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Unemployment and real oil prices in Australia : a fractionally cointegrated approach
Gil-Alaña, Luis A. - In: Applied economics letters 10 (2003) 4, pp. 201-204
Persistent link: https://www.econbiz.de/10001748959
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Long memory in the Spanish GDP using fractional integration with Bloomfield disturbances
Gil-Alaña, Luis A. - In: Applied economics letters 10 (2003) 1, pp. 33-37
Persistent link: https://www.econbiz.de/10001725687
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The dynamics of the real exchange rates in Europe : a comparative study across countries using fractional integration
Gil-Alaña, Luis A. - In: Applied economics letters 11 (2004) 7, pp. 429-432
Persistent link: https://www.econbiz.de/10002111184
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Real GDP growth rates across countries : long memory and mean shifts
Gil-Alaña, Luis A. - In: Applied economics letters 15 (2008) 4/6, pp. 449-455
Persistent link: https://www.econbiz.de/10003727473
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Empirical evidence on real convergence in some OECD countries
Cunado, J.; Gil-Alaña, Luis A.; Pérez de Gracia, F. - In: Applied economics letters 10 (2003) 3, pp. 173-176
Persistent link: https://www.econbiz.de/10001747218
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Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate
Gil-Alaña, Luis A. - In: Applied economics letters 10 (2003) 2, pp. 103-105
Persistent link: https://www.econbiz.de/10001747248
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The Euribor rate : a forecasting exercise based on fractional integration
Cuestas, Juan Carlos; Gil-Alaña, Luis A. - In: Applied economics letters 32 (2025) 2, pp. 179-182
Persistent link: https://www.econbiz.de/10015195167
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Stock market returns and terrorist violence : evidence from the Basque Country
Barros, Carlos Pestana; Gil-Alaña, Luis A. - In: Applied economics letters 16 (2009) 13/15, pp. 1575-1579
Persistent link: https://www.econbiz.de/10003895001
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Fractional cointegration in US term spreads
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 19 (2012) 4/6, pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
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Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 17 (2010) 10/12, pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280