Browsing by Subject Fractional cointegration
Showing results 1 to 7 of 7
Issue Date | Title | Author(s) |
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2021 | Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach | Caporale, GM; Claudio-Quiroga, G; Gil-AlaƱa, L |
2010 | Fractional cointegration in US term spreads | Caporale, GM; Gil-Alana, LA |
2014 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
2011 | Fractional integration and cointegration in US financial time series data | Caporale, GM; Gil-Alana, LA |
2016 | Linkages between the US and European stock markets: A fractional cointegration approach | Caporale, GM; Gil-Alana, LA; Orlando, CJ |
2017 | The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis | Caporale, GM; Cunado, J; Gil-Alana, L; Gupta, R |
2012 | Testing the Marshall-Lerner condition in Kenya | Caporale, GM; Gil-Alana, LA; Mudida, R |