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Fractional integration and impulse responses : a bivariate application to real output in the US and the Scandinavian countries
Caporale, Guglielmo Maria (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003391559
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Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Advances in quantitative analysis of finance and … 5 (2007), pp. 23-50
Persistent link: https://www.econbiz.de/10003575276
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Identification of segments of European banks with a latent class frontier model
Barros, Carlos Pestana (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003599497
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A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496720
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Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003497650
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Long run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003499554
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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