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Testing of fractional cointegration in macroeconomic time series

Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 517-529

Persistent link: https://www.econbiz.de/10001776839

Forecasting the real output using fractionally integrated techniques

Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589

Persistent link: https://www.econbiz.de/10002157933

Forecasting the real output using fractionally integrated techniques

Gil-Alaña, Luis A. - 2001

Persistent link: https://www.econbiz.de/10001597000

Forecasting the real output using fractionally integrated techniques

Gil-Alaña, Luis A. - 2001

The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this article by means of fractionally integrated techniques. Using a version of a testing procedure due to Robinson (1994), we show that the series can be specified in terms of I(d) statistical models with d...

Persistent link: https://www.econbiz.de/10009613608

The cyclical structure of the UK inflation rate : 1210-2016

Gil-Alaña, Luis A.; Trani, Tommaso - In: Economics letters 181 (2019), pp. 182-185

Persistent link: https://www.econbiz.de/10012121890

Unemployment rate cycles in Europe

Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Applied economics letters 24 (2017) 1/3, pp. 136-139

Persistent link: https://www.econbiz.de/10011703977

Persistence and cyclical dependence in the monthly euribor rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economics and finance 40 (2016) 1, pp. 157-171

Persistent link: https://www.econbiz.de/10011589974

Persistence and cycles in historical oil price data

Gil-Alaña, Luis A.; Gupta, Rangan - In: Energy economics 45 (2014), pp. 511-516

Persistent link: https://www.econbiz.de/10010506552

Persistence and cycles in US hours worked

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 504-511

Persistent link: https://www.econbiz.de/10010418982

Long-run and cyclical dynamics in the US stock market

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of forecasting 33 (2014) 2, pp. 147-161

Persistent link: https://www.econbiz.de/10010424845