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A fractional cointegration var analysis of exchange rate dynamics

Gil-Alaña, Luis A.; Carcel, Hector - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012658798

Rational bubbles in the real housing stock market : empirical evidence from Santiago de Chile

Gil-Alaña, Luis A.; Dettoni, Robinson; Costamagna, Rodrigo - In: Research in international business and finance 49 (2019), pp. 269-281

Persistent link: https://www.econbiz.de/10012136027

Application of local projections in the monetary policy in Brazil

Carcel, Hector; Gil-Alaña, Luis A.; Wanke, Peter - In: Applied economics letters 25 (2018) 13, pp. 941-944

Persistent link: https://www.econbiz.de/10012131133

Testing the order of integration of the UK unemployment

Gil-Alaña, Luis A. - In: Applied econometrics and international development 2 (2002) 1, pp. 21-40

Persistent link: https://www.econbiz.de/10003716812

The nature of occupational unemployment rates in the United States : hysteresis or structural?

Candelon, Bertrand (contributor); Dupuy, Arnaud (contributor) - 2008

This paper provides new evidence on the nature of occupational differences in unemployment dynamics, which is relevant for the debate between the structural or hysteresis hypotheses. We develop a procedure that permits us to test for the presence of a structural break at unknown date. Our...