Luis Alberiko
Gil Alaña
Catedrático de Universidad
Humboldt University of Berlin
Berlín, AlemaniaPublicaciones en colaboración con investigadores/as de Humboldt University of Berlin (20)
2003
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Strong dependence in the real interest rates
Applied Economics, Vol. 35, Núm. 2, pp. 119-124
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Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses
Computational Economics, Vol. 22, Núm. 1, pp. 23-38
2002
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A mean shift break in the US interest rate
Economics Letters, Vol. 77, Núm. 3, pp. 357-363
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Confidence intervals for fractionally integrated hypotheses in the real output across Europe
Applied Economics Letters, Vol. 9, Núm. 6, pp. 407-409
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Estimation and testing of ARFIMA models in the real exchange rate
International Journal of Finance and Economics, Vol. 7, Núm. 4, pp. 279-292
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Fractional integration and mean reversion in stock prices
Quarterly Review of Economics and Finance, Vol. 42, Núm. 3, pp. 599-609
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Modelling the persistence of unemployment in Canada
International Review of Applied Economics, Vol. 16, Núm. 4, pp. 465-477
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Seasonal long memory in the aggregate output
Economics Letters, Vol. 74, Núm. 3, pp. 333-337
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Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment
Computational Economics, Vol. 19, Núm. 3, pp. 323-339
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Unemployment and input prices: A fractional cointegration approach
Applied Economics Letters, Vol. 9, Núm. 6, pp. 347-351
2001
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A fractionally integrated exponential model for UK unemployment
Journal of Forecasting, Vol. 20, Núm. 5, pp. 329-340
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A fractionally integrated model with a mean shift for the US and the UK real oil prices
Economic Modelling, Vol. 18, Núm. 4, pp. 643-658
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A joint test of fractional cyclic integration and a linear time trend
Journal of Statistical Computation and Simulation, Vol. 71, Núm. 4, pp. 269-285
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Measuring unemployment persistence in terms of I(d) statistical models
Applied Economics Letters, Vol. 8, Núm. 12, pp. 761-763
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Seasonal long memory in the US monthly monetary aggregate
Applied Economics Letters, Vol. 8, Núm. 9, pp. 573-575
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Testing of seasonal fractional integration in UK and Japanese consumption and income
Journal of Applied Econometrics, Vol. 16, Núm. 2, pp. 95-114
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Testing stochastic cycles in macroeconomic time series
Journal of Time Series Analysis, Vol. 22, Núm. 4, pp. 411-430
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The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models
Applied Economics, Vol. 33, Núm. 10, pp. 1263-1269
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The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
Journal of Statistical Computation and Simulation, Vol. 70, Núm. 3, pp. 267-272
2000
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Mean reversion in the real exchange rates
Economics Letters, Vol. 69, Núm. 3, pp. 285-288