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Unemployment and input prices: A fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - Sonderforschungsbereich 373, Quantifikation und … - 2000
This paper examines the relationship between unemployment, real oil price and real interest rates in Canada. Instead of following the classical approach based on I(0) stationarity or I(1) cointegrating relationships, we use fractional integration/cointegration techniques which allow for the...
Persistent link: https://www.econbiz.de/10010983420
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Estimation of fractionally ARIMA models for the UK unemployment
Gil-Alaña, Luis A. - In: Annales d'économie et de statistique (2001), pp. 127-137
Persistent link: https://www.econbiz.de/10001612456
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The UK unemployment : long memory, seasonality and other implicit dynamics
Gil-Alaña, Luis A. - In: Economia internazionale 56 (2003) 3, pp. 323-335
Persistent link: https://www.econbiz.de/10001984767
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Unemployment and input prices: A fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
This paper examines the relationship between unemployment, real oil price and real interest rates in Canada. Instead of following the classical approach based on I(0) stationarity or I(1) cointegrating relationships, we use fractional integration/cointegration techniques which allow for the...
Persistent link: https://www.econbiz.de/10010310351
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A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509590
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Estimation of fractional ARIMA models for the UK unemployment
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001400844
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Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.; Henry, S. G. B. - 2000
Persistent link: https://www.econbiz.de/10001470376
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Testing the order of integration in the UK unemployment
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10000683872
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Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001606213
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A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A. - In: Journal of forecasting 20 (2001) 5, pp. 329-340
Persistent link: https://www.econbiz.de/10001611315