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Seasonal and long-run fractional integration in the industrial production indexes of some Latin American countries

Candelon, Bertrand; Gil-Alaña, Luis A. - In: Journal of policy modeling : JPMOD ; a social science … 26 (2004) 3, pp. 301-313

Persistent link: https://www.econbiz.de/10002117504

The nature of occupational unemployment rates in the United States : hysteresis or structural?

Candelon, Bertrand; Dupuy, Arnaud; Gil-Alaña, Luis A. - In: Applied economics 41 (2009) 19/21, pp. 2483-2493

Persistent link: https://www.econbiz.de/10003886063

Mean reversion of short-run interest rates in emerging countries

Candelon, Bertrand; Gil-Alaña, Luis A. - In: Review of international economics 14 (2006) 1, pp. 119-135

Persistent link: https://www.econbiz.de/10003301280

Fractional integration and business cycle features

Candelon, Bertrand; Gil-Alaña, Luis A. - 2001

We show in this article that fractionally integrated univariate models for GDP may lead to a better replication of business cycle characteristics. We firstly show that the business cycle features are clearly affected by the degree of integration as well as by the other short run components of...

Persistent link: https://www.econbiz.de/10009614295