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Diebolt, Claude; Guiraud, Vivien - In: Quality & Quantity: International Journal of Methodology 39 (2005) 6, pp. 827-836

Persistent link: https://www.econbiz.de/10009396088

Long Cycles Revisited. An Essay in Econometric History.

Diebolt, Claude - Association Française de Cliométrie - AFC - 2005

This paper presents a cliometric application of fractional integrated processes to socio-economic time series for France and Germany in the 19th and 20th centuries. The analysis leads to a significant result: no short or long term cycle appears as the dominant constituent.

Persistent link: https://www.econbiz.de/10005770657

Predicting BRICS stock returns using ARFIMA models

Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166

Persistent link: https://www.econbiz.de/10010418936

Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries

André, Christophe; Gil-Alaña, Luis A.; Gupta, Rangan - In: Applied economics 46 (2014) 16/18, pp. 2127-2138

Persistent link: https://www.econbiz.de/10010413319

Productivity and GDP : international evidence of persistence and trends over 130 years of data

Gil-Alaña, Luis A.; Solarin Sakiru Adebola; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661157

The behaviour of real interest rates : new evidence from a "suprasecular" perspective

Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International finance : the only journal bridging the … 25 (2022) 1, pp. 46-64

Persistent link: https://www.econbiz.de/10013183818