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~person:"Hamermesh, Daniel S."
~person:"Gil-Alaña, Luis A."
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ECONIS (ZBW)
365
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1
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1
Mozambique metical exchange rate dynamics : evidence of fractional co-integration in the USA and South African rates
Barros, Carlos P.
;
Gil-Alaña, Luis A.
;
Faria, João Ricardo
- In:
The South African journal of economics
83
(
2015
)
4
,
pp. 569-575
Persistent link: https://www.econbiz.de/10011441920
Saved in:
2
Testing PPP for the South African rand/US dollar exchange rate at different frequencies
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979854
Saved in:
3
Testing for persistence in South African house prices
Gil-Alaña, Luis A.
;
Aye, Goodness C.
;
Gupta, Rangan
- In:
Journal of real estate literature : a publication of …
21
(
2013
)
2
,
pp. 293-314
Persistent link: https://www.econbiz.de/10010354928
Saved in:
4
Testing PPP for the South African rand/US dollar real exchange rate at different data frequencies
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
African development review
27
(
2015
)
2
,
pp. 161-170
Persistent link: https://www.econbiz.de/10011334636
Saved in:
5
The Feldstein-Horioka puzzle in South Africa : a fractional cointegration approach
Gil-Alaña, Luis A.
;
André, Christophe
;
Gupta, Rangan
; …
- In:
The journal of international trade & economic development
25
(
2016
)
7/8
,
pp. 978-991
Persistent link: https://www.econbiz.de/10011709722
Saved in:
6
Modelling persistence in the conditional mean of inflation using the ARFIMA process with GARCH and GJR-GARCH innovations : the case of Ghana and South Africa
Boateng, Alexander
;
Lesaoana, Maseka
;
Siweya, Hlengani
; …
- In:
African review of economics & finance : AREF : (a …
9
(
2017
)
2
,
pp. 96-130
Persistent link: https://www.econbiz.de/10011780438
Saved in:
7
Inflation in South Africa : a time-series view across sectors using long-range dependence
Gil-Alaña, Luis A.
- In:
The South African journal of economics
78
(
2010
)
4
,
pp. 325-343
Persistent link: https://www.econbiz.de/10008903586
Saved in:
8
Is there an asymmetric behaviour in African inflation? : a non-linear approach
Mourelle, Estefania
;
Cuestas, Juan Carlos
;
Gil-Alaña, …
- In:
The South African journal of economics
79
(
2011
)
1
,
pp. 68-90
Persistent link: https://www.econbiz.de/10009157552
Saved in:
9
Inflation in South Africa : a long memory approach
Gil-Alaña, Luis A.
- In:
Economics letters
111
(
2011
)
3
,
pp. 207-209
Persistent link: https://www.econbiz.de/10009242364
Saved in:
10
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
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