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Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.; Balcilar, Mehmet; Gupta, Rangan; … - In: Economic modelling 32 (2013), pp. 161-171
Persistent link: https://www.econbiz.de/10010109558
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Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.; Balcilar, Mehmet; Gupta, Rangan; … - In: Economic modelling 32 (2013), pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
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Testing fractional integration with monthly data
Gil-Alaña, Luis A. - In: Economic modelling 16 (1999) 4, pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
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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
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alana, Luis A. - In: Economic modelling 18 (2001) 4, pp. 643-658
Persistent link: https://www.econbiz.de/10006271752
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Testing fractional integration with monthly data
Gil-Alana, Luis A. - In: Economic modelling 16 (1999) 4, pp. 613
Persistent link: https://www.econbiz.de/10006293568
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Comovements among U.S. state housing prices: Evidence from fractional cointegration
Barros, Carlos Pestana; Gil-Alana, Luis A.; Payne, James E. - In: Economic modelling 29 (2012) 3, pp. 936-943
Persistent link: https://www.econbiz.de/10009848570
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Further evidence on the PPP analysis of the Australian dollar : non-linearities, fractional integration and structural changes
Cuestas, Juan C.; Gil-Alaña, Luis A. - In: Economic modelling 26 (2009) 6, pp. 1184-1192
Persistent link: https://www.econbiz.de/10003923520
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Persistence and cycles in US hours worked
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
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The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.; Gil-Alaña, Luis A. - In: Economic modelling 38 (2014), pp. 463-469
Persistent link: https://www.econbiz.de/10010419012