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Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.; Sauci, Laura - In: Applied economics 50 (2018) 29, pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
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Testing fractional persistence and non-linearities in the natural gas market : an application of non-linear deterministic terms based on Chebyshev polynomials in time
Yaya, OlaOluwa S.; Gil-Alaña, Luis A.; Carcel, Hector - In: Energy economics 52 (2015) 1, pp. 240-245
Persistent link: https://www.econbiz.de/10011568248
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Measuring inequality persistence in OECD 1963-2008 using fractional integration and cointegration
Gil-Alaña, Luis A.; Škare, Marinko; … - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 65-72
Persistent link: https://www.econbiz.de/10012176225
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Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.; Škare, Marinko; Blazevic Buric, Sanja - In: Applied economics 52 (2020) 5, pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
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Modeling US historical time-series prices and inflation using alternative long-memory approaches
Canarella, Giorgio; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1491-1511
Persistent link: https://www.econbiz.de/10012219614
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Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Finance research letters 27 (2018), pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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The fisher relationship in Nigeria
Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - In: Journal of economics and finance 41 (2017) 2, pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
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Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: International economics : a journal published by CEPII … 152 (2017), pp. 116-123
Persistent link: https://www.econbiz.de/10011802433
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Fractional integration with Bloomfield disturbances in the specification of real output in the G7 countries
Gil-Alaña, Luis A. (contributor) - In: Topics in macroeconomics 3 (2003) 1
Persistent link: https://www.econbiz.de/10001800507
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Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.; Infante, Juan; Martín-Valmayor, … - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 347-357
Persistent link: https://www.econbiz.de/10014429885