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Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003979849
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Aggregate productivity and aggregate technology
Basu, Susanto; Fernald, John G. - 1997
Persistent link: https://www.econbiz.de/10000979002
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Are technology improvements contractionary?
Basu, Susanto - 1998
Persistent link: https://www.econbiz.de/10000993313
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Why is productivity procyclical? : Why do we care?
Fernald, John G.; Basu, Susanto - 1999
Persistent link: https://www.econbiz.de/10001387634
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Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2018
Persistent link: https://www.econbiz.de/10011995775
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The fisher relationship in Nigeria
Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - 2015
Persistent link: https://www.econbiz.de/10010527201
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Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013
Persistent link: https://www.econbiz.de/10009731962
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The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, … - 2013
Persistent link: https://www.econbiz.de/10009731975
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Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641950
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Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003739803