Similar Search Results

Long-run and cyclical dynamics in the US stock market

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2004

Persistent link: https://www.econbiz.de/10002068642

Fractional cointegration and real exchange rates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001509581

A fractionally integrated model with a mean shift for the US and the UK real oil prices

Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001509586

Testing stochastic cycles in macroeconomic time series

Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001509600

Fractional cointegration and tests of present value models

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001470265

Non-linearities and fractional integration in the US unemployment rate

Caporale, Guglielmo Maria (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001873870

Persistence and cycles in the US federal funds rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2012

This paper uses long-range dependence techniques to analyse two important features of the US Federal Funds effective rate, namely its persistence and cyclical behaviour. It examines annual, monthly, bi-weekly and weekly data, from 1954 until 2010. Two models are considered. One is based on an...

Persistent link: https://www.econbiz.de/10009666490

Persistence and cycles in the US federal funds rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2012

Persistent link: https://www.econbiz.de/10009672480

Persistence and cycles in the US Federal Funds rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2012

Persistent link: https://www.econbiz.de/10009687196

Fractional cointegration and tests of present value models

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 1999

Persistent link: https://www.econbiz.de/10001615056