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Fractional integration in total factor productivity: evidence from US data
Gil-Alana, Luis A.; Mendi, Pedro - In: Applied economics 37 (2005) 12, pp. 1369-1384
Persistent link: https://www.econbiz.de/10007640711
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Forecasting the real output using fractionally integrated techniques
Gil-Alana, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1590
Persistent link: https://www.econbiz.de/10007645938
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Seasonal fractional components in macroeconomic time series
Gil-Alana, Luis A. - In: Applied economics 36 (2004) 12, pp. 1265-1280
Persistent link: https://www.econbiz.de/10007646468
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Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
Gil-Alana, Luis A. - In: Applied economics 36 (2004) 11, pp. 1205-1218
Persistent link: https://www.econbiz.de/10007646473
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Modelling the U.S. interest rate in terms of I(d) statistical models
Gil-Alana, Luis A. - In: The quarterly review of economics and finance : journal … 44 (2004) 4, pp. 475-486
Persistent link: https://www.econbiz.de/10007646723
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Fractional Integration and Cointegration in the Japanese Exchange Rate Market
Gil-Alana, Luis A. - In: The Japanese economy : translations and studies 32 (2004) 4, pp. 12-35
Persistent link: https://www.econbiz.de/10007647427
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Modelling the US real GNP with fractionally integrated techniques
Gil-Alana, Luis A. - In: Applied economics 36 (2004) 8, pp. 873-880
Persistent link: https://www.econbiz.de/10007649207
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Strong dependence in the real interest rates
Gil-Alana, Luis A. - In: Applied economics 35 (2003) 2, pp. 119-124
Persistent link: https://www.econbiz.de/10007658614
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Modelling the Persistence of Unemployment in Canada
Gil-Alana, Luis A. - In: International review of applied economics 16 (2002) 4, pp. 465-478
Persistent link: https://www.econbiz.de/10007659126
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Fractional integration and structural breaks in U.S. macro dynamics
Gil-Alana, Luis A.; Moreno, Antonio - In: Empirical economics : a journal of the Institute for … 43 (2012) 1, pp. 427-447
Persistent link: https://www.econbiz.de/10009993180