Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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