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~person:"Gil-Alaña, Luis A."
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Gil-Alaña, Luis A.
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1
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
Saved in:
2
Trade balance and exchange rate : unit roots,
co-integration
and long memory in the US and the UK
Gil-Alaña, Luis A.
;
Luqui, Natalia
;
Cuñado …
- In:
Economic notes : economic review of Banca Monte dei …
37
(
2008
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10003712973
Saved in:
3
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
Saved in:
4
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
- In:
African development review
26
(
2014
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10011313843
Saved in:
5
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
Saved in:
6
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
7
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
Saved in:
8
Fractional integration and
cointegration
in the Japanese exchange rate market
Gil-Alaña, Luis A.
- In:
The Japanese economy : translations and studies
32
(
2004/05
)
4
,
pp. 12-35
Persistent link: https://www.econbiz.de/10003275409
Saved in:
9
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
Saved in:
10
Testing of fractional
cointegration
in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
We propose in this article a two-step testing procedure of fractional
cointegration
in macroeconomic time series. It is … article. -- Fractional
cointegration
; Long memory …
Persistent link: https://www.econbiz.de/10009612018
Saved in:
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