empirica : journal of european economics 34 (2007) 2, pp. 139-154
Persistent link: https://www.econbiz.de/10007722379
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alana, Luis A. - In: Economic modelling 18 (2001) 4, pp. 643-658
Persistent link: https://www.econbiz.de/10006271752
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Testing fractional integration with monthly data
Gil-Alana, Luis A. - In: Economic modelling 16 (1999) 4, pp. 613
Persistent link: https://www.econbiz.de/10006293568
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Testing of Unit Root Cycles in the Swedish Economy
Gil-Alana, Luis A. - In: Empirica : journal of european economics 31 (2004) 4, pp. 333-344
Persistent link: https://www.econbiz.de/10006080367
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Comovements among U.S. state housing prices: Evidence from fractional cointegration
Barros, Carlos Pestana; Gil-Alana, Luis A.; Payne, James E. - In: Economic modelling 29 (2012) 3, pp. 936-943
Persistent link: https://www.econbiz.de/10009848570
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Coordination and price shocks: an empirical analysis
Caporale, Guglielmo Maria; Chui, Michael; Hall, Stephen G. - In: Economic modelling 18 (2001) 4, pp. 569-584
Persistent link: https://www.econbiz.de/10006271756
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Interest rate linkages: a Kalman filter approach to detecting structural change
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - In: Economic modelling 22 (2005) 2, pp. 253-284
Persistent link: https://www.econbiz.de/10006230336
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Evaluating the Gains to Cooperation in the G-3
Caporale, Guglielmo Maria; Chui, Michael; Hall, Stephen G. - In: Empirica : journal of european economics 30 (2003) 4, pp. 337-356
Persistent link: https://www.econbiz.de/10006082821