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~isPartOf:"Economic modelling"
~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~person:"Gil-Alaña, Luis A."
~person:"Wolters, Jürgen"
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Cointegration
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Gil-Alaña, Luis A.
Wolters, Jürgen
Shahbaz, Muhammad
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Economic modelling
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
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1
Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International economics : a journal published by CEPII …
159
(
2019
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012318834
Saved in:
2
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
Saved in:
3
Comovements among U.S. state housing prices : evidence from fractional cointegration
Barros, Carlos Pestana
;
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 936-942
Persistent link: https://www.econbiz.de/10009545491
Saved in:
4
Testing of seasonal integration and cointegration with fractionally integrated techniques : an application to the Danish labour demand
Gil-Alaña, Luis A.
- In:
Economic modelling
25
(
2008
)
2
,
pp. 326-339
Persistent link: https://www.econbiz.de/10003724848
Saved in:
5
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
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