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


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Year of PublicationTitleAuthor(s)
2004Non-linearities and fractional integration in the US unemployment rateCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2004Long-run and cyclical dynamics in the US stock marketCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2006Modelling structural breaks in the US, UK and Japanese unemployment ratesCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2007Deterministic versus stochastic seasonal fractional integration and structural breaksCaporale, Guglielmo Maria; Cunado, Juncal; Gil-Alana, Luis A.
2007Long run and cyclical dynamics in the US stock marketCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2007Identification of segments of European banks with a latent class frontier modelBarros, Carlos Pestana; Caporale, Guglielmo Maria; Gil-Alana, Luis A.
2007A multivariate long-memory model with structural breaksCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2008Modelling long-run trends and cycles in financial time series dataCaporale, Guglielmo Maria; Cunado, Juncal; Gil-Alana, Luis A.
2009Multi-Factor Gegenbauer processes and European inflation ratesCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2009Multi-factor Gegenbauer processes and European inflation ratesCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2009Long memory in US real output per capitaCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2009Long memory in US real output per capitaCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2010The weekly structure of US stock pricesCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2010US disposable personal income and housing price index: A fractional integration analysisCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2010Long memory and fractional integration in high frequency financial time seriesCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2010Long memory and volatility dynamics in the US dollar exchange rateCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2010Estimating persistence in the volatility of asset returns with signal plus noise modelsCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2010The weekly structure of US stock pricesCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2010US disposable personal income and housing price index: A fractional integration analysisCaporale, Guglielmo Maria; Gil-Alana, Luis A.
2010Fractional cointegration in US term spreadsCaporale, Guglielmo Maria; Gil-Alana, Luis A.