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Long memory and fractional int...
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Trends and cycles in macro series : The case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of Economic Research
74
(
2021
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012536913
Saved in:
2
On the persistence of UK inflation : A long‐range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International Journal of Finance & Economics
27
(
2020
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012273380
Saved in:
3
Prospects for a Monetary Union in the East Africa Community : Some Empirical Evidence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
South African Journal of Economics
88
(
2020
)
2
,
pp. 174-185
Persistent link: https://www.econbiz.de/10012284236
Saved in:
4
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
5
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
6
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
7
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
1999
Persistent link: https://www.econbiz.de/10001615056
Saved in:
8
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001615066
Saved in:
9
Long memory and structural breaks in hyperinflation countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economics and finance
27
(
2003
)
2
,
pp. 136-152
Persistent link: https://www.econbiz.de/10001784098
Saved in:
10
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
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