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Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alana, Luis A.
;
Gupta, Rangan
;
Miller, Stephen M.
(
Springer
,
2022-11
)
Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data
Canarella, Giorgio
;
Gil-Alana, Luis
;
Gupta, Rangan
;
Miller, Stephen M.
(
Sage
,
2021-01
)
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Author
Canarella, Giorgio (2)
Gupta, Rangan (2)
Miller, Stephen M. (2)
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Gil-Alana, Luis A. (1)
Subject
Fractional integration (2)
Cyclical behaviour (1)
Globalization (1)
Half-life (1)
House prices (1)
Impulse response functions (1)
Persistence (1)
Purchasing power parity (PPP) (1)
Real interest rate parity (RIRP) (1)
Uncovered interest rate parity (UIP) (1)
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