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Fractional cointegration in the consumption and income relationship using semiparametric techniques
Gil-Alaña, Luis A. (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003073568
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Testing of I(d) processes in the real output
Gil-Alaña, Luis A. (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003075137
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Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 11, pp. 1205-1217
Persistent link: https://www.econbiz.de/10002127741
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Seasonal fractional components in macroeconomic time series
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 12, pp. 1265-1279
Persistent link: https://www.econbiz.de/10002127852
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Mean reversion in the real exchange rates
Gil-Alaña, Luis A. - In: Economics letters 69 (2000) 3, pp. 285-288
Persistent link: https://www.econbiz.de/10001525583
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Lond memory in the interest rates in some Asian countries
Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 9 (2003) 4, pp. 257-267
Persistent link: https://www.econbiz.de/10001838355
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Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589
Persistent link: https://www.econbiz.de/10002157933
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The permanent income hypothesis : a new framework based on fractional integration and cointegration
Gil-Alaña, Luis A. - In: International advances in economic research : IAER ; an … 10 (2004) 3, pp. 165-179
Persistent link: https://www.econbiz.de/10002235701
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A univariate analysis of unemployment and inflation in Italy : a fractionally integrated approach
Gil-Alaña, Luis A. - In: Brazilian review of econometrics : the review of the … 23 (2003) 2, pp. 227-254
Persistent link: https://www.econbiz.de/10002091193
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Modelling the US real GNP with fractionally integrated techniques
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 8, pp. 873-879
Persistent link: https://www.econbiz.de/10002091452