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Long-Run Trends and Cycles in US House Prices
Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko - 2023
integration of the cyclical structure implies that cycles have a periodicity of about 8 years, but it is almost insignificant in …
Persistent link: https://www.econbiz.de/10014469660
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Long-run trends and cycles in US house prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2023
integration of the cyclical structure implies that cycles have a periodicity of about 8 years, but it is almost insignificant in …
Persistent link: https://www.econbiz.de/10014427184
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Persistence and cycles in US hours worked
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Economic Modelling 38 (2014) C, pp. 504-511
This paper analyses monthly hours worked in the US over the sample period 1939m1–2011m10 using a cyclical long memory model. This model, which is based on Gegenbauer processes, is characterised by autocorrelations decaying to zero cyclically and hyperbolically, with a spectral density that is...
Persistent link: https://www.econbiz.de/10010753369
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Persistence and Cycles in US Hours Worked
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - CESifo - 2012
This paper analyses monthly hours worked in the US over the sample period 1939m1 – 2011m10 using a cyclical long memory model; this is based on Gegenbauer processes and characterised by autocorrelations decaying to zero cyclically and at a hyperbolic rate along with a spectral density that is...
Persistent link: https://www.econbiz.de/10010877961
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Persistence and Cycles in US Hours Worked
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2012
This paper analyses monthly hours worked in the US over the sample period 1939m1 - 2011m10 using a cyclical long memory model; this is based on Gegenbauer processes and characterised by autocorrelations decaying to zero cyclically and at a hyperbolic rate along with a spectral density that is...
Persistent link: https://www.econbiz.de/10010535254
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Persistence and cycles in US hours worked
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2012
This paper analyses monthly hours worked in the US over the sample period 1939m1 - 2011m10 using a cyclical long memory model; this is based on Gegenbauer processes and characterised by autocorrelations decaying to zero cyclically and at a hyperbolic rate along with a spectral density that is...
Persistent link: https://www.econbiz.de/10010281793
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Persistence and cycles in US hours worked
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2012
This paper analyses monthly hours worked in the US over the sample period 1939m1 - 2011m10 using a cyclical long memory model; this is based on Gegenbauer processes and characterised by autocorrelations decaying to zero cyclically and at a hyperbolic rate along with a spectral density that is...
Persistent link: https://www.econbiz.de/10010287319
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Trends and cycles in macro series: The case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US … be captured accurately by a model incorporating both stochastic trends and stochastic cycles that allows for somedegree … cyclical component is stationary, with cycles repeating themselves every 6-10 years. …
Persistent link: https://www.econbiz.de/10011749973
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Trends and Cycles in Macro Series: The Case of US Real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US … be captured accurately by a model incorporating both stochastic trends and stochastic cycles that allows for some degree … cyclical component is stationary, with cycles repeating themselves every 6 – 10 years. …
Persistent link: https://www.econbiz.de/10011777593
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US … be captured accurately by a model incorporating both stochastic trends and stochastic cycles that allows for somedegree … cyclical component is stationary, with cycles repeating themselves every 6-10 years. …
Persistent link: https://www.econbiz.de/10011746636