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Long memory in German energy price indices

Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012

This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration modelling framework. The analysis is undertaken...

Persistent link: https://www.econbiz.de/10010288234

Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country

Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - In: Defence and peace economics 20 (2009) 4, pp. 287-301

Persistent link: https://www.econbiz.de/10003902479

Long memory in German energy price indices

Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012

This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration modelling framework. The analysis is undertaken...

Persistent link: https://www.econbiz.de/10009580123

Comovements among U.S. state housing prices : evidence from fractional cointegration

Barros, Carlos Pestana; Gil-Alaña, Luis A.; Payne, James E. - In: Economic modelling 29 (2012) 3, pp. 936-942

Persistent link: https://www.econbiz.de/10009545491

Long memory in German energy price indices

Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012

Persistent link: https://www.econbiz.de/10009489043

Investment and saving in Angola and the Feldstein-Horioka puzzle

Barros, Carlos Pestana; Gil-Alaña, Luis A. - In: Applied economics 47 (2015) 43/45, pp. 4793-4800

Persistent link: https://www.econbiz.de/10011380841

Long memory in German energy price indices

Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012

This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration modelling framework. The analysis is undertaken...

Persistent link: https://www.econbiz.de/10009621714

Inflation in Mozambique : empirical facts based on persistence, seasonality and breaks

Gil-Alaña, Luis A.; Barros, Carlos Pestana; Faria, … - In: Applied economics 46 (2014) 19/21, pp. 2545-2555

Persistent link: https://www.econbiz.de/10010417196

Long memory and fractional integration in the housing price series of London and Paris

Gil-Alaña, Luis A.; Barros, Carlos Pestana; Peypoch, … - In: Applied economics 46 (2014) 25/27, pp. 3377-3388

Persistent link: https://www.econbiz.de/10010419087

Long Memory in German Energy Price Indices

Barros, Carlos Pestana - 2012

This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration modelling framework. The analysis is undertaken...

Persistent link: https://www.econbiz.de/10013100504

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