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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. - 2000

Persistent link: https://www.econbiz.de/10001509586

A fractionally integrated exponential model for UK unemployment

Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001509590

Testing stochastic cycles in macroeconomic time series

Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001509600

Forecasting the real output using fractionally integrated techniques

Gil-Alaña, Luis A. - 2001

Persistent link: https://www.econbiz.de/10001597000

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

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

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

Fractional cointegration in the consumption and income relationship using semiparametric techniques

Gil-Alaña, Luis A. (contributor) - In: Economics bulletin : EB (2004)

Persistent link: https://www.econbiz.de/10003073568

Forecasting the real output using fractionally integrated techniques

Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589

Persistent link: https://www.econbiz.de/10002157933

Forecasting the real output using fractionally integrated techniques

Gil-Alaña, Luis A. - 2001

The annual structure of the real GDP in the UK, France, Germany and Italy is examined in this article by means of fractionally integrated techniques. Using a version of a testing procedure due to Robinson (1994), we show that the series can be specified in terms of I(d) statistical models with d...

Persistent link: https://www.econbiz.de/10009613608