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A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428263
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A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496720
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Persistence and cycles in historical oil price data
Gil-Alaña, Luis A.; Gupta, Rangan - In: Energy economics 45 (2014), pp. 511-516
Persistent link: https://www.econbiz.de/10010506552
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Seasonal and long-run fractional integration in the industrial production indexes of some Latin American countries
Candelon, Bertrand; Gil-Alaña, Luis A. - In: Journal of policy modeling : JPMOD ; a social science … 26 (2004) 3, pp. 301-313
Persistent link: https://www.econbiz.de/10002117504
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Seasonal and logic run fractional integration in the industrial production indexes of some Latin American countries
Candelon, Bertrand; Gil-Alaña, Luis A. - 2002
Persistent link: https://www.econbiz.de/10001720587
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Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Emerging markets, finance and trade : EMFT 58 (2022) 5, pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
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Fractional integration in the purchasing power parity
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994027
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Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.; Gil-Alaña, Luis A.; Faria, João Ricardo - In: The South African journal of economics 83 (2015) 4, pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
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Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016
This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...
Persistent link: https://www.econbiz.de/10011497170
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Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016
This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...
Persistent link: https://www.econbiz.de/10011502929