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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

Macroeconomic and financial effects of oil price shocks : evidence for the euro area

Morana, Claudio - In: Economic modelling 64 (2017), pp. 82-96

Persistent link: https://www.econbiz.de/10011756484

The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises

Morana, Claudio - In: Journal of forecasting 36 (2017) 8, pp. 919-935

Persistent link: https://www.econbiz.de/10011860924

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

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

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

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

Estimating long memory in the mark-dollar exchange rate with high frequency data

Morana, Claudio - In: Applied financial economics letters 2 (2006) 6, pp. 361-364

Persistent link: https://www.econbiz.de/10003397266

Stock returns, the interest rate and inflation in the Italian stock market : a long-run perspective

Bagliano, Fabio C. - In: Giornale degli economisti e annali di economia 56 (1997) 3, pp. 139-167

Persistent link: https://www.econbiz.de/10001233917

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544