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Evidence of idiosyncratic seasonality in ETFs performance
Alves, Carlos; Reis, Duarte André de Castro - 2018 - Version: January 2018
Persistent link: https://www.econbiz.de/10011879147
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A historical perspective of inflation in Latin America : a new approach based on fractional integration with a structural break
Gil-Alaña, Luis A.; Barros, Carlos Pestana - In: International economic journal 23 (2009) 2, pp. 259-279
Persistent link: https://www.econbiz.de/10003873538
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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
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Long memory in German energy price indices
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012
This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration modelling framework. The analysis is undertaken...
Persistent link: https://www.econbiz.de/10009580123
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Long memory in German energy price indices
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012
Persistent link: https://www.econbiz.de/10009489043
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Long memory in German energy price indices
Barros, Carlos Pestana; Caporale, Guglielmo Maria; … - 2012
This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration modelling framework. The analysis is undertaken...
Persistent link: https://www.econbiz.de/10009621714
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US disaggregated renewable energy consumption : persistence and long memory behavior
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Payne, James E. - In: Energy economics 40 (2013), pp. 425-432
Persistent link: https://www.econbiz.de/10010351673
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Inflation in Mozambique : empirical facts based on persistence, seasonality and breaks
Gil-Alaña, Luis A.; Barros, Carlos Pestana; Faria, … - In: Applied economics 46 (2014) 19/21, pp. 2545-2555
Persistent link: https://www.econbiz.de/10010417196
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Long memory and fractional integration in the housing price series of London and Paris
Gil-Alaña, Luis A.; Barros, Carlos Pestana; Peypoch, … - In: Applied economics 46 (2014) 25/27, pp. 3377-3388
Persistent link: https://www.econbiz.de/10010419087
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Retail sales : persistence in the short-term and long-term dynamics
Gil-Alaña, Luis A.; Barros, Carlos Pestana; Assaf, A. … - In: IMA journal of management mathematics 25 (2014) 3, pp. 367-386
Persistent link: https://www.econbiz.de/10010388774