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Detecting multiple breaks in long memory the case of U.S. inflation
Hassler, Uwe; Meller, Barbara - In: Empirical economics : a journal of the Institute for … 46 (2014) 2, pp. 653-680
Persistent link: https://www.econbiz.de/10010252051
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A comment on "resolving spurious regressions and serially correlated errors"
Ventosa-Santaulària, Daniel; Vera-Valdés, J. Eduardo; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1289-1298
Persistent link: https://www.econbiz.de/10011554480
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
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Exchange rates dynamics revisited : a panel data test of the fractional integration order
Andersson, Fredrik N. G. - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 389-409
Persistent link: https://www.econbiz.de/10010391171
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Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 405-422
Persistent link: https://www.econbiz.de/10011988292
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The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
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Spatial dependence in stock returns : local normalization and VaR forecasts
Schmitt, Thilo A.; Schäfer, Rudi; Wied, Dominik; Guhr, … - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 1091-1109
Persistent link: https://www.econbiz.de/10011481381
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Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
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Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor; Muniain, Peru; Zarraga, Ainhoa - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535