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Stock returns, the interest rate and inflation in the Italian stock market : a long-run perspective
Bagliano, Fabio C. - In: Giornale degli economisti e annali di economia 56 (1997) 3, pp. 139-167
Persistent link: https://www.econbiz.de/10001233917
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio - In: Applied economics letters 11 (2004) 13, pp. 837-842
Persistent link: https://www.econbiz.de/10002354224
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Some frequency domain properties of fractionally cointegrated processes
Morana, Claudio - In: Applied economics letters 11 (2004) 14, pp. 891-894
Persistent link: https://www.econbiz.de/10002437968
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Estimating long memory in the mark-dollar exchange rate with high frequency data
Morana, Claudio - In: Applied financial economics letters 2 (2006) 6, pp. 361-364
Persistent link: https://www.econbiz.de/10003397266
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Common persistent factors in inflation and excess nominal money growth
Morana, Claudio (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 3
Persistent link: https://www.econbiz.de/10001790036
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Modelling evolving long-run relationships : an application to the Italian energy market
Morana, Claudio - In: Scottish journal of political economy : the journal of … 47 (2000) 1, pp. 72-93
Persistent link: https://www.econbiz.de/10001461623
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Modelling evolutionary long-run relationships : an application to the Italian energy market
Morana, Claudio - 1998
Persistent link: https://www.econbiz.de/10000980969
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The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Morana, Claudio - In: Journal of forecasting 36 (2017) 8, pp. 919-935
Persistent link: https://www.econbiz.de/10011860924
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Macroeconomic and financial effects of oil price shocks : evidence for the euro area
Morana, Claudio - In: Economic modelling 64 (2017), pp. 82-96
Persistent link: https://www.econbiz.de/10011756484
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Factor vector autoregressive estimation : a new approach
Bagliano, Fabio C.; Morana, Claudio - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 15-23
Persistent link: https://www.econbiz.de/10003715656