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Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589
Persistent link: https://www.econbiz.de/10002157933
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Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001597000
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Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - 2001
The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this article by means of fractionally integrated techniques. Using a version of a testing procedure due to Robinson (1994), we show that the series can be specified in terms of I(d) statistical models with d...
Persistent link: https://www.econbiz.de/10009613608
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Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.; Abakah, Emmanuel Joel Aikins; … - In: Research in international business and finance 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
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Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria; Gil-Alaña, Luis A.; Monge … - In: Empirical economics : a quarterly journal of the … 66 (2024) 2, pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
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Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2020
provided to non-financial corporations (NFCs) during the last three decades in four Eurozone countries, namely Germany, France …
Persistent link: https://www.econbiz.de/10012425580
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Inflation convergence in Central and Eastern Europe vs. the Eurozone : non-linearities and long memory
Cuestas, Juan Carlos; Gil-Alaña, Luis A.; Taylor, Karl - In: Scottish journal of political economy : the journal of … 63 (2016) 5, pp. 519-538
Persistent link: https://www.econbiz.de/10011576263
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Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja; Caporale, Guglielmo Maria; Carcel, Hector - 2015
Persistent link: https://www.econbiz.de/10010527158
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Inflation convergence in Central and Eastern Europe with a view to adopting the euro
Cuestas, Juan Carlos; Gil-Alaña, Luis A.; Taylor, Karl - 2012
Persistent link: https://www.econbiz.de/10009529504
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Modelling loans to non-financial corporations within the Eurozone : a long-memory approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2020
provided to non-financial corporations (NFCs) during the last three decades in four Eurozone countries, namely Germany, France …
Persistent link: https://www.econbiz.de/10012310523