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Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko; Carcel, Hector; Gil-Alaña, Luis A.; … - In: Journal of banking & finance 149 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
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Term structure persistence
Abbritti, Mirko; Gil-Alaña, Luis A.; Lovcha, Yuliya; … - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
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Inflation convergence in the East African community : a fractional integration and cointegration study
Carcel, Hector; Gil-Alaña, Luis A.; Madigu, Godfrey - In: Global economy journal : GEJ 15 (2015) 4, pp. 507-524
Persistent link: https://www.econbiz.de/10011427972
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Inflation analysis in the Central American Monetary Council
Carcel, Hector; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 547-565
Persistent link: https://www.econbiz.de/10011949281
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Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alaña, Luis A.; Carcel, Hector - In: Applied economics letters 24 (2017) 13/15, pp. 991-994
Persistent link: https://www.econbiz.de/10011716504
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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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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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Application of local projections in the monetary policy in Brazil
Carcel, Hector; Gil-Alaña, Luis A.; Wanke, Peter - In: Applied economics letters 25 (2018) 13, pp. 941-944
Persistent link: https://www.econbiz.de/10012131133
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A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.; Carcel, Hector - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
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The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - In: Finance research letters 24 (2018), pp. 34-41
Persistent link: https://www.econbiz.de/10011982450