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On the persistence of UK infla...
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Gil-Alana, Luis A.
80
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75
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13
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Applied economics
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Empirica : journal of european economics
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Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10006227821
Saved in:
2
Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
- In:
Empirica : journal of european economics
34
(
2007
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10007722378
Saved in:
3
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-610
Persistent link: https://www.econbiz.de/10007659341
Saved in:
4
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
- In:
Applied financial economics
21
(
2011
)
23
,
pp. 1757-1765
Persistent link: https://www.econbiz.de/10009988273
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5
Long memory in US real output per capita
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
2
,
pp. 591-611
Persistent link: https://www.econbiz.de/10010093653
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-Alana, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010168901
Saved in:
7
Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
; …
- In:
Advances in quantitative analysis of finance and …
5
(
2007
),
pp. 23-50
Persistent link: https://www.econbiz.de/10009924767
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8
Real exchange rates in Latin America : the PPP hypothesis and fractional integration
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
- In:
Journal of economic development
35
(
2010
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009929537
Saved in:
9
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 327-340
Persistent link: https://www.econbiz.de/10006428318
Saved in:
10
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10006429911
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