Similar Search Results

Persistence, long memory, and unit roots in commodity prices

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Perez … - In: Canadian journal of agricultural economics : CJAE 60 (2012) 4, pp. 451-468

Persistent link: https://www.econbiz.de/10009687939

Real convergence in Africa in the second-half of the 20th century

Cuñado Eizaguirre, Juncal; Perez de Gracia, Fernando - In: Journal of economics & business 58 (2006) 2, pp. 153-167

Persistent link: https://www.econbiz.de/10003290041

European current account sustainability : new evidence based on unit roots and fractional integration

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Pérez … - In: Eastern economic journal 36 (2010) 2, pp. 177-187

Persistent link: https://www.econbiz.de/10003983909

Unemployment hysteresis : empirical evidence for Latin America

Ayala, Astrid; Cuñado Eizaguirre, Juncal; Gil-Alaña, … - In: Journal of applied economics 15 (2012) 2, pp. 213-233

Persistent link: https://www.econbiz.de/10009787670

Trade balance and exchange rate : unit roots, co-integration and long memory in the US and the UK

Gil-Alaña, Luis A.; Luqui, Natalia; Cuñado … - In: Economic notes : economic review of Banca Monte dei … 37 (2008) 1, pp. 59-74

Persistent link: https://www.econbiz.de/10003712973

Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score

Ayala, Astrid; Blazsek, Szabolcs; Cuñado Eizaguirre, Juncal - In: Applied economics 48 (2016) 28/30, pp. 2675-2696

Persistent link: https://www.econbiz.de/10011594383

Unemployment Hysteresis : Empirical Evidence for Latin America

Ayala, Astrid Loretta - 2012

This paper analyzes the unemployment dynamics of 18 Latin American countries for the last four decades. We use a time series approach to test the mean reversion of unemployment rates and its approximation to a Natural Rate of Unemployment (NRU). The tests include the possibility of one and two...

Persistent link: https://www.econbiz.de/10013097301

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