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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Review of financial economics : RFE 13 (2004) 3, pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
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Fractional integration at zero and the cyclical frequencies in the specification of US prices
Gil-Alaña, Luis A. - In: The Singapore economic review : journal of the Economic … 50 (2005) 2, pp. 169-174
Persistent link: https://www.econbiz.de/10003203685
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Testing of real convergence in Germany in the presence of structural breaks
Gil-Alaña, Luis A. - In: The Singapore economic review : journal of the Economic … 50 (2005) 1, pp. 93-101
Persistent link: https://www.econbiz.de/10002806283
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Review of financial economics : RFE 13 (2004) 4, pp. 327-340
Persistent link: https://www.econbiz.de/10002375332