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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-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 83-93

Persistent link: https://www.econbiz.de/10003307049

Additional empirical evidence on real convergence : a fractionally integrated approach

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Review of world economics 142 (2006) 1, pp. 67-91

Persistent link: https://www.econbiz.de/10003319496

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

Candelon, Bertrand; Dupuy, Arnaud; Gil-Alaña, Luis A. - In: Applied economics 41 (2009) 19/21, pp. 2483-2493

Persistent link: https://www.econbiz.de/10003886063

A multivariate long-memory model with structural breaks

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428263

Deterministic versus stochastic seasonal fractional integration and structural breaks

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428302

Long memory and fractional integration in high frequency financial time series

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

This paper analyses the long-memory properties of high frequency financial time series. It focuses on temporal aggregation and the influence that this might have on the degree of dependence of the series. Fractional integration or I(d) models are estimated with a variety of specifications for...