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A Joint Test of Fractional Cyc...
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111
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
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112
Government expenditures and revenues : evidence of fractional cointegration in an asymmetric modeling
Gil-Alaña, Luis A.
- In:
International advances in economic research : IAER ; an …
15
(
2009
)
2
,
pp. 143-155
Persistent link: https://www.econbiz.de/10003877566
Saved in:
113
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
Saved in:
114
Is the US inflation rate a persistent variable?
Gil-Alaña, Luis A.
- In:
Inflation : roles, targeting, and dynamics
,
(pp. 151-162)
.
2008
Persistent link: https://www.econbiz.de/10003944693
Saved in:
115
CAC-40 stock market index : long memory in the returns and in the volatility processes at different data frequencies
Gil-Alaña, Luis A.
;
Laniepce, Arnold
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 211-220)
.
2009
Persistent link: https://www.econbiz.de/10003945030
Saved in:
116
Further evidence on the PPP analysis of the Australian dollar : non-linearities, fractional integration and structural changes
Cuestas, Juan C.
;
Gil-Alaña, Luis A.
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1184-1192
Persistent link: https://www.econbiz.de/10003923520
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117
Persistence in some energy futures markets
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
The journal of futures markets
30
(
2010
)
5
,
pp. 490-507
Persistent link: https://www.econbiz.de/10003962641
Saved in:
118
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
119
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963290
Saved in:
120
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963304
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