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Trends and cycles in macro series: The case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US … be captured accurately by a model incorporating both stochastic trends and stochastic cycles that allows for somedegree …
Persistent link: https://www.econbiz.de/10011749973
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Trends and Cycles in Macro Series: The Case of US Real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US … be captured accurately by a model incorporating both stochastic trends and stochastic cycles that allows for some degree …
Persistent link: https://www.econbiz.de/10011777593
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Particulate matter 10 (PM10): persistence and trends in eight European capitals
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2020
permanent effects. Persistence is highest in the case of Brussels, Amsterdam and London. The presence of negative trends in …
Persistent link: https://www.econbiz.de/10012240434
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US … be captured accurately by a model incorporating both stochastic trends and stochastic cycles that allows for somedegree …
Persistent link: https://www.econbiz.de/10011746636
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US … be captured accurately by a model incorporating both stochastic trends and stochastic cycles that allows for some degree …
Persistent link: https://www.econbiz.de/10011750067
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
Persistent link: https://www.econbiz.de/10011893395
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Long-run trends and cycles in US house prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2023
This paper analyses US nominal house prices at an annual frequency over the period from 1927 to 2022 by means of a very general time series model. This includes both a (linear and non-linear) deterministic and a stochastic component, with the latter allowing for fractional orders of integration...
Persistent link: https://www.econbiz.de/10014427184
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Bulletin of economic research 74 (2022) 1, pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
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U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International advances in economic research 29 (2023) 1/2, pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
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Trends and persistence in the Greenland ice sheet mass
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Sauci, Laura - 2023
This paper examines trends and persistence in the Greenland ice sheet mass by applying fractional integration methods …
Persistent link: https://www.econbiz.de/10014313431