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Real exchange rates in Latin America : the PPP hypothesis and fractional integration

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003769811

Real convergence in some emerging countries : a fractionally integrated approach

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Recherches économiques de Louvain 73 (2007) 3, pp. 293-310

Persistent link: https://www.econbiz.de/10003558456

Mean-reversion and long memory in the stock market indexes of some Latin American countries

Gil-Alaña, Luis A. - In: Latin American business review : journal of the … 8 (2007) 1, pp. 103-120

Persistent link: https://www.econbiz.de/10003504382

Real exchange rates in Latin America : the PPP hypothesis and fractional integration

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economic development 35 (2010) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10003988042

A historical perspective of inflation in Latin America : a new approach based on fractional integration with a structural break

Gil-Alaña, Luis A.; Barros, Carlos Pestana - In: International economic journal 23 (2009) 2, pp. 259-279

Persistent link: https://www.econbiz.de/10003873538

The EMBI in Latin America : fractional integration, non-linearities and breaks

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2015

This paper analyses the main statistical properties of the Emerging Market Bond Index (EMBI), namely long-range dependence or persistence, non-linearities, and structural breaks, in four Latin American countries (Argentina, Brazil, Mexico, Venezuela). For this purpose it uses a fractional...

Persistent link: https://www.econbiz.de/10011392136