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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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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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Long memory in US real output per capita
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 591-611
Persistent link: https://www.econbiz.de/10009724140
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Long memory at the long run and at the cyclical frequencies : modelling real wages in England ; 1260-1994
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 83-93
Persistent link: https://www.econbiz.de/10003307049
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Long memory in US real output per capita
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 591-611
Persistent link: https://www.econbiz.de/10010093653
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Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 83-94
Persistent link: https://www.econbiz.de/10006227821
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Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 30 (2005) 1, pp. 193-207
Persistent link: https://www.econbiz.de/10002770998
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Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001724101
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A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 38 (2010) 2, pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
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Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Chen, Zhongfei - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1399-1414
Persistent link: https://www.econbiz.de/10011643728