Publicaciones (31) Publicaciones en las que ha participado algún/a investigador/a

2004

  1. A fractionally integrated model for some Indian monthly rainfall data

    Journal of the Indian Institute of Science, Vol. 84, Núm. 1-2, pp. 1-20

  2. A joint test of fractional integration and structural breaks at a known period of time

    Journal of Time Series Analysis, Vol. 25, Núm. 5, pp. 691-700

  3. Análisis coste-efectividad en la evaluación económica de intervenciones sanitarias

    Medicina Clinica, Vol. 122, Núm. 13, pp. 505-510

  4. Análisis de costes y resultados en la evaluación económica de las intervenciones sanitarias

    Medicina Clinica, Vol. 122, Núm. 11, pp. 423-429

  5. Forecasting the real output using fractionally integrated techniques

    Applied Economics, Vol. 36, Núm. 14, pp. 1583-1589

  6. Fractional cointegration and real exchange rates

    Review of Financial Economics, Vol. 13, Núm. 4, pp. 327-340

  7. Fractional cointegration and tests of present value models

    Review of Financial Economics, Vol. 13, Núm. 3, pp. 245-258

  8. Fractional integration and business cycle features

    Empirical Economics, Vol. 29, Núm. 2, pp. 343-359

  9. Is the US fiscal deficit sustainable? A fractional integrated approach

    Journal of Economics and Business, Vol. 56, Núm. 6, pp. 501-526

  10. Long memory behaviour in the daily maximum and minimum temperatures in Melbourne, Australia

    Meteorological Applications, Vol. 11, Núm. 4, pp. 319-328

  11. Long memory in the U.S. interest rate

    International Review of Financial Analysis, Vol. 13, Núm. 3, pp. 265-276

  12. Long range dependence in daily stock returns

    Applied Financial Economics, Vol. 14, Núm. 6, pp. 375-383

  13. Modelling monthly Spanish tourism: A seasonal fractionally integrated approach

    Tourism Economics, Vol. 10, Núm. 1, pp. 79-94

  14. Modelling the U.S. interest rate in terms of I(d) statistical models

    Quarterly Review of Economics and Finance, Vol. 44, Núm. 4, pp. 475-486

  15. Modelling the US real GNP with fractionally integrated techniques

    Applied Economics, Vol. 36, Núm. 8, pp. 873-879

  16. Ranking italian universities and other research institutions taking into account public economics publications

    Journal of public finance and public choice = Economia delle scelte pubbliche, Vol. 22, Núm. 1, pp. 15-31

  17. Real convergence in Taiwan: A fractionally integrated approach

    Journal of Asian Economics, Vol. 15, Núm. 3, pp. 529-547

  18. Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries

    Journal of Policy Modeling, Vol. 26, Núm. 3, pp. 301-313

  19. Seasonal fractional components in macroeconomic time series

    Applied Economics, Vol. 36, Núm. 12, pp. 1265-1279

  20. Seasonal fractional integration in the Spanish tourism quarterly time series

    Journal of Travel Research, Vol. 42, Núm. 4, pp. 408-414