Browsing by Subject fractional integration

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Showing results 15 to 34 of 39 < previous   next >
Issue DateTitleAuthor(s)
5-Jul-2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaksCaporale, GM; Gil-Alana, LA
5-Aug-2020On the persistence of UK inflation: A long-range dependence approachCaporale, GM; Gil-Alana, LA; Trani, T
11-Mar-2021Particulate matter 10 (PM10): persistence and trends in eight European capitalsCaporale, GM; Gil-Alana, LA; Carmona-Gonzales, N
2017Persistence and cycles in the US Federal Funds rateCaporale, GM; Gil-Alana, LA
2014Persistence and cycles in US hours workedCaporale, GM; Gil-Alana, LA
5-Mar-2023Persistence and long memory in monetary policy spreadsCaporale, GM; Gil-Alana, LA
2024Persistence and seasonality in the US Industrial Production IndexCaporale, GM; Gil-Alana, LA; Poza, C; Baños Izquierdo, A
22-Mar-2024Persistence in European Stock Market Returns and VolatilityCaporale, GM; Rubio-Bezares, A; Gil-Alana, LA
19-Feb-2024Persistence in tax revenues: evidence from some OECD countriesCaporale, GM; Garcia Tapia, S; Gil-Alana, LA
28-Dec-2023Persistence in the cryptocurrency market: the impact of the Covid-19 pandemic and of the Russia-Ukraine warCaporale, GM; Imeri, A; Gil-Alana, LA
26-Dec-2022Persistence in the passion investment marketCaporale, GM; Gil-Alana, LA; Alex, P
7-Jun-2021Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countriesCaporale, GM; Gil-Alana, LA; Malmierca, M
21-Jul-2023Persistence in UK historical data on life expectancyCaporale, GM; Infante, J; del Rio, M; Gil-Alana, LA
4-Mar-2020Persistence, non-linearities and structural breaks in European stock market indicesCaporale, GM; Gil-Alana, LA; Poza, C
9-May-2022The relationship between prices and output in the UK and the USCaporale, GM; Claudio-Quiroga, G; Gil-Alana, L
23-Feb-2024Stock market indices and interest rates in the US and Europe: persistence and long-run linkagesCaporale, GM; Gil-Alana, LA; Melnicenco, E
2-Apr-2021Stock market linkages between the ASEAN countries, China and the US: A fractional integration/cointegration approachCaporale, GM; Gil-Alana, LA; You, K
16-Jul-2019Testing the Fisher hypothesis in the G-7 countries using I(d) techniquesCaporale, GM; Gil-Alana, L
7-Apr-2022Time trends and persistence in US sea level data: an investigation using fractional integration methodsCaporale, GM; Gil-Alana, LA; Sauci, L
23-Nov-2023Tourism persistence in the Southeastern European countries: The impact of covid-19Caporale, GM; Gil-Alana, LA; Imeri, A