Publicaciones en colaboración con investigadores/as de Humboldt University of Berlin (20)

2003

  1. Strong dependence in the real interest rates

    Applied Economics, Vol. 35, Núm. 2, pp. 119-124

  2. Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses

    Computational Economics, Vol. 22, Núm. 1, pp. 23-38

2002

  1. A mean shift break in the US interest rate

    Economics Letters, Vol. 77, Núm. 3, pp. 357-363

  2. Confidence intervals for fractionally integrated hypotheses in the real output across Europe

    Applied Economics Letters, Vol. 9, Núm. 6, pp. 407-409

  3. Estimation and testing of ARFIMA models in the real exchange rate

    International Journal of Finance and Economics, Vol. 7, Núm. 4, pp. 279-292

  4. Fractional integration and mean reversion in stock prices

    Quarterly Review of Economics and Finance, Vol. 42, Núm. 3, pp. 599-609

  5. Modelling the persistence of unemployment in Canada

    International Review of Applied Economics, Vol. 16, Núm. 4, pp. 465-477

  6. Seasonal long memory in the aggregate output

    Economics Letters, Vol. 74, Núm. 3, pp. 333-337

  7. Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment

    Computational Economics, Vol. 19, Núm. 3, pp. 323-339

  8. Unemployment and input prices: A fractional cointegration approach

    Applied Economics Letters, Vol. 9, Núm. 6, pp. 347-351

2001

  1. A fractionally integrated exponential model for UK unemployment

    Journal of Forecasting, Vol. 20, Núm. 5, pp. 329-340

  2. 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

  3. 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

  4. Measuring unemployment persistence in terms of I(d) statistical models

    Applied Economics Letters, Vol. 8, Núm. 12, pp. 761-763

  5. Seasonal long memory in the US monthly monetary aggregate

    Applied Economics Letters, Vol. 8, Núm. 9, pp. 573-575

  6. Testing of seasonal fractional integration in UK and Japanese consumption and income

    Journal of Applied Econometrics, Vol. 16, Núm. 2, pp. 95-114

  7. Testing stochastic cycles in macroeconomic time series

    Journal of Time Series Analysis, Vol. 22, Núm. 4, pp. 411-430

  8. The persistence of unemployment in the USA and Europe in terms of fractionally ARIMA models

    Applied Economics, Vol. 33, Núm. 10, pp. 1263-1269

  9. 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

  1. Mean reversion in the real exchange rates

    Economics Letters, Vol. 69, Núm. 3, pp. 285-288