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The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - 2015
This study examines the relationship between healthcare expenditure and disposable income in the 50 US states over the period 1966-2009 using fractional integration and cointegration techniques. The degree of integration and nonlinearity of both series are found to vary considerably across...
Persistent link: https://www.econbiz.de/10011280006
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The relationship between health care expenditure and disposable personal income in the US States : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - 2015
Persistent link: https://www.econbiz.de/10011284934
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Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
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Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
André, Christophe; Gil-Alaña, Luis A.; Gupta, Rangan - In: Applied economics 46 (2014) 16/18, pp. 2127-2138
Persistent link: https://www.econbiz.de/10010413319
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Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.; Solarin Sakiru Adebola; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661157
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The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International finance : the only journal bridging the … 25 (2022) 1, pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
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The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria; Cuñado Eizaguirre, Juncal; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
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Modeling and forecasting crude oil price volatility: Evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - 2015
heteroscedasticity (GARCH)-type models to forecast oil price volatility over the time periods from January 02, 1875 to December 31, 1895 … outperformed by other models, with long memory GARCH-type models coming out second best. …
Persistent link: https://www.econbiz.de/10010491278
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Modeling and forecasting crude oil price volatility : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - 2015
heteroscedasticity (GARCH)-type models to forecast oil price volatility over the time periods from January 02, 1875 to December 31, 1895 … outperformed by other models, with long memory GARCH-type models coming out second best. …
Persistent link: https://www.econbiz.de/10010488966
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Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - In: Energy economics 56 (2016), pp. 117-133
Persistent link: https://www.econbiz.de/10011663878