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Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
. -- Unemployment ; Input Prices ; Long Memory ; Fractional Integration ; Fractional Cointegration …This paper examines the relationship between unemployment, real oil price and real interest rates in Canada. Instead of … following the classical approach based on I(0) stationarity or I(1) cointegrating relationships, we use fractional integration/cointegration …
Persistent link: https://www.econbiz.de/10009614880
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Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001606213
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The impact of macroeconomic factors on the US Stock Exchange
Süslü, Cemil - In: International journal of sustainable economies … 11 (2022) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10014290717
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Oil price shocks and inflation dynamics in Nigeria : sensitivity of unit root to structural breaks
Odionye, Joseph Chukwudi; Ukeje, Okanta Sunday; Odo, … - In: International journal of business and economics … 8 (2019) 2, pp. 58-64
Persistent link: https://www.econbiz.de/10012231395
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Modelling nonlinearities in cointegration relationships
Schweikert, Karsten - 2017
Persistent link: https://www.econbiz.de/10012795244
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Dynamic structure of the spot price of crude oil : does time aggregation matter?
Aghababa, Hajar; Barnett, William A. - 2016
Persistent link: https://www.econbiz.de/10011565376
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The relationship between the inflation rate and the unemployment rate in Poland and their long-term associations with selected macroeconomic variables
Koterwa, Jan; Kycia, Hubert; Czapkiewicz, Anna - In: Managerial economics 24 (2023) 2, pp. 165-185
Persistent link: https://www.econbiz.de/10014556710
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Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
Neto, David - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 909-928
Persistent link: https://www.econbiz.de/10011377316
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GCC countries and the nexus between exchange rate and oil price : what wavelet decomposition reveals?
Bouoiyour, Jamal; Selmi, Refk - In: International journal of computational economics and … 5 (2015) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10011317310
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The Turkish stock market integration with oil prices : cointegration analysis with unknown regime shifts
Halaç, Umut; Taşkın, Fatma Dilvin; Çağlı, Efe Çağlar - In: Panoeconomicus 60 (2013) 4, pp. 499-513
Persistent link: https://www.econbiz.de/10010341061