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Adaptive ARFIMA models with applications to inflation
Baillie, Richard; Morana, Claudio - In: Economic modelling 29 (2012) 6, pp. 2451-2459
Persistent link: https://www.econbiz.de/10009673677
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Modeling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard (contributor); Morana, Claudio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428583
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Modelling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard; Morana, Claudio - In: Journal of economic dynamics & control 33 (2009) 8, pp. 1577-1592
Persistent link: https://www.econbiz.de/10003861075
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Asymptotic tests on moving average representation coeficients with an application to innovations on spot and forward exchange rates
Baillie, Richard T. - In: Economics letters 13 (1983) 2/3, pp. 201-206
Persistent link: https://www.econbiz.de/10001855574
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Predictions from ARMAX models
Baillie, Richard T. - In: Journal of econometrics 12 (1980) 3, pp. 365-374
Persistent link: https://www.econbiz.de/10001855799
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Modelling evolving long-run relationships : an application to the Italian energy market
Morana, Claudio - In: Scottish journal of political economy : the journal of … 47 (2000) 1, pp. 72-93
Persistent link: https://www.econbiz.de/10001461623
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Modelling evolutionary long-run relationships : an application to the Italian energy market
Morana, Claudio - 1998
Persistent link: https://www.econbiz.de/10000980969
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Common persistent factors in inflation and excess nominal money growth
Morana, Claudio (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 3
Persistent link: https://www.econbiz.de/10001790036
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Some frequency domain properties of fractionally cointegrated processes
Morana, Claudio - In: Applied economics letters 11 (2004) 14, pp. 891-894
Persistent link: https://www.econbiz.de/10002437968
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio - In: Applied economics letters 11 (2004) 13, pp. 837-842
Persistent link: https://www.econbiz.de/10002354224