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The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models

Gil-Alaña, Luis A. - In: Applied economics 33 (2001) 10, pp. 1263-1269

Persistent link: https://www.econbiz.de/10001590553

Testing persistence in the context of conditional heteroscedasticity errors

Gil-Alaña, Luis A. - In: Applied financial economics 20 (2010) 22/24, pp. 1709-1723

Persistent link: https://www.econbiz.de/10009012375

Unit and fractional roots in the presence of abrupt changes with an application to Brazilian inflation rate

Gil-Alaña, Luis A. - 2001

Persistent link: https://www.econbiz.de/10014461170

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Gil-Alaña, Luis A.; Robinson, Peter M. - 1996

Persistent link: https://www.econbiz.de/10000952843

Trade balance and exchange rate : unit roots, co-integration and long memory in the US and the UK

Gil-Alaña, Luis A.; Luqui, Natalia; Cuñado … - In: Economic notes : economic review of Banca Monte dei … 37 (2008) 1, pp. 59-74

Persistent link: https://www.econbiz.de/10003712973

Identification of segments of European banks with a latent class frontier model

Barros, Carlos Pestana (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003641846

Multiple cyclical fractional structures in financial time series

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003641950

Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirica : journal of european economics 35 (2008) 3, pp. 241-253

Persistent link: https://www.econbiz.de/10003726470

The nature of occupational unemployment rates in the United States : hysteresis or structural?

Candelon, Bertrand (contributor); Dupuy, Arnaud (contributor) - 2008

This paper provides new evidence on the nature of occupational differences in unemployment dynamics, which is relevant for the debate between the structural or hysteresis hypotheses. We develop a procedure that permits us to test for the presence of a structural break at unknown date. Our...

Persistent link: https://www.econbiz.de/10003729418

Multiple shift and fractional integration in the US and UK unemployment rates

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003739796