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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
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The UK unemployment : long memory, seasonality and other implicit dynamics
Gil-Alaña, Luis A. - In: Economia internazionale 56 (2003) 3, pp. 323-335
Persistent link: https://www.econbiz.de/10001984767
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Estimation of fractionally ARIMA models for the UK unemployment
Gil-Alaña, Luis A. - In: Annales d'économie et de statistique (2001), pp. 127-137
Persistent link: https://www.econbiz.de/10001612456
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Testing the order of integration in the UK unemployment
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10000683872
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Testing the order of integration of the UK unemployment
Gil-Alaña, Luis A. - In: Applied econometrics and international development 2 (2002) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10003716812
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UK unemployment dynamics : a fractionally cointegrated approach
Gil-Alaña, Luis A. - In: Economia internazionale 59 (2006) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10003330750
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Seasonal monthly fractional integration in the UK unemployment
Gil-Alaña, Luis A. - In: The Icfai University journal of applied economics 8 (2009) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10003806747
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A seasonal fractional multivariate model : a testing procedure and impulse responses for the analysis of GDP and unemployment dynamics
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 38 (2010) 2, pp. 471-501
Persistent link: https://www.econbiz.de/10003943259
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The dynamic behaviour of unemployment in Australia : a fractionally integrated approach
Gil-Alaña, Luis A. - In: International journal of applied economics and … 21 (2013) 4, pp. 23-36
Persistent link: https://www.econbiz.de/10009757280
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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