Narrow search
Showing 91 - 100 of 675
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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