Showing results 82 to 100 of 100
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Issue Date | Title | Author(s) |
2004 | The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case | Caporale, GM; Gil-Alana, LA |
2004 | The stochastic unit root model and fractional integration: An extension to the seasonal case | Caporale, GM; Gil-Alana, LA |
23-Feb-2024 | Stock market indices and interest rates in the US and Europe: persistence and long-run linkages | Caporale, GM; Gil-Alana, LA; Melnicenco, E |
2-Apr-2021 | Stock market linkages between the ASEAN countries, China and the US: A fractional integration/cointegration approach | Caporale, GM; Gil-Alana, LA; You, K |
2005 | Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series | Caporale, GM; Gil-Alana, LA |
2006 | Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates | Caporale, GM; Gil-Alana, LA |
2004 | Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data | Caporale, GM; Gil-Alana, LA; Nazarski, M |
2010 | Testing PPP for the South African Rand/US Dollar exchange rate at different frequencies | Caporale, GM; Gil-Alana, LA |
2012 | Testing the Marshall-Lerner condition in Kenya | Caporale, GM; Gil-Alana, LA; Mudida, R |
2012 | Testing the PPP hypothesis in the sub-Saharan countries | Caporale, GM; Gil-Alana, LA |
2016 | Testing unemployment theories: a multivariate long memory approach | Caporale, GM; Gil-Alana, LA; Lovcha, Y |
7-Apr-2022 | Time trends and persistence in US sea level data: an investigation using fractional integration methods | Caporale, GM; Gil-Alana, LA; Sauci, L |
23-Nov-2023 | Tourism persistence in the Southeastern European countries: The impact of covid-19 | Caporale, GM; Gil-Alana, LA; Imeri, A |
4-Mar-2021 | Trends and cycles in macro series: the case of US real GDP | Caporale, GM; Gil-Alana, LA |
2010 | US disposable personal income and housing price index: A fractional integration analysis | Caporale, GM; Gil-Alana, LA |
20-Mar-2023 | US house prices by Census Division: persistence, trends and structural breaks | Caporale, GM; Gil-Alana, LA |
26-Jun-2022 | US policy responses to the Covid-19 pandemic and sectoral stock indices: a fractional integration approach | Caporale, GM; Gil-Alana, LA; Abakah, EJA |
30-Jun-2019 | Volatility Persistence In The Russian Stock Market | Caporale, GM; Gil-Alana, LA; Tripathy, T |
2010 | The weekly structure of US stock prices | Caporale, GM; Gil-Alana, LA |