Testing for deterministic and stochastic cycles in macroeconomic time series
Year of publication: |
2007
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. |
Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 1881425. - Vol. 34.2007, 2, p. 155-169
|
-
Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis
Caporale, Guglielmo Maria, (2022)
-
Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks
Caporale, Guglielmo Maria, (2022)
-
Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis
Caporale, Guglielmo Maria, (2022)
- More ...