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Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 83-94
Persistent link: https://www.econbiz.de/10006227821
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Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Review of financial economics : RFE 13 (2004) 4, pp. 327-340
Persistent link: https://www.econbiz.de/10006428318
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Review of financial economics : RFE 13 (2004) 3, pp. 245-258
Persistent link: https://www.econbiz.de/10006429911
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Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010168901
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: The quarterly review of economics and finance : journal … 42 (2002) 3, pp. 599-610
Persistent link: https://www.econbiz.de/10007659341
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FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS link rid="fn1">*
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: The Manchester School 73 (2005) 6, pp. 737-753
Persistent link: https://www.econbiz.de/10007802997
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Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Empirica : journal of european economics 34 (2007) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10007722378
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Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Empirica : journal of european economics 35 (2008) 3, pp. 241-253
Persistent link: https://www.econbiz.de/10008074154
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Testing of nonstationarities in the unit circle, long memory processes and day of the week effects in financial data
Caporale, Guglielmo Maria; Gil-Alana, Luis A.; … - In: Advances in quantitative analysis of finance and … 5 (2007), pp. 23-50
Persistent link: https://www.econbiz.de/10009924767
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Real exchange rates in Latin America : the PPP hypothesis and fractional integration
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - In: Journal of economic development 35 (2010) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10009929537