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Real convergence in some emerging countries : a fractionally integrated approach
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Recherches économiques de Louvain 73 (2007) 3, pp. 293-310
Persistent link: https://www.econbiz.de/10003558456
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Mean-reversion and long memory in the stock market indexes of some Latin American countries
Gil-Alaña, Luis A. - In: Latin American business review : journal of the … 8 (2007) 1, pp. 103-120
Persistent link: https://www.econbiz.de/10003504382
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Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 69 (2007) 4, pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
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Mean reversion of short-run interest rates in emerging countries
Candelon, Bertrand; Gil-Alaña, Luis A. - In: Review of international economics 14 (2006) 1, pp. 119-135
Persistent link: https://www.econbiz.de/10003301280
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Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics letters 2 (2006) 1, pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
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European current account sustainability : new evidence based on unit roots and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Pérez … - In: Eastern economic journal 36 (2010) 2, pp. 177-187
Persistent link: https://www.econbiz.de/10003983909
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Real exchange rates in Latin America : the PPP hypothesis and fractional integration
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economic development 35 (2010) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10003988042
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New evidence on long-run monetary neutrality
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Journal of applied economics 12 (2009) 2, pp. 229-248
Persistent link: https://www.econbiz.de/10008654025
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Semiparametric estimation of the fractional differencing parameter in the US interest rate
Gil-Alaña, Luis A. - In: Liquidity, interest rates and banking, (pp. 235-247). 2009
Persistent link: https://www.econbiz.de/10008654502
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A historical perspective of inflation in Latin America : a new approach based on fractional integration with a structural break
Gil-Alaña, Luis A.; Barros, Carlos Pestana - In: International economic journal 23 (2009) 2, pp. 259-279
Persistent link: https://www.econbiz.de/10003873538