Browsing All of EconStor by Author Gil-Alaña, Luis A.

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Year of PublicationTitleAuthor(s)
2000 Deterministic seasonality versus seasonal fractional integrationGil-Alaña, Luis A.
2000 Unemployment and input prices: A fractional cointegration approachCaporale, Guglielmo Maria; Gil-Alaña, Luis A.
2000 Fractional integration and the dynamics of UK unemploymentGil-Alaña, Luis A.; Henry, Brian
2000 A fractionally integrated model with a mean shift for the US and the UK real oil pricesGil-Alaña, Luis A.
2000 Testing of fractional cointegration in macroeconomic time seriesGil-Alaña, Luis A.
2000 Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaksGil-Alaña, Luis A.
2000 Fractional cointegration and real exchange ratesCaporale, Guglielmo Maria; Gil-Alaña, Luis A.
2000 Testing stochastic cycles in macroeconomic time seriesGil-Alaña, Luis A.
2000 Modelling seasonality with fractionally integrated processesGil-Alaña, Luis A.
2000 A fractionally integrated exponential model for UK unemploymentGil-Alaña, Luis A.
2000 Fractional cointegration and tests of present value modelsCaporale, Guglielmo Maria; Gil-Alaña, Luis A.
2000 A generalized fractional time series modelGil-Alaña, Luis A.
2001 Fractional integration and business cycle featuresCandelon, Bertrand; Gil-Alaña, Luis A.
2001 Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rateGil-Alaña, Luis A.
2001 The power of the tests of Robinson (1994) in the context of fractionally integrated moving average modelsGil-Alaña, Luis A.
2001 A joint test of fractional cyclic integration and a linear time trendGil-Alaña, Luis A.
2001 Forecasting the real output using fractionally integrated techniquesGil-Alaña, Luis A.
2013 Testing unemployment theories: A multivariate long memory approachCaporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, Yuliya
2014 Youth Unemployment in Europe: Persistence and Macroeconomic DeterminantsCaporale, Guglielmo Maria; Gil-Alaña, Luis A.
2015 Long memory, seasonality and time trends in the average monthly rainfall in major cities of NigeriaYaya, OlaOluwa S.; Gil-Alaña, Luis A.; Akomolafe, Abayomi A.