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Testing seasonality in the context of fractionally integrated processes
Gil-Alaña, Luis A. - In: Annales d'économie et de statistique 81 (2006), pp. 69-91
Persistent link: https://www.econbiz.de/10003376911
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International arrivals in the Canary Islands : persistence, long memory, seasonality and other implicit dynamics
Gil-Alaña, Luis A. - In: Tourism economics : the business and finance of tourism … 16 (2010) 2, pp. 287-302
Persistent link: https://www.econbiz.de/10003978306
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Inflation in South Africa : a time-series view across sectors using long-range dependence
Gil-Alaña, Luis A. - In: The South African journal of economics 78 (2010) 4, pp. 325-343
Persistent link: https://www.econbiz.de/10008903586
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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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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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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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Americans travelling to Europe : a new perspective based on persistence
Gil-Alaña, Luis A. - In: Tourism and hospitality research : the surrey quarterly … 9 (2009) 1, pp. 3-8
Persistent link: https://www.econbiz.de/10003813235
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Inflation in South Africa : a long memory approach
Gil-Alaña, Luis A. - In: Economics letters 111 (2011) 3, pp. 207-209
Persistent link: https://www.econbiz.de/10009242364