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Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2018
roots and are highly persistent. The fractional bivariate cointegration tests (see Marinucci and Robinson, 2001) suggest …
Persistent link: https://www.econbiz.de/10011859481
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Current account sustainability in G7 and BRICS : evidence from a long-memory model with structural breaks
André, Christophe; Balcilar, Mehmet; Chang, Tsangyao; … - In: The journal of international trade & economic development 27 (2018) 5/6, pp. 638-654
Persistent link: https://www.econbiz.de/10011897008
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Term premium and quantitative easing in a fractionally cointegrated yield curve
Abbritti, Mirko; Carcel, Hector; Gil-Alaña, Luis A.; … - 2018
Persistent link: https://www.econbiz.de/10011897276
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Inflation analysis in the Central American Monetary Council
Carcel, Hector; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 547-565
Persistent link: https://www.econbiz.de/10011949281
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The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
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Revisiting purchasing power parity in G6 countries : an application of smooth time-varying cointegration approach
Wu, Jingfei; Bahmani-Oskooee, Mohsen; Chang, Tsangyao - In: Empirica : journal of european economics 45 (2018) 1, pp. 187-196
Persistent link: https://www.econbiz.de/10011965805
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Revisiting the Wagner law and Keynesian hypothesis : further evidence in the United States
Chang, Tsangyao; Chang, Yu-Cheng - In: The empirical economics letters : a monthly … 16 (2017) 8, pp. 807-811
Persistent link: https://www.econbiz.de/10011906688
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Uncovering the interrelationship between the U.S. stock and housing markets : a bootstrap rolling window Granger causality approach
Chang, Tsangyao; Tsai, Su-Ling; Haga, Kai Yin Allison - In: Applied economics 49 (2017) 58, pp. 5841-5848
Persistent link: https://www.econbiz.de/10011845819
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Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - In: African development review 26 (2014) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10011313843
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Fractional integration and structural breaks in bank share prices in Nigeria
Gil-Alaña, Luis A.; Yaya, OlaOluwa S.; Adepoju, Adedayo A. - In: Review of development finance 5 (2015) 1, pp. 13-23
Persistent link: https://www.econbiz.de/10011447216