Browsing by Author Gil-Alana, LA

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Issue DateTitleAuthor(s)
2007Deterministic Versus Stochastic Seasonal Fractional Integration and structural breaksCaporale, GM; Cunado, J; Gil-Alana, LA
2010Estimating persistence in the volatility of asset returns with signal plus noise modelsCaporale, GM; Gil-Alana, LA
2006Eta Terrorism: Police Action, Political Measures And The Influence Of Violence On Economic Activity In The Basque CountryBarros, CP; Caporale, GM; Gil-Alana, LA
2005Fractional Cointegration And Aggregate Money Demand FunctionsCaporale, GM; Gil-Alana, LA
2010Fractional cointegration in US term spreadsCaporale, GM; Gil-Alana, LA
2011Fractional integration and cointegration in US financial time series dataCaporale, GM; Gil-Alana, LA
2006Fractional integration and impulse responses: A bivariate application to real output in the US and the Scandinavian countriesCaporale, GM; Gil-Alana, LA
2007Identification of segments of European banks with a latent class frontier modelBarros, CP; Caporale, GM; Gil-Alana, LA
2011Infant mortality rates: Time trends and fractional integrationCaporale, GM; Gil-Alana, LA
2010Interest rate dynamics in Kenya: Commercial banks’ rates and the 91-Day Treasury bill rateCaporale, GM; Gil-Alana, LA
2013Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rateCaporale, GM; Gil-Alana, LA
2010Long memory and fractional integration in high frequency financial time seriesCaporale, GM; Gil-Alana, LA
2010Long memory and volatility dynamics in the US Dollar exchange rateCaporale, GM; Gil-Alana, LA
2004Long Memory at the Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994Caporale, GM; Gil-Alana, LA
2005Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money StockCaporale, GM; Gil-Alana, LA
2012Long memory in Angolan macroeconomic series: Mean reversion versus explosive behaviourBarros, CP; Caporale, GM; Gil-Alana, LA
2012Long memory in German energy price indicesBarros, CP; Caporale, GM; Gil-Alana, LA
2013Long memory in the Ukrainian stock marketCaporale, GM; Gil-Alana, LA
2009Long memory in US real output per capitaCaporale, GM; Gil-Alana, LA
2005Long Run And Cyclical Dynamics In The Us Stock MarketCaporale, GM; Gil-Alana, LA