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Persistence in Real Exchange Rate Convergence.. (2012). Yazgan, Ege ; Stengos, Thanasis.
In: Working Papers.
RePEc:gue:guelph:2012-07..

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Cites: 30

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Cocites: 50

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Citations

Citations received by this document

  1. High versus Low Inflation: Implications for Price-Level Convergence. (2015). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
    In: Working Papers.
    RePEc:fiu:wpaper:1503.

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References

References cited by this document

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Cocites

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  1. Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form. (2016). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
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  2. Persistence in Convergence: Some further results. (2016). Yazgan, Ege ; Stengos, Thanasis ; Ozkan, Harun.
    In: Working Papers.
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  3. Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets. (2016). Gunay, Samet ; Gnay, Samet .
    In: IJFS.
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  4. Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
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  5. High versus Low Inflation: Implications for Price-Level Convergence. (2015). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
    In: Working Papers.
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  6. Forecasting long memory series subject to structural change: A two-stage approach. (2015). Papailias, Fotis ; Dias, Gustavo Fruet .
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  7. Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
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  8. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach. (2015). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Orlando, James C.
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  9. The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks. (2015). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria.
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  10. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Haldrup, Niels ; Rodriguez-Caballero, Carlos Vladimir ; Ergemen, Yunus Emre .
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  11. High versus Low Inflation: Implications for Price-Level Convergence. (2014). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1412.

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  12. Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. (2014). Tudor, Ciprian ; Bardet, Jean-Marc .
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  13. The persistence and asymmetric volatility in the Nigerian stock bull and bear markets. (2014). YAYA, OLAOLUWA ; Gil-Alana, Luis.
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  14. Modified information criteria and selection of long memory time series models. (2014). Papailias, Fotis ; Baillie, Richard T. ; Kapetanios, George.
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  18. Testing for Persistence in Housing Price-to-Income and Price-to-Rent Ratios in 16 OECD Countries. (2013). GUPTA, RANGAN ; Gil-Alana, Luis ; André, Christophe ; Andre, Christophe.
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  20. Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets. (2013). PEGUIN-FEISSOLLE, Anne ; Boubaker, Heni.
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  26. Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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  27. A unified framework for testing in the linear regression model under unknown order of fractional integration. (2013). Sibbertsen, Philipp ; Kruse, Robinson ; Christensen, Bent Jesper.
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  31. Persistence in Real Exchange Rate Convergence.. (2012). Yazgan, Ege ; Stengos, Thanasis.
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  44. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
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  47. Two estimators of the long-run variance: Beyond short memory. (2009). Giraitis, Liudas ; Abadir, Karim ; Distaso, Walter .
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  48. Local Whittle estimation of multivariate fractionally integrated processes. (2009). Nielsen, Frank.
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