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A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838233
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Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838239
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A Joint Test of Fractional Cyclic Integration and a Linear Time Trend
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838310
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Modelling Seasonality with Fractionally Integrated Processes
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838332
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Testing Stochastic Cycles in Macroeconomic Time Series
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794890
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Fractional Cointegration and Real Exchange Rates
Caporale, G.; Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795080
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Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795094
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Fractional Integration and the Dynamics of UK Unemployment
Gil-Alana, L.; Henry, B. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796178
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Fractional Integration and Business Cycle Features
Candelon, B.; Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796188
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Forecasting the Real Output Using Fractionally Integrated Techniques
Gil-Alana, L. - Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796196