Search Results - subject:"non-linear trends"

Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013

Gil-Alana, Luis A.; Gupta, Rangan; Gracia, Ferando Perez de - Department of Economics, Faculty of Economic and … - 2014

This study examines the time series behaviour of nominal and real house prices within a long memory approach with non-linear … trends using long span of data for the US economy, over the annual period of 1830-2013. In general, the results show a high …

Persistent link: https://www.econbiz.de/10011095475

Evidence of persistence in U.S. short and long-term interest rates

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 5, pp. 775-789

Persistent link: https://www.econbiz.de/10011792860

Persistence, mean-reversion and non-linearities in CO2 emissions : evidence from the BRICS and G7 countries

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Environmental & resource economics : the official … 67 (2017) 4, pp. 869-883

Persistent link: https://www.econbiz.de/10011803607

Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013

Gil-Alaña, Luis A.; Gupta, Rangan; Perez de Gracia, … - In: Applied economics 48 (2016) 34/36, pp. 3244-3252

Persistent link: https://www.econbiz.de/10011617196

Modelling the trend : the historical origins of some modern methods and ideas

Mills, Terence C.; Patterson, Kerry D. - In: Journal of economic surveys 29 (2015) 3, pp. 527-548

Persistent link: https://www.econbiz.de/10011382523