IDEAS home Printed from https://ideas.repec.org/r/eee/econom/v129y2005i1-2p219-261.html
   My bibliography  Save this item

A parametric bootstrap test for cycles

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Gil-Alana, Luis A. & Gupta, Rangan, 2014. "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, vol. 45(C), pages 511-516.
  2. Maria Caporale, Guglielmo & A. Gil-Alana, Luis, 2011. "Multi-Factor Gegenbauer Processes and European Inflation Rates," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 386-409.
  3. Gil-Alana, Luis A. & Aye, Goodness C. & Gupta, Rangan, 2015. "Trends and cycles in historical gold and silver prices," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 98-109.
  4. Guglielmo Caporale & Luis Gil-Alana, 2016. "Persistence and cyclical dependence in the monthly euribor rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 157-171, January.
  5. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, vol. 58(4), pages 1491-1511, April.
  6. Guglielmo Maria Caporale & Luis Gil‐Alana, 2014. "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(2), pages 147-161, March.
  7. Luis A. Gil-Alana & Juan Carlos Cuestas, 2012. "A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials," Faculty Working Papers 14/12, School of Economics and Business Administration, University of Navarra.
  8. Cuestas Juan Carlos & Gil-Alana Luis Alberiko, 2016. "Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(1), pages 57-74, February.
  9. Gil-Alana, Luis A. & Trani, Tommaso, 2019. "The cyclical structure of the UK inflation rate: 1210–2016," Economics Letters, Elsevier, vol. 181(C), pages 182-185.
  10. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021. "Cycles and Long-Range Behaviour in the European Stock Markets," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 293-302, Springer.
  11. Hassler, Uwe, 2011. "Estimation of fractional integration under temporal aggregation," Journal of Econometrics, Elsevier, vol. 162(2), pages 240-247, June.
  12. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2014. "Persistence and cycles in US hours worked," Economic Modelling, Elsevier, vol. 38(C), pages 504-511.
  13. Luis A. Gil-Alana, 2009. "Time series modelling of sunspot numbers using long range cyclical dependence," Faculty Working Papers 06/09, School of Economics and Business Administration, University of Navarra.
  14. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017. "Persistence and cycles in the us federal funds rate," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 1-8.
  15. Proietti, Tommaso & Maddanu, Federico, 2024. "Modelling cycles in climate series: The fractional sinusoidal waveform process," Journal of Econometrics, Elsevier, vol. 239(1).
  16. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2016. "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working Papers 201683, University of Pretoria, Department of Economics.
  17. Guglielmo Caporale & Luis Gil-Alana, 2007. "Testing for deterministic and stochastic cycles in macroeconomic time series," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(2), pages 155-169, April.
  18. Guglielmo Maria Caporale & Luis Gil-Alana, 2010. "Multiple cyclical fractional structures in financial time series," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1079-1081.
  19. Guglielmo Maria Caporale & Luis Gil-Alana, 2012. "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Multinational Finance Journal, Multinational Finance Journal, vol. 16(1-2), pages 105-136, March - J.
  20. repec:hal:journl:peer-00815563 is not listed on IDEAS
  21. Joao Ricardo Faria & Juan Carlos Cuestas & Luis Gil-Alana, 2008. "Unemployment and entrepreneurship: a cyclical relationship?," NBS Discussion Papers in Economics 2008/2, Economics, Nottingham Business School, Nottingham Trent University.
  22. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023. "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series 10751, CESifo.
  23. Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Shittu, Olanrewaju I., 2014. "Global temperatures and sunspot numbers. Are they related?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 396(C), pages 42-50.
  24. Masaki Narukawa, 2016. "Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 272-295, June.
  25. Faria, João Ricardo & Cuestas, Juan Carlos & Gil-Alana, Luis A., 2009. "Unemployment and entrepreneurship: A cyclical relation?," Economics Letters, Elsevier, vol. 105(3), pages 318-320, December.
  26. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.