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Zeitreihenanalyse
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
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Cuñado Eizaguirre, Juncal
19
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Term premium and quantitative easing in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011897276
Saved in:
2
Technology shocks and hours worked : a fractional integration perspective
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Macroeconomic dynamics
13
(
2009
)
5
,
pp. 580-604
Persistent link: https://www.econbiz.de/10003906381
Saved in:
3
Uncovering the US term premium : an alternative route
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1181-1193
Persistent link: https://www.econbiz.de/10009558566
Saved in:
4
The Deaton paradox in a long memory context with structural breaks
Gil-Alaña, Luis A.
;
Moreno, Antonio
;
Cho, Seonghoon
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3309-3322
Persistent link: https://www.econbiz.de/10009617935
Saved in:
5
Fractional integration and structural breaks in US macro dynamics
Gil-Alaña, Luis A.
;
Moreno, Antonio
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
1
,
pp. 427-446
Persistent link: https://www.econbiz.de/10009582057
Saved in:
6
Fractional integration in the purchasing power parity
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994027
Saved in:
7
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
Saved in:
8
A simple non-linear model with fractional integration for financial time series data
Gil-Alaña, Luis A.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 838-848
Persistent link: https://www.econbiz.de/10003792309
Saved in:
9
Testing of unit root cycles in US macroeconomic series
Gil-Alaña, Luis A.
- In:
Business fluctuations and cycles
,
(pp. 171-192)
.
2008
Persistent link: https://www.econbiz.de/10003854129
Saved in:
10
Testing seasonality in the context of fractionally integrated processes
Gil-Alaña, Luis A.
- In:
Annales d'économie et de statistique
81
(
2006
),
pp. 69-91
Persistent link: https://www.econbiz.de/10003376911
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