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Long memory in US real output per capita
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2009
integration ; long memory ; convergence …
Persistent link: https://www.econbiz.de/10003844251
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Long memory in US real output per capita
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2009
integration ; long memory ; convergence …
Persistent link: https://www.econbiz.de/10003850276
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
In this paper we propose a new modelling framework for the analysis of macro series that includes both stochastic trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US macro series, namely annual and quarterly real GDP and GDP...
Persistent link: https://www.econbiz.de/10011746636
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
In this paper we propose a new modelling framework for the analysis of macro series that includes both stochastic trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US macro series, namely annual and quarterly real GDP and GDP...
Persistent link: https://www.econbiz.de/10011750067
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The real convergence of CEE countries : a study of real GDP per capita
Zárembová, Andrea; Lyócsa, Štefan; Baumöhl, Eduard - 2012
The paper examines the unconditional sigma and time-series convergence of real GDP per capita (measured in national … to all CEE8 countries. We have found that both sigma convergence and time-series convergence were present for most of the … CEE8 countries prior to the breaks in trends, but after the breaks, the convergence slowed or reversed and thus indicated …
Persistent link: https://www.econbiz.de/10011638347
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Do large recessions reduce output permanently? : conference paper
Hosseinkouchack, Mehdi; Wolters, Maik H. - 2013
The slow recovery following the 2008/2009 recession has led to renewed interest in the question whether deep recessions lower real GDP permanently or whether we can expect a rebound to earlier trend levels. Using a recent quantile autoregression unit root test we check whether shocks to real GDP...
Persistent link: https://www.econbiz.de/10010340611
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and...
Persistent link: https://www.econbiz.de/10003931070
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Do large recessions reduce output permanently?
Hosseinkouchack, Mehdi; Wolters, Maik H. - 2012
The slow recovery following the 2008/2009 recession has led to renewed interest in the question whether deep recessions lower real GDP permanently or whether we can expect a rebound to earlier trend levels. Using a recent quantile autoregression unit root test we check whether shocks to real GDP...
Persistent link: https://www.econbiz.de/10009673738
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Do large recessions reduce output permanently?
Hosseinkouchack, Mehdi; Wolters, Maik H. - 2012
The slow recovery following the 2008/2009 recession has led to renewed interest in the question whether deep recessions lower real GDP permanently or whether we can expect a rebound to earlier trend levels. Using a recent quantile autoregression unit root test we check whether shocks to real GDP...
Persistent link: https://www.econbiz.de/10009682078
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CO2 emissions and GDP : evidence from China
Caporale, Guglielmo Maria; Claudio-Quiroga, Gloria; … - 2019
This paper examines the relationship between the logarithms of CO2 emissions and real GDP in China by applying fractional integration and cointegration methods. The univariate results indicate that the two series are highly persistent, their orders of integration being around 2, whilst the...
Persistent link: https://www.econbiz.de/10012119768