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2
Linkages between the US and European stock markets
a fractional cointegration approach
CESifo working paper ; 5523, Monetary policy and international finance
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3
The relationship between healthcare expenditure and disposa..
a fractional integration and cointegration analysis
CESifo working paper ; 5407, Fiscal policy, macroeconomics and growth
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4
Long memory in German energy price indices
CESifo working paper ; 3935, Energy and Climate Economics
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5
Modelling long-run trends and cycles in financial time seri..
CESifo working paper ; 2330, Empirical and theoretical methods
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6
Deterministic versus stochastic seasonal fractional integra..
CESifo working paper ; 1989, Empirical and theoretical methods
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7
Identification of segments of European banks with a latent ..
CESifo working paper ; 2110, Monetary policy and international finance
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8
Fractional integration and business cycle features
Discussion papers of interdisciplinary research project 373 ; 2001,46