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Central bank policy rates : are they cointegrated?

Caporale, Guglielmo Maria; Carcel, Hector; Gil-Alaña, … - 2017

Persistent link: https://www.econbiz.de/10011631069

Testing the Fisher hypothesis in the G7 countries using i(d) techniques

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017

Persistent link: https://www.econbiz.de/10011656667

Youth unemployment in Europe : persistence and macroeconomic determinants

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Comparative economic studies 56 (2014) 4, pp. 581-591

Persistent link: https://www.econbiz.de/10010487651

Inflation convergence in the East African community : a fractional integration and cointegration study

Carcel, Hector; Gil-Alaña, Luis A.; Madigu, Godfrey - In: Global economy journal : GEJ 15 (2015) 4, pp. 507-524

Persistent link: https://www.econbiz.de/10011427972

GDP and population growth : evidence of fractional cointegration with historical data from 1820 onwards

Gil-Alaña, Luis A.; Villanueva, Cecilia Font de; … - In: Journal of economic studies 49 (2022) 2, pp. 379-393

Persistent link: https://www.econbiz.de/10013173406

Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - In: Emerging markets, finance and trade : EMFT 58 (2022) 5, pp. 1502-1514

Persistent link: https://www.econbiz.de/10013167095

Economic policy uncertainty : persistence and cross-country linkages

Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - In: Research in international business and finance 58 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013286262

Long-run linkages between US stock prices and cryptocurrencies : a fractional cointegration analysis

Caporale, Guglielmo Maria; Dios Mazariegos, José Javier; … - 2022

This paper applies fractional integration and cointegration methods to examine respectively the univariate properties of the four main cryptocurrencies in terms of market capitalization (BTC, ETH, USDT, BNB) and of four US stock market indices (S&P500, NASDAQ, Dow Jones and MSCI for emerging...

Persistent link: https://www.econbiz.de/10013368898

US house prices by census division : persistence, trends and structural breaks

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2022

This paper uses fractional integration methods to examine persistence, trends and structural breaks in US house prices, more specifically the monthly Federal Housing Finance Agency (FHFA) House Price Index for Census Divisions, and the US as a whole over the period from January 1991 to August...

Persistent link: https://www.econbiz.de/10013472362

Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar

Malmierca-Ordoqui, Maria; Gil-Alaña, Luis A.; Monge … - In: Empirical economics : a quarterly journal of the … 66 (2024) 2, pp. 859-882

Persistent link: https://www.econbiz.de/10014519716