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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
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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
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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
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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
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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
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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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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
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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
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Fractional cointegration in US term spreads
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003963290
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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