Gabriel Talmain

University of York - Department of Economics and Related Studies

Lecturer

Heslington

York, YO1 5DD

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

387

SSRN CITATIONS
Rank 23,338

SSRN RANKINGS

Top 23,338

in Total Papers Citations

5

CROSSREF CITATIONS

34

Scholarly Papers (8)

1.

Distilling Co-Movements from Persistent Macro and Financial Series

ECB Working Paper No. 525
Number of pages: 40 Posted: 19 Oct 2005
Karim M. Abadir and Gabriel Talmain
Imperial College Business School and University of York - Department of Economics and Related Studies
Downloads 110 (279,014)

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ACF-based GLS procedure, Autocorrelation Function, Long memory, Nonlinearities, Uncovered Interest Parity anomaly

2.

Beyond Co-Integration: Modelling Co-Movements in Macro Finance

Number of pages: 39 Posted: 22 Jan 2012 Last Revised: 26 Feb 2012
Karim M. Abadir and Gabriel Talmain
Imperial College Business School and University of York - Department of Economics and Related Studies
Downloads 107 (284,516)
Citation 1

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3.

Understanding the PPP Puzzle: The Dynamics of Real Exchange Rates Towards Their Time-Varying Equilibrium

Number of pages: 28 Posted: 12 Oct 2015 Last Revised: 20 Sep 2017
Shifu Jiang and Gabriel Talmain
University of Surrey and University of York - Department of Economics and Related Studies
Downloads 44 (458,404)

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Real Exchange Rate, Harrod-Balassa-Samuelson Effect, Integral Correction Mechanism, Smooth Transition Autoregression

4.

Nelson-Plosser Revisited: The ACF Approach

Number of pages: 31 Posted: 13 Jan 2012 Last Revised: 26 Feb 2012
Karim M. Abadir, Giovanni Caggiano and Gabriel Talmain
Imperial College Business School, Department of Economics, Monash University and University of York - Department of Economics and Related Studies
Downloads 44 (458,404)
Citation 5

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5.

Depreciation Rates and Capital Stocks

The Manchester School, Vol. 69, No. 1, pp. 42-51, January 2001
Number of pages: 15 Posted: 15 Jan 2012
Karim M. Abadir and Gabriel Talmain
Imperial College Business School and University of York - Department of Economics and Related Studies
Downloads 42 (466,748)
Citation 1

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6.

Aggregation, Persistence and Volatility in a Macro Model

Review of Economic Studies, Vol. 69, No. 4, pp. 749-779, October 2002
Number of pages: 47 Posted: 15 Jan 2012
Karim M. Abadir and Gabriel Talmain
Imperial College Business School and University of York - Department of Economics and Related Studies
Downloads 22 (571,107)
Citation 1

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7.

Autocovariance Functions of Series and of Their Transforms

Journal of Econometrics, Vol. 124, No. 2, p. 227, 2005
Number of pages: 27 Posted: 15 Jan 2012
Karim M. Abadir and Gabriel Talmain
Imperial College Business School and University of York - Department of Economics and Related Studies
Downloads 18 (597,414)

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8.

The Unconventional Dynamics of Economic and Financial Aggregates

Posted: 19 Mar 2012
Karim M. Abadir and Gabriel Talmain
Imperial College Business School and University of York - Department of Economics and Related Studies

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