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Modelling the US real GNP with fractionally integrated techniques
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 8, pp. 873-879
Persistent link: https://www.econbiz.de/10002091452
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A mean shift break in the US interest rate
Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 3, pp. 357-363
Persistent link: https://www.econbiz.de/10001711501
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The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models
Gil-Alaña, Luis A. - In: Applied economics 33 (2001) 10, pp. 1263-1269
Persistent link: https://www.econbiz.de/10001590553
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - In: Economic modelling 18 (2001) 4, pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
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Structural breaks and fractional integration in the US output and unemployment rate
Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 1, pp. 79-84
Persistent link: https://www.econbiz.de/10001698642
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Mean reversion in the real exchange rates
Gil-Alaña, Luis A. - In: Economics letters 69 (2000) 3, pp. 285-288
Persistent link: https://www.econbiz.de/10001525583
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509586
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Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509600
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Testing and forecasting the degree of integration in the US inflation rate
Gil-Alaña, Luis A. - In: Journal of forecasting 24 (2005) 3, pp. 173-187
Persistent link: https://www.econbiz.de/10002749029
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Long memory in the U.S. interest rate
Gil-Alaña, Luis A. - In: International review of financial analysis 13 (2004) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10002115098