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Persistence and cycles in US hours worked

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 504-511

Persistent link: https://www.econbiz.de/10010418982

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Gil-Alaña, Luis A.; Robinson, Peter M. - 1996

Persistent link: https://www.econbiz.de/10000952843

Generalized fractional time series modelling of the relationship between consumption and income in the UK

Gil-Alaña, Luis A. - In: Applied econometrics and international development 3 (2003) 1, pp. 103-112

Persistent link: https://www.econbiz.de/10003718426

Multiple cyclical fractional structures in financial time series

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003641950

Modelling long-run trends and cycles in financial time series data

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003739803

Multi-factor Gegenbauer processes and European inflation rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2009

In this paper we specify a multi-factor long-memory process that enables us to estimate the fractional differencing parameters at each frequency separately, and adopt this framework to model quarterly prices in three European countries (France, Italy and the UK). The empirical results suggest...