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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 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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Common features and output fluctuations in the United Kingdom
Caporale, Guglielmo Maria - In: Economic modelling 14 (1997) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001241620
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The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 463-469
Persistent link: https://www.econbiz.de/10010419012
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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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Testing of seasonal integration and cointegration with fractionally integrated techniques : an application to the Danish labour demand
Gil-Alaña, Luis A. - In: Economic modelling 25 (2008) 2, pp. 326-339
Persistent link: https://www.econbiz.de/10003724848
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Bank lending procyclicality and credit quality during financial crises
Caporale, Guglielmo Maria; Di Colli, Stefano; Lopez, … - In: Economic modelling 43 (2014), pp. 142-157
Persistent link: https://www.econbiz.de/10010502192
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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/10002636882
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Connectedness between fossil and renewable energy stock indices : the impact of the COP policies
Caporale, Guglielmo Maria; Spagnolo, Nicola; Almajali, Awon - In: Economic modelling 123 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014462535