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Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria; Cunado, Juncal; Gil-Alana, … - 2008
suggested model includes linear and non-linear time trends, and stationary and nonstationary processes based on integer and …
Persistent link: https://www.econbiz.de/10010264382
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Trends and cycles in macro series: The case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US … be captured accurately by a model incorporating both stochastic trends and stochastic cycles that allows for somedegree …
Persistent link: https://www.econbiz.de/10011749973
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Trends and Cycles in Macro Series: The Case of US Real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US … be captured accurately by a model incorporating both stochastic trends and stochastic cycles that allows for some degree …
Persistent link: https://www.econbiz.de/10011777593
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Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals
Caporale, Guglielmo Maria; Gil-Alana, Luis A.; … - 2020
permanent effects. Persistence is highest in the case of Brussels, Amsterdam and London. The presence of negative trends in …
Persistent link: https://www.econbiz.de/10012269472
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US House Prices by Census Division: Persistence, Trends and Structural Breaks
Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko - 2022
This paper uses fractional integration methods to examine persistence, trends and structural breaks in US house prices … structural breaks is taken into account, segmented trends are detected; the subsample estimates of the fractional differencing …
Persistent link: https://www.econbiz.de/10014290053
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Atmospheric Pollution in Chinese Cities: Trends and Persistence
Caporale, Guglielmo Maria; Carmona-González, Nieves; … - 2022
significant downward trends indicating a decline over time in the degree of pollution in Chinese cities. It is also interesting …
Persistent link: https://www.econbiz.de/10014290071
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Trends and Persistence in the Greenland Ice Sheet Mass
Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko; … - 2023
This paper examines trends and persistence in the Greenland ice sheet mass by applying fractional integration methods …
Persistent link: https://www.econbiz.de/10014377530
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Long-Run Trends and Cycles in US House Prices
Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko - 2023
This paper analyses US nominal house prices at an annual frequency over the period from 1927 to 2022 by means of a very general time series model. This includes both a (linear and non-linear) deterministic and a stochastic component, with the latter allowing for fractional orders of integration...
Persistent link: https://www.econbiz.de/10014469660
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Particulate matter 10 (PM10): persistence and trends in eight European capitals
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2020
permanent effects. Persistence is highest in the case of Brussels, Amsterdam and London. The presence of negative trends in …
Persistent link: https://www.econbiz.de/10012240434
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Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
trends and stochastic cycles in addition to deterministic terms such as linear and non-linear trends. We examine four US … be captured accurately by a model incorporating both stochastic trends and stochastic cycles that allows for somedegree …
Persistent link: https://www.econbiz.de/10011746636