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Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Payne, James E. - In: Economic modelling 29 (2012) 3, pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
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Uncovering the US term premium : an alternative route
Gil-Alaña, Luis A.; Moreno, Antonio - In: Journal of banking & finance 36 (2012) 4, pp. 1181-1193
Persistent link: https://www.econbiz.de/10009558566
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Persistence and cycles in US hours worked
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
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A test for rational bubbles in the NASDAQ stock index : a fractionally integrated approach
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Journal of banking & finance 29 (2005) 10, pp. 2633-2654
Persistent link: https://www.econbiz.de/10003071039
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - In: Economic modelling 18 (2001) 4, pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
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Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko; Carcel, Hector; Gil-Alaña, Luis A.; … - In: Journal of banking & finance 149 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014462435