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Inflation in Mozambique : empirical facts based on persistence, seasonality and breaks

Gil-Alaña, Luis A.; Barros, Carlos Pestana; Faria, … - In: Applied economics 46 (2014) 19/21, pp. 2545-2555

Persistent link: https://www.econbiz.de/10010417196

A historical perspective of inflation in Latin America : a new approach based on fractional integration with a structural break

Gil-Alaña, Luis A.; Barros, Carlos Pestana - In: International economic journal 23 (2009) 2, pp. 259-279

Persistent link: https://www.econbiz.de/10003873538

Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks

Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001470380

Structural breaks and fractional integration in the US output and unemployment rate

Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 1, pp. 79-84

Persistent link: https://www.econbiz.de/10001698642

Testing of unit and fractional root cycles in macroeconomic time series

Gil-Alaña, Luis A. - In: European review of economics and finance 2 (2003) 1, pp. 5-21

Persistent link: https://www.econbiz.de/10001777301

A mean shift break in the US interest rate

Gil-Alaña, Luis A. - In: Economics letters 77 (2002) 3, pp. 357-363

Persistent link: https://www.econbiz.de/10001711501

Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks

Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 101-113

Persistent link: https://www.econbiz.de/10001724101

Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate

Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 30 (2005) 1, pp. 193-207

Persistent link: https://www.econbiz.de/10002770998

Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate

Gil-Alaña, Luis A. - 2001

We analyse in this article the monthly structure of the Brazilian inflation rate by means of fractionally integrated techniques. This series is characterized by strong government interventions to bring inflation to a low level. We use a testing procedure due to Robinson (1994) which allow us to...

Persistent link: https://www.econbiz.de/10009615430

Government expenditures and revenues : evidence of fractional cointegration in an asymmetric modeling

Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 15 (2009) 2, pp. 143-155

Persistent link: https://www.econbiz.de/10003877566